PortfoliosLab logoPortfoliosLab logo
HMC vs. IUSB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HMC vs. IUSB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Honda Motor Co., Ltd. (HMC) and iShares Core Universal USD Bond ETF (IUSB). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, HMC achieves a -10.31% return, which is significantly lower than IUSB's 0.67% return. Over the past 10 years, HMC has outperformed IUSB with an annualized return of 3.39%, while IUSB has yielded a comparatively lower 1.97% annualized return.


HMC

1D
-2.33%
1M
0.99%
YTD
-10.31%
6M
-14.52%
1Y
-7.30%
3Y*
-3.17%
5Y*
-1.36%
10Y*
3.39%

IUSB

1D
-0.07%
1M
1.10%
YTD
0.67%
6M
1.05%
1Y
5.21%
3Y*
4.70%
5Y*
0.39%
10Y*
1.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HMC vs. IUSB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HMC
Honda Motor Co., Ltd.
-10.31%8.04%-5.14%39.86%-16.69%3.61%2.88%10.34%-20.81%20.02%
IUSB
iShares Core Universal USD Bond ETF
0.67%7.38%2.11%6.23%-13.04%-1.33%7.62%9.13%-0.27%3.82%

Correlation

The correlation between HMC and IUSB is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.16

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

0.15

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

0.12

Correlation (10Y)
Calculated over the trailing 10-year period

0.02

Correlation (All Time)
Calculated using the full available price history since Jun 12, 2014

0.00

The correlation between HMC and IUSB shifts across timeframes, from 0.00 (all time) to 0.16 (1 year), 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

HMC vs. IUSB — Risk / Return Rank

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

HMC
HMC Risk / Return Rank: 3232
Overall Rank
HMC Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
HMC Sortino Ratio Rank: 2828
Sortino Ratio Rank
HMC Omega Ratio Rank: 2929
Omega Ratio Rank
HMC Calmar Ratio Rank: 3535
Calmar Ratio Rank
HMC Martin Ratio Rank: 3535
Martin Ratio Rank

IUSB
IUSB Risk / Return Rank: 4343
Overall Rank
IUSB Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
IUSB Sortino Ratio Rank: 4545
Sortino Ratio Rank
IUSB Omega Ratio Rank: 4242
Omega Ratio Rank
IUSB Calmar Ratio Rank: 4444
Calmar Ratio Rank
IUSB Martin Ratio Rank: 4040
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.

HMC vs. IUSB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Honda Motor Co., Ltd. (HMC) and iShares Core Universal USD Bond ETF (IUSB). 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.


HMCIUSBDifference
Sharpe ratioReturn per unit of total volatility

-1.60

Sortino ratioReturn per unit of downside risk

-2.19

Omega ratioGain probability vs. loss probability

0.98

1.24

-0.26

Calmar ratioReturn relative to maximum drawdown

-0.24

1.92

-2.16

Martin ratioReturn relative to average drawdown

-0.48

5.62

-6.10

HMC vs. IUSB - Sharpe Ratio Comparison

The current HMC Sharpe Ratio is -0.25, which is lower than the IUSB Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of HMC and IUSB, 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

HMC vs. IUSB - Drawdown Comparison

The maximum HMC drawdown since its inception was -90.46%, which is greater than IUSB's maximum drawdown of -17.90%. Use the drawdown chart below to compare losses from any high point for HMC and IUSB.


Loading charts...

Drawdown Indicators


HMCIUSBDifference

Max Drawdown

Largest peak-to-trough decline

-90.46%

-17.90%

-72.56%

Max Drawdown (1Y)

Largest decline over 1 year

-31.18%

-2.53%

-28.65%

Max Drawdown (3Y)

Largest decline over 3 years

-35.41%

-5.82%

-29.59%

Max Drawdown (5Y)

Largest decline over 5 years

-35.41%

-17.87%

-17.54%

Max Drawdown (10Y)

Largest decline over 10 years

-43.12%

-17.90%

-25.22%

Current Drawdown

Current decline from peak

-24.60%

-1.09%

-23.51%

Average Drawdown

Average peak-to-trough decline

-36.10%

-3.58%

-32.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.68%

0.86%

+14.82%

Volatility

HMC vs. IUSB - Volatility Comparison

Honda Motor Co., Ltd. (HMC) has a higher volatility of 11.78% compared to iShares Core Universal USD Bond ETF (IUSB) at 1.30%. This indicates that HMC's price experiences larger fluctuations and is considered to be riskier than IUSB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


HMCIUSBDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.78%

1.30%

+10.48%

Volatility (6M)

Calculated over the trailing 6-month period

21.37%

2.69%

+18.68%

Volatility (1Y)

Calculated over the trailing 1-year period

30.52%

3.59%

+26.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.96%

5.80%

+21.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.47%

5.04%

+20.43%

Dividends

HMC vs. IUSB - Dividend Comparison

HMC's dividend yield for the trailing twelve months is around 2.58%, less than IUSB's 4.22% yield.


PositionTTM20252024202320222021202020192018201720162015
HMC
Honda Motor Co., Ltd.
2.58%4.67%3.19%3.29%4.00%3.08%2.72%2.90%2.27%2.45%2.87%2.86%
IUSB
iShares Core Universal USD Bond ETF
4.22%4.17%4.04%3.46%2.53%1.74%2.68%3.04%2.98%2.56%2.60%1.95%

Frequently Asked Questions


HMC and IUSB have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HMC has higher volatility (11.78%) compared to IUSB (1.30%). In terms of maximum drawdown, HMC dropped -90.46% vs IUSB's -17.90%.

IUSB currently has the higher Sharpe Ratio (1.35 vs -0.25), 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 HMC and IUSB

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