CIB vs. STIP
CIB (Bancolombia S.A.) is a stock, while STIP (iShares 0-5 Year TIPS Bond ETF) is Inflation-Protected Bonds fund tracking the Barclays Capital U.S. Treasury Inflation-Protected Securities (TIPS) 0-5 Years Index (Series-L). Over the past 10 years, CIB returned 15.00%/yr vs 3.17%/yr for STIP. At a 0.11 correlation, their price movements are largely independent.
Performance
CIB vs. STIP - Performance Comparison
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Returns By Period
In the year-to-date period, CIB achieves a 15.74% return, which is significantly higher than STIP's 2.01% return. Over the past 10 years, CIB has outperformed STIP with an annualized return of 15.00%, while STIP has yielded a comparatively lower 3.17% annualized return.
CIB
- 1D
- 0.11%
- 1M
- 9.89%
- YTD
- 15.74%
- 6M
- 14.32%
- 1Y
- 68.93%
- 3Y*
- 55.70%
- 5Y*
- 29.64%
- 10Y*
- 15.00%
STIP
- 1D
- -0.03%
- 1M
- 0.12%
- YTD
- 2.01%
- 6M
- 2.01%
- 1Y
- 4.53%
- 3Y*
- 5.18%
- 5Y*
- 3.36%
- 10Y*
- 3.17%
CIB vs. STIP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CIB Bancolombia S.A. | 15.74% | 124.16% | 13.78% | 22.08% | -0.31% | -20.69% | -22.31% | 47.45% | -0.72% | 11.41% |
STIP iShares 0-5 Year TIPS Bond ETF | 2.01% | 6.03% | 4.77% | 4.63% | -3.02% | 5.68% | 5.18% | 4.89% | 0.54% | 0.74% |
Correlation
The correlation between CIB 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 | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Dec 6, 2010 | 0.11 |
The correlation between CIB and STIP shifts across timeframes, from -0.03 (1 year) to 0.13 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
CIB vs. STIP — Risk / Return Rank
CIB
STIP
CIB vs. STIP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bancolombia S.A. (CIB) 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.
| CIB | STIP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.95 | ||
| Sortino ratioReturn per unit of downside risk | -2.48 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.67 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 2.89 | 6.56 | -3.66 |
| Martin ratioReturn relative to average drawdown | 7.24 | 26.11 | -18.87 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CIB | STIP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.18 | 3.13 | -0.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.91 | 1.23 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 1.30 | -0.88 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 1.07 | -0.82 |
Drawdowns
CIB vs. STIP - Drawdown Comparison
The maximum CIB drawdown since its inception was -93.77%, which is greater than STIP's maximum drawdown of -5.50%. Use the drawdown chart below to compare losses from any high point for CIB and STIP.
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Drawdown Indicators
| CIB | STIP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.77% | -5.50% | -88.27% |
Max Drawdown (1Y)Largest decline over 1 year | -23.95% | -0.69% | -23.26% |
Max Drawdown (3Y)Largest decline over 3 years | -23.95% | -0.95% | -23.00% |
Max Drawdown (5Y)Largest decline over 5 years | -46.85% | -5.50% | -41.35% |
Max Drawdown (10Y)Largest decline over 10 years | -70.38% | -5.50% | -64.88% |
Current DrawdownCurrent decline from peak | -12.91% | -0.06% | -12.85% |
Average DrawdownAverage peak-to-trough decline | -32.63% | -0.99% | -31.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.55% | 0.18% | +9.37% |
Volatility
CIB vs. STIP - Volatility Comparison
Bancolombia S.A. (CIB) has a higher volatility of 12.72% compared to iShares 0-5 Year TIPS Bond ETF (STIP) at 0.38%. This indicates that CIB'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
| CIB | STIP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.72% | 0.38% | +12.34% |
Volatility (6M)Calculated over the trailing 6-month period | 26.31% | 0.99% | +25.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.72% | 1.46% | +30.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.68% | 2.75% | +29.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.74% | 2.45% | +33.29% |
Dividends
CIB vs. STIP - Dividend Comparison
CIB's dividend yield for the trailing twelve months is around 1.68%, less than STIP's 4.30% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CIB Bancolombia S.A. | 1.68% | 6.90% | 10.96% | 10.92% | 10.68% | 0.87% | 4.01% | 2.41% | 3.62% | 3.21% | 3.21% | 4.49% |
STIP iShares 0-5 Year TIPS Bond ETF | 4.30% | 4.11% | 2.62% | 2.84% | 6.04% | 4.15% | 1.40% | 2.06% | 2.44% | 1.59% | 0.89% | 0.00% |
Frequently Asked Questions
CIB 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.
CIB has higher volatility (12.72%) compared to STIP (0.38%). In terms of maximum drawdown, CIB dropped -93.77% vs STIP's -5.50%.
STIP currently has the higher Sharpe Ratio (3.13 vs 2.18), 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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