PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
COR vs. IEF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

COR vs. IEF

Last updated Jun 13, 2026

COR (Cencora Inc.) is a stock, while IEF (iShares 7-10 Year Treasury Bond ETF) is Government Bonds fund tracking the ICE U.S. Treasury 7-10 Year Bond Index. Over the past 10 years, COR returned 17.47%/yr vs 0.59%/yr for IEF. At a correlation of -0.14, they often move in opposite directions.

Performance

COR vs. IEF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cencora Inc. (COR) and iShares 7-10 Year Treasury Bond ETF (IEF). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, COR achieves a -16.27% return, which is significantly lower than IEF's -0.47% return. Over the past 10 years, COR has outperformed IEF with an annualized return of 17.47%, while IEF has yielded a comparatively lower 0.59% annualized return.

COR

1D
0.07%
1M
10.42%
YTD
-16.27%
6M
-18.27%
1Y
-3.81%
3Y*
17.14%
5Y*
20.65%
10Y*
17.47%

IEF

1D
-0.17%
1M
0.19%
YTD
-0.47%
6M
-0.18%
1Y
3.39%
3Y*
2.86%
5Y*
-1.24%
10Y*
0.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

COR vs. IEF - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
COR
Cencora Inc.		-16.27%51.48%10.37%25.33%26.26%44.09%23.37%23.51%-17.57%19.51%
IEF
iShares 7-10 Year Treasury Bond ETF		-0.47%8.03%-0.63%3.64%-15.15%-3.33%10.01%8.03%0.99%2.55%

Correlation

The correlation between COR and IEF 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 (10Y)
Calculated over the trailing 10-year period

-0.06

Correlation (All Time)
Calculated using the full available price history since Jul 26, 2002

-0.14

The correlation between COR and IEF shifts across timeframes, from -0.14 (all time) to 0.13 (3 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Cencora Inc.

iShares 7-10 Year Treasury Bond ETF

Often compared with COR:
COR vs. MCKCOR vs. CAHCOR vs. DLRCOR vs. SPYCOR vs. VOOCOR vs. SMHCOR vs. UNH
Often compared with IEF:
IEF vs. TLTIEF vs. VGITIEF vs. LQDIEF vs. SHYIEF vs. BNDIEF vs. IEIIEF vs. TIP

Return for Risk

COR vs. IEF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
COR
COR Risk / Return Rank: 3636
Overall Rank
COR Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
COR Sortino Ratio Rank: 3333
Sortino Ratio Rank
COR Omega Ratio Rank: 3333
Omega Ratio Rank
COR Calmar Ratio Rank: 3939
Calmar Ratio Rank
COR Martin Ratio Rank: 3737
Martin Ratio Rank
IEF
IEF Risk / Return Rank: 2222
Overall Rank
IEF Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
IEF Sortino Ratio Rank: 2222
Sortino Ratio Rank
IEF Omega Ratio Rank: 2121
Omega Ratio Rank
IEF Calmar Ratio Rank: 2121
Calmar Ratio Rank
IEF Martin Ratio Rank: 2121
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.

COR vs. IEF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cencora Inc. (COR) and iShares 7-10 Year Treasury Bond ETF (IEF). 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.

CORIEFDifference
Sharpe ratioReturn per unit of total volatility
-0.13
0.72

-0.85

Sortino ratioReturn per unit of downside risk
0.03
1.10

-1.07

Omega ratioGain probability vs. loss probability

1.01

1.12

-0.12

Calmar ratioReturn relative to maximum drawdown

-0.12

0.84

-0.95

Martin ratioReturn relative to average drawdown

-0.33

2.35

-2.67

COR vs. IEF - Sharpe Ratio Comparison

The current COR Sharpe Ratio is -0.13, which is lower than the IEF Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of COR and IEF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Drawdowns

COR vs. IEF - Drawdown Comparison

The maximum COR drawdown since its inception was -71.01%, which is greater than IEF's maximum drawdown of -23.93%. Use the drawdown chart below to compare losses from any high point for COR and IEF.

Loading charts...

Drawdown Indicators

CORIEFDifference

Max Drawdown

Largest peak-to-trough decline

-71.01%

-23.93%

-47.08%

Max Drawdown (1Y)

Largest decline over 1 year

-32.44%

-4.07%

-28.37%

Max Drawdown (3Y)

Largest decline over 3 years

-32.44%

-7.74%

-24.70%

Max Drawdown (5Y)

Largest decline over 5 years

-32.44%

-21.40%

-11.04%

Max Drawdown (10Y)

Largest decline over 10 years

-32.44%

-23.93%

-8.51%

Current Drawdown

Current decline from peak

-24.54%

-11.18%

-13.36%

Average Drawdown

Average peak-to-trough decline

-13.62%

-5.35%

-8.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.68%

1.45%

+10.23%

Volatility

COR vs. IEF - Volatility Comparison

Cencora Inc. (COR) has a higher volatility of 6.51% compared to iShares 7-10 Year Treasury Bond ETF (IEF) at 1.62%. This indicates that COR's price experiences larger fluctuations and is considered to be riskier than IEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

CORIEFDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.51%

1.62%

+4.89%

Volatility (6M)

Calculated over the trailing 6-month period

26.93%

3.42%

+23.51%

Volatility (1Y)

Calculated over the trailing 1-year period

30.20%

4.72%

+25.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.30%

7.71%

+14.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.48%

6.63%

+20.85%

Dividends

COR vs. IEF - Dividend Comparison

COR's dividend yield for the trailing twelve months is around 0.83%, less than IEF's 3.89% yield.

PositionTTM20252024202320222021202020192018201720162015
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%
IEF
iShares 7-10 Year Treasury Bond ETF		3.89%3.77%3.62%2.91%1.96%0.83%1.08%2.08%2.24%1.82%1.81%1.90%

Frequently Asked Questions

COR and IEF 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 IEF (1.62%). In terms of maximum drawdown, COR dropped -71.01% vs IEF's -23.93%.

IEF currently has the higher Sharpe Ratio (0.72 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.

Portfolio Optimizer

Find the right allocation for COR and IEF

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer