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CELH vs. STIP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CELH vs. STIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Celsius Holdings, Inc. (CELH) and iShares 0-5 Year TIPS Bond ETF (STIP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CELH achieves a -37.65% return, which is significantly lower than STIP's 1.39% return. Over the past 10 years, CELH has outperformed STIP with an annualized return of 43.02%, while STIP has yielded a comparatively lower 3.08% 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%

STIP

1D
0.05%
1M
-0.24%
YTD
1.39%
6M
1.47%
1Y
3.65%
3Y*
5.01%
5Y*
3.28%
10Y*
3.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CELH vs. STIP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CELH
Celsius Holdings, Inc.
-37.65%73.65%-51.69%57.21%39.52%48.22%941.61%39.19%-33.90%114.29%
STIP
iShares 0-5 Year TIPS Bond ETF
1.39%6.03%4.77%4.63%-3.02%5.68%5.18%4.89%0.54%0.74%

Correlation

The correlation between CELH and STIP is -0.03, 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

-0.03

Correlation (3Y)
Calculated over the trailing 3-year period

0.05

Correlation (5Y)
Calculated over the trailing 5-year period

0.07

Correlation (10Y)
Calculated over the trailing 10-year period

0.06

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2016

0.06

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Return for Risk

CELH vs. STIP — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CELH
CELH Risk / Return Rank: 1717
Overall Rank
CELH Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
CELH Sortino Ratio Rank: 1717
Sortino Ratio Rank
CELH Omega Ratio Rank: 1717
Omega Ratio Rank
CELH Calmar Ratio Rank: 1919
Calmar Ratio Rank
CELH Martin Ratio Rank: 1616
Martin Ratio Rank

STIP
STIP Risk / Return Rank: 8888
Overall Rank
STIP Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
STIP Sortino Ratio Rank: 9090
Sortino Ratio Rank
STIP Omega Ratio Rank: 8888
Omega Ratio Rank
STIP Calmar Ratio Rank: 9090
Calmar Ratio Rank
STIP Martin Ratio Rank: 8989
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CELH vs. STIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Celsius Holdings, Inc. (CELH) and iShares 0-5 Year TIPS Bond ETF (STIP). 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.


CELHSTIPDifference
Sharpe ratioReturn per unit of total volatility

-3.05

Sortino ratioReturn per unit of downside risk

-4.47

Omega ratioGain probability vs. loss probability

0.91

1.50

-0.59

Calmar ratioReturn relative to maximum drawdown

-0.65

5.05

-5.71

Martin ratioReturn relative to average drawdown

-1.18

18.15

-19.33

CELH vs. STIP - Sharpe Ratio Comparison

The current CELH Sharpe Ratio is -0.66, which is lower than the STIP Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of CELH and STIP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CELH vs. STIP - Drawdown Comparison

The maximum CELH drawdown since its inception was -77.86%, which is greater than STIP's maximum drawdown of -5.50%. Use the drawdown chart below to compare losses from any high point for CELH and STIP.


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Drawdown Indicators


CELHSTIPDifference

Max Drawdown

Largest peak-to-trough decline

-77.86%

-5.50%

-72.36%

Max Drawdown (1Y)

Largest decline over 1 year

-57.22%

-0.73%

-56.49%

Max Drawdown (3Y)

Largest decline over 3 years

-77.86%

-0.95%

-76.91%

Max Drawdown (5Y)

Largest decline over 5 years

-77.86%

-5.50%

-72.36%

Max Drawdown (10Y)

Largest decline over 10 years

-77.86%

-5.50%

-72.36%

Current Drawdown

Current decline from peak

-70.33%

-0.67%

-69.66%

Average Drawdown

Average peak-to-trough decline

-28.03%

-0.99%

-27.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

31.52%

0.20%

+31.32%

Volatility

CELH vs. STIP - Volatility Comparison

Celsius Holdings, Inc. (CELH) has a higher volatility of 16.72% compared to iShares 0-5 Year TIPS Bond ETF (STIP) at 0.65%. This indicates that CELH's price experiences larger fluctuations and is considered to be riskier than STIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CELHSTIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.72%

0.65%

+16.07%

Volatility (6M)

Calculated over the trailing 6-month period

37.40%

1.14%

+36.26%

Volatility (1Y)

Calculated over the trailing 1-year period

56.60%

1.53%

+55.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

65.35%

2.74%

+62.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

68.97%

2.45%

+66.52%

Dividends

CELH vs. STIP - Dividend Comparison

CELH has not paid dividends to shareholders, while STIP's dividend yield for the trailing twelve months is around 4.33%.


PositionTTM2025202420232022202120202019201820172016
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%
STIP
iShares 0-5 Year TIPS Bond ETF
4.33%4.11%2.62%2.84%6.04%4.15%1.40%2.06%2.44%1.59%0.89%

Frequently Asked Questions


CELH and STIP have a correlation of -0.03, 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 STIP (0.65%). In terms of maximum drawdown, CELH dropped -77.86% vs STIP's -5.50%.

STIP currently has the higher Sharpe Ratio (2.39 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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