PortfoliosLab logoPortfoliosLab logo
CRCL vs. TLT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CRCL vs. TLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Circle Internet Group, Inc. (CRCL) and iShares 20+ Year Treasury Bond ETF (TLT). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, CRCL achieves a -1.84% return, which is significantly lower than TLT's 0.27% return.


CRCL

1D
-5.80%
1M
-37.16%
YTD
-1.84%
6M
-6.74%
1Y
-41.72%
3Y*
5Y*
10Y*

TLT

1D
-0.24%
1M
1.40%
YTD
0.27%
6M
0.45%
1Y
3.88%
3Y*
-1.38%
5Y*
-6.53%
10Y*
-1.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CRCL vs. TLT - Yearly Performance Comparison


2026 (YTD)2025
CRCL
Circle Internet Group, Inc.
-1.84%155.81%
TLT
iShares 20+ Year Treasury Bond ETF
0.27%5.22%

Correlation

The correlation between CRCL and TLT 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 (All Time)
Calculated using the full available price history since Jun 4, 2025

0.00

Compare stocks, funds, or ETFs

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


Return for Risk

CRCL vs. TLT — Risk / Return Rank

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

CRCL
CRCL Risk / Return Rank: 3636
Overall Rank
CRCL Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
CRCL Sortino Ratio Rank: 4242
Sortino Ratio Rank
CRCL Omega Ratio Rank: 4040
Omega Ratio Rank
CRCL Calmar Ratio Rank: 3232
Calmar Ratio Rank
CRCL Martin Ratio Rank: 3535
Martin Ratio Rank

TLT
TLT Risk / Return Rank: 1414
Overall Rank
TLT Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
TLT Sortino Ratio Rank: 1313
Sortino Ratio Rank
TLT Omega Ratio Rank: 1313
Omega Ratio Rank
TLT Calmar Ratio Rank: 1414
Calmar Ratio Rank
TLT Martin Ratio Rank: 1414
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.

CRCL vs. TLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Circle Internet Group, Inc. (CRCL) and iShares 20+ Year Treasury Bond ETF (TLT). 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.


CRCLTLTDifference
Sharpe ratioReturn per unit of total volatility

-0.54

Sortino ratioReturn per unit of downside risk

-0.08

Omega ratioGain probability vs. loss probability

1.05

1.06

-0.01

Calmar ratioReturn relative to maximum drawdown

-0.33

0.38

-0.72

Martin ratioReturn relative to average drawdown

-0.47

0.92

-1.39

CRCL vs. TLT - Sharpe Ratio Comparison

The current CRCL Sharpe Ratio is -0.24, which is lower than the TLT Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of CRCL and TLT, 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

CRCL vs. TLT - Drawdown Comparison

The maximum CRCL drawdown since its inception was -80.93%, which is greater than TLT's maximum drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for CRCL and TLT.


Loading charts...

Drawdown Indicators


CRCLTLTDifference

Max Drawdown

Largest peak-to-trough decline

-80.93%

-48.35%

-32.58%

Max Drawdown (1Y)

Largest decline over 1 year

-80.93%

-7.58%

-73.35%

Max Drawdown (3Y)

Largest decline over 3 years

-19.18%

Max Drawdown (5Y)

Largest decline over 5 years

-43.70%

Max Drawdown (10Y)

Largest decline over 10 years

-48.35%

Current Drawdown

Current decline from peak

-70.45%

-40.12%

-30.33%

Average Drawdown

Average peak-to-trough decline

-53.67%

-13.84%

-39.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

57.62%

3.14%

+54.48%

Volatility

CRCL vs. TLT - Volatility Comparison

Circle Internet Group, Inc. (CRCL) has a higher volatility of 23.16% compared to iShares 20+ Year Treasury Bond ETF (TLT) at 2.83%. This indicates that CRCL's price experiences larger fluctuations and is considered to be riskier than TLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


CRCLTLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.16%

2.83%

+20.33%

Volatility (6M)

Calculated over the trailing 6-month period

72.37%

6.64%

+65.73%

Volatility (1Y)

Calculated over the trailing 1-year period

112.20%

9.68%

+102.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

202.51%

15.85%

+186.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

202.51%

14.91%

+187.60%

Dividends

CRCL vs. TLT - Dividend Comparison

CRCL has not paid dividends to shareholders, while TLT's dividend yield for the trailing twelve months is around 4.56%.


PositionTTM20252024202320222021202020192018201720162015
CRCL
Circle Internet Group, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TLT
iShares 20+ Year Treasury Bond ETF
4.56%4.43%4.30%3.38%2.67%1.50%1.50%2.27%2.63%2.43%2.60%2.61%

Frequently Asked Questions


CRCL and TLT 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.

CRCL has higher volatility (23.16%) compared to TLT (2.83%). In terms of maximum drawdown, CRCL dropped -80.93% vs TLT's -48.35%.

TLT currently has the higher Sharpe Ratio (0.30 vs -0.24), 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 CRCL and TLT

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