CPRI vs. IEI
CPRI (Capri Holdings Limited) is a stock, while IEI (iShares 3-7 Year Treasury Bond ETF) is Government Bonds fund tracking the ICE U.S. Treasury 3-7 Year Bond Index. Over the past 10 years, CPRI returned -10.61%/yr vs 1.24%/yr for IEI. At a correlation of -0.12, they often move in opposite directions.
Performance
CPRI vs. IEI - Performance Comparison
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Returns By Period
In the year-to-date period, CPRI achieves a -30.57% return, which is significantly lower than IEI's -0.22% return. Over the past 10 years, CPRI has underperformed IEI with an annualized return of -10.61%, while IEI has yielded a comparatively higher 1.24% annualized return.
CPRI
- 1D
- 2.60%
- 1M
- -18.40%
- 6M
- -34.01%
- YTD
- -30.57%
- 1Y
- -8.83%
- 3Y*
- -21.33%
- 5Y*
- -18.78%
- 10Y*
- -10.61%
IEI
- 1D
- -0.03%
- 1M
- -0.15%
- 6M
- -0.17%
- YTD
- -0.22%
- 1Y
- 2.79%
- 3Y*
- 3.68%
- 5Y*
- 0.22%
- 10Y*
- 1.24%
CPRI vs. IEI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CPRI Capri Holdings Limited | -30.57% | 15.86% | -58.08% | -12.35% | -11.69% | 54.55% | 10.09% | 0.61% | -39.76% | 46.46% |
IEI iShares 3-7 Year Treasury Bond ETF | -0.22% | 6.96% | 1.81% | 4.42% | -9.51% | -2.54% | 6.95% | 5.71% | 1.36% | 1.22% |
Correlation
The correlation between CPRI and IEI is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.02 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.10 |
Correlation (All Time) Calculated using the full available price history since Dec 15, 2011 | -0.12 |
The correlation between CPRI and IEI shifts across timeframes, from -0.12 (all time) to 0.20 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
CPRI vs. IEI — Risk / Return Rank
CPRI
IEI
CPRI vs. IEI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Capri Holdings Limited (CPRI) and iShares 3-7 Year Treasury Bond ETF (IEI). 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.
| CPRI | IEI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.10 | ||
| Sortino ratioReturn per unit of downside risk | -1.29 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.16 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | -0.22 | 1.12 | -1.34 |
| Martin ratioReturn relative to average drawdown | -0.41 | 2.78 | -3.19 |
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Drawdowns
CPRI vs. IEI - Drawdown Comparison
The maximum CPRI drawdown since its inception was -92.47%, which is greater than IEI's maximum drawdown of -14.60%. Use the drawdown chart below to compare losses from any high point for CPRI and IEI.
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Drawdown Indicators
| CPRI | IEI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.47% | -14.60% | -77.87% |
Max Drawdown (1Y)Largest decline over 1 year | -40.31% | -2.50% | -37.81% |
Max Drawdown (3Y)Largest decline over 3 years | -76.85% | -3.66% | -73.19% |
Max Drawdown (5Y)Largest decline over 5 years | -82.36% | -13.88% | -68.48% |
Max Drawdown (10Y)Largest decline over 10 years | -90.03% | -14.60% | -75.43% |
Current DrawdownCurrent decline from peak | -83.03% | -1.65% | -81.38% |
Average DrawdownAverage peak-to-trough decline | -47.75% | -2.67% | -45.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.56% | 1.01% | +20.55% |
Volatility
CPRI vs. IEI - Volatility Comparison
Capri Holdings Limited (CPRI) has a higher volatility of 13.57% compared to iShares 3-7 Year Treasury Bond ETF (IEI) at 1.02%. This indicates that CPRI's price experiences larger fluctuations and is considered to be riskier than IEI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CPRI | IEI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.57% | 1.02% | +12.55% |
Volatility (6M)Calculated over the trailing 6-month period | 34.42% | 2.35% | +32.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 49.97% | 3.04% | +46.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 59.57% | 4.79% | +54.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 58.63% | 3.93% | +54.70% |
Dividends
CPRI vs. IEI - Dividend Comparison
CPRI has not paid dividends to shareholders, while IEI's dividend yield for the trailing twelve months is around 3.66%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CPRI Capri Holdings Limited | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IEI iShares 3-7 Year Treasury Bond ETF | 3.66% | 3.48% | 3.18% | 2.36% | 1.37% | 0.73% | 1.12% | 2.01% | 1.95% | 1.51% | 1.33% | 1.39% |
Frequently Asked Questions
CPRI and IEI have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CPRI has higher volatility (13.57%) compared to IEI (1.02%). In terms of maximum drawdown, CPRI dropped -92.47% vs IEI's -14.60%.
IEI currently has the higher Sharpe Ratio (0.92 vs -0.18), 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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