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EBAY vs. MUB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EBAY vs. MUB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in eBay Inc. (EBAY) and iShares National AMT-Free Muni Bond ETF (MUB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EBAY achieves a 23.75% return, which is significantly higher than MUB's 0.30% return. Over the past 10 years, EBAY has outperformed MUB with an annualized return of 14.46%, while MUB has yielded a comparatively lower 1.80% annualized return.


EBAY

1D
-6.03%
1M
-6.71%
6M
14.94%
YTD
23.75%
1Y
18.27%
3Y*
37.89%
5Y*
11.44%
10Y*
14.46%
ALL TIME*
19.06%

MUB

1D
0.09%
1M
-1.64%
6M
-0.47%
YTD
0.30%
1Y
4.58%
3Y*
3.03%
5Y*
0.52%
10Y*
1.80%
ALL TIME*
3.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$447.43M$399.47M$470.92M
$539.02M$439.84M$388.54M

EBAY vs. MUB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EBAY
eBay Inc.
23.75%42.75%44.78%7.65%-36.46%33.81%41.16%30.59%-25.62%27.11%
MUB
iShares National AMT-Free Muni Bond ETF
0.30%3.78%1.26%5.56%-7.34%1.02%5.12%7.06%0.93%4.72%

Correlation

The correlation between EBAY and MUB is 0.14, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.14

Correlation (3Y)
Balances recent behavior with more history.

0.13

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.14

Correlation (10Y)
Provides a long-term view across more market conditions.

0.07

Correlation (All Time)
Calculated using the full available price history since Sep 10, 2007

-0.01

The correlation between EBAY and MUB shifts across timeframes, from -0.01 (all time) to 0.14 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

EBAY vs. MUB — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

EBAY
EBAY Risk / Return Rank: 6060
Overall Rank
EBAY Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
EBAY Sortino Ratio Rank: 5555
Sortino Ratio Rank
EBAY Omega Ratio Rank: 5757
Omega Ratio Rank
EBAY Calmar Ratio Rank: 6464
Calmar Ratio Rank
EBAY Martin Ratio Rank: 6363
Martin Ratio Rank

MUB
MUB Risk / Return Rank: 5959
Overall Rank
MUB Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
MUB Sortino Ratio Rank: 6565
Sortino Ratio Rank
MUB Omega Ratio Rank: 7373
Omega Ratio Rank
MUB Calmar Ratio Rank: 4646
Calmar Ratio Rank
MUB Martin Ratio Rank: 4646
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

EBAY vs. MUB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for eBay Inc. (EBAY) and iShares National AMT-Free Muni Bond ETF (MUB). 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.


EBAYMUBDifference
Sharpe ratioReturn per unit of total volatility

-1.05

Sortino ratioReturn per unit of downside risk

-1.34

Omega ratioGain probability vs. loss probability

1.12

1.31

-0.19

Calmar ratioReturn relative to maximum drawdown

0.89

1.65

-0.76

Martin ratioReturn relative to average drawdown

1.82

5.32

-3.50

EBAY vs. MUB - Sharpe Ratio Comparison

The current EBAY Sharpe Ratio is 0.52, which is lower than the MUB Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of EBAY and MUB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

EBAY vs. MUB - Drawdown Comparison

The maximum EBAY drawdown since its inception was -82.56%, which is greater than MUB's maximum drawdown of -13.68%. Use the drawdown chart below to compare losses from any high point for EBAY and MUB.


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Drawdown Indicators


EBAYMUBDifference

Max Drawdown

Largest peak-to-trough decline

-82.56%

-13.68%

-68.88%

Max Drawdown (1Y)

Largest decline over 1 year

-20.67%

-2.79%

-17.88%

Max Drawdown (3Y)

Largest decline over 3 years

-20.67%

-4.78%

-15.89%

Max Drawdown (5Y)

Largest decline over 5 years

-53.58%

-11.77%

-41.81%

Max Drawdown (10Y)

Largest decline over 10 years

-53.58%

-13.68%

-39.90%

Current Drawdown

Current decline from peak

-9.69%

-1.70%

-7.99%

Average Drawdown

Average peak-to-trough decline

-29.02%

-2.22%

-26.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.07%

0.86%

+9.21%

Volatility

EBAY vs. MUB - Volatility Comparison

eBay Inc. (EBAY) has a higher volatility of 10.01% compared to iShares National AMT-Free Muni Bond ETF (MUB) at 0.95%. This indicates that EBAY's price experiences larger fluctuations and is considered to be riskier than MUB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EBAYMUBDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.01%

0.95%

+9.06%

Volatility (6M)

Calculated over the trailing 6-month period

25.53%

2.41%

+23.12%

Volatility (1Y)

Calculated over the trailing 1-year period

35.40%

2.94%

+32.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.79%

4.09%

+28.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.03%

4.91%

+26.12%

Dividends

EBAY vs. MUB - Dividend Comparison

EBAY's dividend yield for the trailing twelve months is around 1.12%, less than MUB's 3.24% yield.


PositionTTM20252024202320222021202020192018201720162015
EBAY
eBay Inc.
1.12%1.33%1.74%2.29%2.12%1.08%1.27%1.55%0.00%0.00%0.00%139.70%
MUB
iShares National AMT-Free Muni Bond ETF
3.24%3.14%3.01%2.65%2.11%1.81%2.11%2.42%2.46%2.26%2.21%2.51%

Frequently Asked Questions


EBAY and MUB have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EBAY has higher volatility (10.01%) compared to MUB (0.95%). In terms of maximum drawdown, EBAY dropped -82.56% vs MUB's -13.68%.

MUB currently has the higher Sharpe Ratio (1.57 vs 0.52), 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

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