DUOL vs. IBDV
DUOL (Duolingo, Inc.) is a stock, while IBDV (iShares iBonds Dec 2030 Term Corporate ETF) is Corporate Bonds fund tracking the Bloomberg December 2030 Maturity Corporate Index. Over the past 3 years, DUOL returned -6.64%/yr vs 5.62%/yr for IBDV. At a 0.09 correlation, their price movements are largely independent.
Performance
DUOL vs. IBDV - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DUOL achieves a -26.53% return, which is significantly lower than IBDV's 0.51% return.
DUOL
- 1D
- -1.74%
- 1M
- 0.68%
- 6M
- -16.50%
- YTD
- -26.53%
- 1Y
- -64.32%
- 3Y*
- -6.64%
- 5Y*
- —
- 10Y*
- —
IBDV
- 1D
- 0.00%
- 1M
- -0.04%
- 6M
- 0.42%
- YTD
- 0.51%
- 1Y
- 4.15%
- 3Y*
- 5.62%
- 5Y*
- 0.54%
- 10Y*
- —
DUOL vs. IBDV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DUOL Duolingo, Inc. | -26.53% | -45.87% | 42.93% | 218.92% | -32.97% | -24.96% |
IBDV iShares iBonds Dec 2030 Term Corporate ETF | 0.51% | 8.19% | 3.42% | 8.51% | -14.67% | -1.69% |
Correlation
The correlation between DUOL and IBDV is -0.04, 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 | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Jul 28, 2021 | 0.09 |
The correlation between DUOL and IBDV shifts across timeframes, from -0.04 (1 year) to 0.09 (all time), 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.
Return for Risk
DUOL vs. IBDV — Risk / Return Rank
DUOL
IBDV
DUOL vs. IBDV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Duolingo, Inc. (DUOL) and iShares iBonds Dec 2030 Term Corporate ETF (IBDV). 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.
| DUOL | IBDV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.45 | ||
| Sortino ratioReturn per unit of downside risk | -3.82 | ||
| Omega ratioGain probability vs. loss probability | 0.80 | 1.26 | -0.46 |
| Calmar ratioReturn relative to maximum drawdown | -0.84 | 2.01 | -2.85 |
| Martin ratioReturn relative to average drawdown | -1.15 | 6.40 | -7.55 |
Loading charts...
Drawdowns
DUOL vs. IBDV - Drawdown Comparison
The maximum DUOL drawdown since its inception was -83.35%, which is greater than IBDV's maximum drawdown of -21.85%. Use the drawdown chart below to compare losses from any high point for DUOL and IBDV.
Loading charts...
Drawdown Indicators
| DUOL | IBDV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.35% | -21.85% | -61.50% |
Max Drawdown (1Y)Largest decline over 1 year | -76.96% | -2.07% | -74.89% |
Max Drawdown (3Y)Largest decline over 3 years | -83.35% | -5.64% | -77.71% |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.54% | — |
Current DrawdownCurrent decline from peak | -76.15% | -0.72% | -75.43% |
Average DrawdownAverage peak-to-trough decline | -36.48% | -7.09% | -29.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 56.16% | 0.65% | +55.51% |
Volatility
DUOL vs. IBDV - Volatility Comparison
Duolingo, Inc. (DUOL) has a higher volatility of 17.40% compared to iShares iBonds Dec 2030 Term Corporate ETF (IBDV) at 0.83%. This indicates that DUOL's price experiences larger fluctuations and is considered to be riskier than IBDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DUOL | IBDV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.40% | 0.83% | +16.57% |
Volatility (6M)Calculated over the trailing 6-month period | 42.49% | 2.13% | +40.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 64.41% | 2.88% | +61.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 66.07% | 6.42% | +59.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 66.07% | 6.22% | +59.85% |
Dividends
DUOL vs. IBDV - Dividend Comparison
DUOL has not paid dividends to shareholders, while IBDV's dividend yield for the trailing twelve months is around 4.59%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
DUOL Duolingo, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IBDV iShares iBonds Dec 2030 Term Corporate ETF | 4.59% | 4.57% | 4.69% | 4.09% | 3.02% | 1.99% | 0.90% |
Frequently Asked Questions
DUOL and IBDV have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DUOL has higher volatility (17.40%) compared to IBDV (0.83%). In terms of maximum drawdown, DUOL dropped -83.35% vs IBDV's -21.85%.
IBDV currently has the higher Sharpe Ratio (1.45 vs -1.00), 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.
Find the right allocation for DUOL and IBDV
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