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IBTA vs. SCHO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBTA vs. SCHO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ibotta, Inc (IBTA) and Schwab Short-Term U.S. Treasury ETF (SCHO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IBTA achieves a 35.59% return, which is significantly higher than SCHO's 0.42% return.


IBTA

1D
0.46%
1M
-4.35%
YTD
35.59%
6M
43.22%
1Y
-18.53%
3Y*
5Y*
10Y*

SCHO

1D
0.00%
1M
0.14%
YTD
0.42%
6M
0.62%
1Y
3.01%
3Y*
4.20%
5Y*
1.84%
10Y*
1.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBTA vs. SCHO - Yearly Performance Comparison


2026 (YTD)20252024
IBTA
Ibotta, Inc
35.59%-65.07%-44.38%
SCHO
Schwab Short-Term U.S. Treasury ETF
0.42%5.49%3.77%

Correlation

The correlation between IBTA and SCHO 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 (All Time)
Calculated using the full available price history since Apr 18, 2024

0.04

The correlation between IBTA and SCHO shifts across timeframes, from 0.04 (all time) to 0.16 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IBTA vs. SCHO — Risk / Return Rank

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

IBTA
IBTA Risk / Return Rank: 3232
Overall Rank
IBTA Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
IBTA Sortino Ratio Rank: 3333
Sortino Ratio Rank
IBTA Omega Ratio Rank: 3434
Omega Ratio Rank
IBTA Calmar Ratio Rank: 3131
Calmar Ratio Rank
IBTA Martin Ratio Rank: 3232
Martin Ratio Rank

SCHO
SCHO Risk / Return Rank: 7676
Overall Rank
SCHO Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
SCHO Sortino Ratio Rank: 8181
Sortino Ratio Rank
SCHO Omega Ratio Rank: 7777
Omega Ratio Rank
SCHO Calmar Ratio Rank: 7272
Calmar Ratio Rank
SCHO Martin Ratio Rank: 7878
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.

IBTA vs. SCHO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ibotta, Inc (IBTA) and Schwab Short-Term U.S. Treasury ETF (SCHO). 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.


IBTASCHODifference
Sharpe ratioReturn per unit of total volatility

-2.43

Sortino ratioReturn per unit of downside risk

-3.35

Omega ratioGain probability vs. loss probability

1.01

1.43

-0.42

Calmar ratioReturn relative to maximum drawdown

-0.36

3.51

-3.87

Martin ratioReturn relative to average drawdown

-0.60

14.59

-15.19

IBTA vs. SCHO - Sharpe Ratio Comparison

The current IBTA Sharpe Ratio is -0.27, which is lower than the SCHO Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of IBTA and SCHO, 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

IBTA vs. SCHO - Drawdown Comparison

The maximum IBTA drawdown since its inception was -83.55%, which is greater than SCHO's maximum drawdown of -5.69%. Use the drawdown chart below to compare losses from any high point for IBTA and SCHO.


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Drawdown Indicators


IBTASCHODifference

Max Drawdown

Largest peak-to-trough decline

-83.55%

-5.69%

-77.86%

Max Drawdown (1Y)

Largest decline over 1 year

-52.01%

-0.86%

-51.15%

Max Drawdown (3Y)

Largest decline over 3 years

-0.98%

Max Drawdown (5Y)

Largest decline over 5 years

-5.69%

Max Drawdown (10Y)

Largest decline over 10 years

-5.69%

Current Drawdown

Current decline from peak

-73.66%

-0.27%

-73.39%

Average Drawdown

Average peak-to-trough decline

-58.60%

-0.61%

-57.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

31.07%

0.21%

+30.86%

Volatility

IBTA vs. SCHO - Volatility Comparison

Ibotta, Inc (IBTA) has a higher volatility of 16.91% compared to Schwab Short-Term U.S. Treasury ETF (SCHO) at 0.49%. This indicates that IBTA's price experiences larger fluctuations and is considered to be riskier than SCHO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBTASCHODifference

Volatility (1M)

Calculated over the trailing 1-month period

16.91%

0.49%

+16.42%

Volatility (6M)

Calculated over the trailing 6-month period

43.42%

0.98%

+42.44%

Volatility (1Y)

Calculated over the trailing 1-year period

68.12%

1.40%

+66.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

73.17%

1.99%

+71.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

73.17%

1.56%

+71.61%

Dividends

IBTA vs. SCHO - Dividend Comparison

IBTA has not paid dividends to shareholders, while SCHO's dividend yield for the trailing twelve months is around 3.91%.


PositionTTM20252024202320222021202020192018201720162015
IBTA
Ibotta, Inc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHO
Schwab Short-Term U.S. Treasury ETF
3.91%4.06%4.29%3.76%1.34%0.41%1.27%2.27%1.60%1.12%0.82%0.68%

Frequently Asked Questions


IBTA and SCHO 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.

IBTA has higher volatility (16.91%) compared to SCHO (0.49%). In terms of maximum drawdown, IBTA dropped -83.55% vs SCHO's -5.69%.

SCHO currently has the higher Sharpe Ratio (2.16 vs -0.27), 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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