CCEP vs. IBTJ
CCEP (Coca-Cola European Partners plc) is a stock, while IBTJ (iShares iBonds Dec 2029 Term Treasury ETF) is Government Bonds fund tracking the ICE 2029 Maturity US Treasury Index. Over the past 5 years, CCEP returned 13.46%/yr vs -0.15%/yr for IBTJ. At a 0.01 correlation, their price movements are largely independent.
Performance
CCEP vs. IBTJ - Performance Comparison
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Returns By Period
In the year-to-date period, CCEP achieves a 10.70% return, which is significantly higher than IBTJ's 0.04% return.
CCEP
- 1D
- 1.69%
- 1M
- 11.17%
- YTD
- 10.70%
- 6M
- 10.57%
- 1Y
- 9.85%
- 3Y*
- 18.61%
- 5Y*
- 13.46%
- 10Y*
- 13.47%
IBTJ
- 1D
- -0.09%
- 1M
- 0.36%
- YTD
- 0.04%
- 6M
- 0.37%
- 1Y
- 3.40%
- 3Y*
- 3.81%
- 5Y*
- -0.15%
- 10Y*
- —
CCEP vs. IBTJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
CCEP Coca-Cola European Partners plc | 10.70% | 21.20% | 18.35% | 24.50% | 2.33% | 15.61% | -3.21% |
IBTJ iShares iBonds Dec 2029 Term Treasury ETF | 0.04% | 6.89% | 1.82% | 4.49% | -12.45% | -3.57% | 4.03% |
Correlation
The correlation between CCEP and IBTJ is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2020 | 0.01 |
Over the past year, CCEP and IBTJ have become more correlated (0.23) than their long-term average of 0.01, meaning their price movements have been converging.
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Return for Risk
CCEP vs. IBTJ — Risk / Return Rank
CCEP
IBTJ
CCEP vs. IBTJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Coca-Cola European Partners plc (CCEP) and iShares iBonds Dec 2029 Term Treasury ETF (IBTJ). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CCEP | IBTJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.98 | ||
| Sortino ratioReturn per unit of downside risk | -1.48 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.25 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 0.50 | 2.02 | -1.52 |
| Martin ratioReturn relative to average drawdown | 0.90 | 5.49 | -4.59 |
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Drawdowns
CCEP vs. IBTJ - Drawdown Comparison
The maximum CCEP drawdown since its inception was -79.40%, which is greater than IBTJ's maximum drawdown of -20.19%. Use the drawdown chart below to compare losses from any high point for CCEP and IBTJ.
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Drawdown Indicators
| CCEP | IBTJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.40% | -20.19% | -59.21% |
Max Drawdown (1Y)Largest decline over 1 year | -18.22% | -1.62% | -16.60% |
Max Drawdown (3Y)Largest decline over 3 years | -18.22% | -4.43% | -13.79% |
Max Drawdown (5Y)Largest decline over 5 years | -29.52% | -17.21% | -12.31% |
Max Drawdown (10Y)Largest decline over 10 years | -48.76% | — | — |
Current DrawdownCurrent decline from peak | -9.08% | -6.17% | -2.91% |
Average DrawdownAverage peak-to-trough decline | -24.34% | -9.71% | -14.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.03% | 0.59% | +9.44% |
Volatility
CCEP vs. IBTJ - Volatility Comparison
Coca-Cola European Partners plc (CCEP) has a higher volatility of 6.82% compared to iShares iBonds Dec 2029 Term Treasury ETF (IBTJ) at 0.69%. This indicates that CCEP's price experiences larger fluctuations and is considered to be riskier than IBTJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CCEP | IBTJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.82% | 0.69% | +6.13% |
Volatility (6M)Calculated over the trailing 6-month period | 16.68% | 1.58% | +15.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.46% | 2.36% | +20.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.20% | 5.73% | +17.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.38% | 5.98% | +20.40% |
Dividends
CCEP vs. IBTJ - Dividend Comparison
CCEP's dividend yield for the trailing twelve months is around 2.41%, less than IBTJ's 3.80% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CCEP Coca-Cola European Partners plc | 2.41% | 2.57% | 2.77% | 2.95% | 3.07% | 2.90% | 2.01% | 2.71% | 2.73% | 2.97% | 3.65% | 2.27% |
IBTJ iShares iBonds Dec 2029 Term Treasury ETF | 3.80% | 3.78% | 3.95% | 3.48% | 1.86% | 0.74% | 0.61% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CCEP and IBTJ have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CCEP has higher volatility (6.82%) compared to IBTJ (0.69%). In terms of maximum drawdown, CCEP dropped -79.40% vs IBTJ's -20.19%.
IBTJ currently has the higher Sharpe Ratio (1.39 vs 0.40), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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