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 -11.69%/yr vs 5.56%/yr for IBDV. At a 0.09 correlation, their price movements are largely independent.
Performance
DUOL vs. IBDV - Performance Comparison
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Returns By Period
In the year-to-date period, DUOL achieves a -38.80% return, which is significantly lower than IBDV's 0.30% return.
DUOL
- 1D
- -2.32%
- 1M
- -2.57%
- YTD
- -38.80%
- 6M
- -42.05%
- 1Y
- -79.08%
- 3Y*
- -11.69%
- 5Y*
- —
- 10Y*
- —
IBDV
- 1D
- -0.11%
- 1M
- 0.12%
- YTD
- 0.30%
- 6M
- 0.51%
- 1Y
- 4.91%
- 3Y*
- 5.56%
- 5Y*
- 0.95%
- 10Y*
- —
DUOL vs. IBDV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DUOL Duolingo, Inc. | -38.80% | -45.87% | 42.93% | 218.92% | -32.97% | -23.67% |
IBDV iShares iBonds Dec 2030 Term Corporate ETF | 0.30% | 8.19% | 3.42% | 8.51% | -14.67% | -1.82% |
Correlation
The correlation between DUOL and IBDV is -0.08, 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 | -0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Jul 29, 2021 | 0.09 |
The correlation between DUOL and IBDV shifts across timeframes, from -0.08 (1 year) to 0.10 (3 years), reflecting how their relationship changes across market environments.
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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.
| DUOL | IBDV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.96 | ||
| Sortino ratioReturn per unit of downside risk | -5.31 | ||
| Omega ratioGain probability vs. loss probability | 0.68 | 1.31 | -0.63 |
| Calmar ratioReturn relative to maximum drawdown | -0.96 | 2.38 | -3.34 |
| Martin ratioReturn relative to average drawdown | -1.30 | 8.25 | -9.55 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DUOL | IBDV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.27 | 1.69 | -2.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.15 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.08 | 0.17 | -0.25 |
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.
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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 | -82.79% | -2.07% | -80.72% |
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 | -80.14% | -0.93% | -79.21% |
Average DrawdownAverage peak-to-trough decline | -35.54% | -7.22% | -28.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 60.80% | 0.60% | +60.20% |
Volatility
DUOL vs. IBDV - Volatility Comparison
Duolingo, Inc. (DUOL) has a higher volatility of 17.63% 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.
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Volatility by Period
| DUOL | IBDV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.63% | 0.83% | +16.80% |
Volatility (6M)Calculated over the trailing 6-month period | 41.01% | 1.98% | +39.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 62.36% | 2.91% | +59.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 66.29% | 6.44% | +59.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 66.29% | 6.27% | +60.02% |
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 4.60%.
| 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 | 4.60% | 4.57% | 4.69% | 4.09% | 3.02% | 1.99% | 0.90% |
Frequently Asked Questions
DUOL and IBDV have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DUOL has higher volatility (17.63%) 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 (1.69 vs -1.27), 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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