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GRAB vs. IBTI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GRAB vs. IBTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Grab Holdings Limited (GRAB) and iShares iBonds Dec 2028 Term Treasury ETF (IBTI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GRAB achieves a -30.06% return, which is significantly lower than IBTI's 0.45% return.


GRAB

1D
0.87%
1M
-0.57%
YTD
-30.06%
6M
-31.97%
1Y
-26.37%
3Y*
2.93%
5Y*
-21.56%
10Y*

IBTI

1D
0.14%
1M
0.32%
YTD
0.45%
6M
0.58%
1Y
3.03%
3Y*
3.91%
5Y*
0.25%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GRAB vs. IBTI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
GRAB
Grab Holdings Limited
-30.06%5.72%40.06%4.66%-54.84%-44.56%8.16%
IBTI
iShares iBonds Dec 2028 Term Treasury ETF
0.45%6.15%2.52%4.65%-11.32%-3.50%-0.10%

Correlation

The correlation between GRAB and IBTI is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.11

Correlation (3Y)
Calculated over the trailing 3-year period

0.02

Correlation (5Y)
Calculated over the trailing 5-year period

0.01

Correlation (All Time)
Calculated using the full available price history since Dec 1, 2020

0.01

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Return for Risk

GRAB vs. IBTI — Risk / Return Rank

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

GRAB
GRAB Risk / Return Rank: 1818
Overall Rank
GRAB Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
GRAB Sortino Ratio Rank: 1414
Sortino Ratio Rank
GRAB Omega Ratio Rank: 1616
Omega Ratio Rank
GRAB Calmar Ratio Rank: 2424
Calmar Ratio Rank
GRAB Martin Ratio Rank: 2424
Martin Ratio Rank

IBTI
IBTI Risk / Return Rank: 6565
Overall Rank
IBTI Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
IBTI Sortino Ratio Rank: 7474
Sortino Ratio Rank
IBTI Omega Ratio Rank: 6868
Omega Ratio Rank
IBTI Calmar Ratio Rank: 6464
Calmar Ratio Rank
IBTI Martin Ratio Rank: 5757
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.

GRAB vs. IBTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Grab Holdings Limited (GRAB) and iShares iBonds Dec 2028 Term Treasury ETF (IBTI). 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.


GRABIBTIDifference
Sharpe ratioReturn per unit of total volatility

-2.50

Sortino ratioReturn per unit of downside risk

-3.81

Omega ratioGain probability vs. loss probability

0.90

1.36

-0.45

Calmar ratioReturn relative to maximum drawdown

-0.54

2.77

-3.31

Martin ratioReturn relative to average drawdown

-0.93

8.88

-9.81

GRAB vs. IBTI - Sharpe Ratio Comparison

The current GRAB Sharpe Ratio is -0.70, which is lower than the IBTI Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of GRAB and IBTI, 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

GRAB vs. IBTI - Drawdown Comparison

The maximum GRAB drawdown since its inception was -86.46%, which is greater than IBTI's maximum drawdown of -18.45%. Use the drawdown chart below to compare losses from any high point for GRAB and IBTI.


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Drawdown Indicators


GRABIBTIDifference

Max Drawdown

Largest peak-to-trough decline

-86.46%

-18.45%

-68.01%

Max Drawdown (1Y)

Largest decline over 1 year

-49.30%

-1.10%

-48.20%

Max Drawdown (3Y)

Largest decline over 3 years

-49.30%

-3.24%

-46.06%

Max Drawdown (5Y)

Largest decline over 5 years

-86.46%

-16.18%

-70.28%

Current Drawdown

Current decline from peak

-79.54%

-3.78%

-75.76%

Average Drawdown

Average peak-to-trough decline

-67.40%

-8.21%

-59.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.37%

0.34%

+28.03%

Volatility

GRAB vs. IBTI - Volatility Comparison

Grab Holdings Limited (GRAB) has a higher volatility of 11.00% compared to iShares iBonds Dec 2028 Term Treasury ETF (IBTI) at 0.49%. This indicates that GRAB's price experiences larger fluctuations and is considered to be riskier than IBTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GRABIBTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.00%

0.49%

+10.51%

Volatility (6M)

Calculated over the trailing 6-month period

25.26%

1.11%

+24.15%

Volatility (1Y)

Calculated over the trailing 1-year period

37.83%

1.69%

+36.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

59.94%

5.00%

+54.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

60.35%

5.15%

+55.20%

Dividends

GRAB vs. IBTI - Dividend Comparison

GRAB has not paid dividends to shareholders, while IBTI's dividend yield for the trailing twelve months is around 3.80%.


PositionTTM202520242023202220212020
GRAB
Grab Holdings Limited
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IBTI
iShares iBonds Dec 2028 Term Treasury ETF
3.80%3.87%3.92%3.27%1.70%0.90%0.56%

Frequently Asked Questions


GRAB and IBTI have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GRAB has higher volatility (11.00%) compared to IBTI (0.49%). In terms of maximum drawdown, GRAB dropped -86.46% vs IBTI's -18.45%.

IBTI currently has the higher Sharpe Ratio (1.80 vs -0.70), 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 GRAB and IBTI

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