COR vs. IBTJ
COR (Cencora Inc.) 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, COR returned 20.65%/yr vs -0.15%/yr for IBTJ. At a correlation of -0.02, they often move in opposite directions.
Performance
COR vs. IBTJ - Performance Comparison
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Returns By Period
In the year-to-date period, COR achieves a -16.27% return, which is significantly lower than IBTJ's 0.04% return.
COR
- 1D
- 0.07%
- 1M
- 9.30%
- YTD
- -16.27%
- 6M
- -18.27%
- 1Y
- -3.97%
- 3Y*
- 17.14%
- 5Y*
- 20.65%
- 10Y*
- 17.47%
IBTJ
- 1D
- -0.09%
- 1M
- 0.36%
- YTD
- 0.04%
- 6M
- 0.37%
- 1Y
- 3.40%
- 3Y*
- 3.81%
- 5Y*
- -0.15%
- 10Y*
- —
COR vs. IBTJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
COR Cencora Inc. | -16.27% | 51.48% | 10.37% | 25.33% | 26.26% | 44.09% | 20.60% |
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 COR and IBTJ is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2020 | -0.02 |
The correlation between COR and IBTJ shifts across timeframes, from -0.02 (all time) to 0.13 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
COR vs. IBTJ — Risk / Return Rank
COR
IBTJ
COR vs. IBTJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cencora Inc. (COR) 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.
| COR | IBTJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.51 | ||
| Sortino ratioReturn per unit of downside risk | -2.14 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.25 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | -0.12 | 2.02 | -2.14 |
| Martin ratioReturn relative to average drawdown | -0.33 | 5.49 | -5.82 |
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Drawdowns
COR vs. IBTJ - Drawdown Comparison
The maximum COR drawdown since its inception was -71.01%, which is greater than IBTJ's maximum drawdown of -20.19%. Use the drawdown chart below to compare losses from any high point for COR and IBTJ.
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Drawdown Indicators
| COR | IBTJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.01% | -20.19% | -50.82% |
Max Drawdown (1Y)Largest decline over 1 year | -32.44% | -1.62% | -30.82% |
Max Drawdown (3Y)Largest decline over 3 years | -32.44% | -4.43% | -28.01% |
Max Drawdown (5Y)Largest decline over 5 years | -32.44% | -17.21% | -15.23% |
Max Drawdown (10Y)Largest decline over 10 years | -32.44% | — | — |
Current DrawdownCurrent decline from peak | -24.54% | -6.17% | -18.37% |
Average DrawdownAverage peak-to-trough decline | -13.62% | -9.71% | -3.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.68% | 0.59% | +11.09% |
Volatility
COR vs. IBTJ - Volatility Comparison
Cencora Inc. (COR) has a higher volatility of 6.51% compared to iShares iBonds Dec 2029 Term Treasury ETF (IBTJ) at 0.69%. This indicates that COR'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
| COR | IBTJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.51% | 0.69% | +5.82% |
Volatility (6M)Calculated over the trailing 6-month period | 26.93% | 1.58% | +25.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.20% | 2.36% | +27.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.30% | 5.73% | +16.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.48% | 5.98% | +21.50% |
Dividends
COR vs. IBTJ - Dividend Comparison
COR's dividend yield for the trailing twelve months is around 0.83%, less than IBTJ's 3.80% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COR Cencora Inc. | 0.83% | 0.67% | 0.93% | 0.96% | 1.13% | 5.13% | 6.74% | 7.48% | 2.07% | 1.61% | 1.77% | 1.17% |
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
COR and IBTJ have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COR has higher volatility (6.51%) compared to IBTJ (0.69%). In terms of maximum drawdown, COR dropped -71.01% vs IBTJ's -20.19%.
IBTJ currently has the higher Sharpe Ratio (1.39 vs -0.13), 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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