CELH vs. ICSH
CELH (Celsius Holdings, Inc.) is a stock, while ICSH (iShares Ultra Short Duration Bond Active ETF) is Ultrashort Bond fund actively managed by iShares. Over the past 10 years, CELH returned 43.02%/yr vs 2.78%/yr for ICSH. At a 0.05 correlation, their price movements are largely independent.
Performance
CELH vs. ICSH - Performance Comparison
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Returns By Period
In the year-to-date period, CELH achieves a -37.65% return, which is significantly lower than ICSH's 1.63% return. Over the past 10 years, CELH has outperformed ICSH with an annualized return of 43.02%, while ICSH has yielded a comparatively lower 2.78% annualized return.
CELH
- 1D
- 1.28%
- 1M
- -5.31%
- YTD
- -37.65%
- 6M
- -36.23%
- 1Y
- -37.19%
- 3Y*
- -17.09%
- 5Y*
- 3.41%
- 10Y*
- 43.02%
ICSH
- 1D
- 0.08%
- 1M
- 0.32%
- YTD
- 1.63%
- 6M
- 1.74%
- 1Y
- 4.23%
- 3Y*
- 5.13%
- 5Y*
- 3.71%
- 10Y*
- 2.78%
CELH vs. ICSH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CELH Celsius Holdings, Inc. | -37.65% | 73.65% | -51.69% | 57.21% | 39.52% | 48.22% | 941.61% | 39.19% | -33.90% | 114.29% |
ICSH iShares Ultra Short Duration Bond Active ETF | 1.63% | 4.96% | 5.52% | 5.58% | 0.97% | 0.16% | 1.61% | 3.17% | 2.25% | 1.63% |
Correlation
The correlation between CELH and ICSH is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.05 |
The correlation between CELH and ICSH shifts across timeframes, from -0.06 (1 year) to 0.05 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
CELH vs. ICSH — Risk / Return Rank
CELH
ICSH
CELH vs. ICSH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Celsius Holdings, Inc. (CELH) and iShares Ultra Short Duration Bond Active ETF (ICSH). 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.
| CELH | ICSH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -10.92 | ||
| Sortino ratioReturn per unit of downside risk | -23.46 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 5.68 | -4.77 |
| Calmar ratioReturn relative to maximum drawdown | -0.65 | 42.94 | -43.59 |
| Martin ratioReturn relative to average drawdown | -1.18 | 242.60 | -243.78 |
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Drawdowns
CELH vs. ICSH - Drawdown Comparison
The maximum CELH drawdown since its inception was -77.86%, which is greater than ICSH's maximum drawdown of -3.94%. Use the drawdown chart below to compare losses from any high point for CELH and ICSH.
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Drawdown Indicators
| CELH | ICSH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.86% | -3.94% | -73.92% |
Max Drawdown (1Y)Largest decline over 1 year | -57.22% | -0.10% | -57.12% |
Max Drawdown (3Y)Largest decline over 3 years | -77.86% | -0.10% | -77.76% |
Max Drawdown (5Y)Largest decline over 5 years | -77.86% | -0.73% | -77.13% |
Max Drawdown (10Y)Largest decline over 10 years | -77.86% | -3.94% | -73.92% |
Current DrawdownCurrent decline from peak | -70.33% | 0.00% | -70.33% |
Average DrawdownAverage peak-to-trough decline | -28.03% | -0.08% | -27.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 31.52% | 0.02% | +31.50% |
Volatility
CELH vs. ICSH - Volatility Comparison
Celsius Holdings, Inc. (CELH) has a higher volatility of 16.72% compared to iShares Ultra Short Duration Bond Active ETF (ICSH) at 0.17%. This indicates that CELH's price experiences larger fluctuations and is considered to be riskier than ICSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CELH | ICSH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.72% | 0.17% | +16.55% |
Volatility (6M)Calculated over the trailing 6-month period | 37.40% | 0.32% | +37.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.60% | 0.41% | +56.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 65.35% | 0.49% | +64.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 68.97% | 1.06% | +67.91% |
Dividends
CELH vs. ICSH - Dividend Comparison
CELH has not paid dividends to shareholders, while ICSH's dividend yield for the trailing twelve months is around 4.33%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CELH Celsius Holdings, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ICSH iShares Ultra Short Duration Bond Active ETF | 4.33% | 4.55% | 5.24% | 4.78% | 1.66% | 0.42% | 1.21% | 2.61% | 2.20% | 1.36% | 0.88% | 0.54% |
Frequently Asked Questions
CELH and ICSH have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CELH has higher volatility (16.72%) compared to ICSH (0.17%). In terms of maximum drawdown, CELH dropped -77.86% vs ICSH's -3.94%.
ICSH currently has the higher Sharpe Ratio (10.26 vs -0.66), 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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