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IBTA vs. VGSH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBTA vs. VGSH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ibotta, Inc (IBTA) and Vanguard Short-Term Treasury ETF (VGSH). 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 41.66% return, which is significantly higher than VGSH's 0.83% return.


IBTA

1D
3.67%
1M
0.12%
6M
38.97%
YTD
41.66%
1Y
-12.78%
3Y*
5Y*
10Y*

VGSH

1D
0.02%
1M
0.15%
6M
0.83%
YTD
0.83%
1Y
3.20%
3Y*
4.25%
5Y*
1.90%
10Y*
1.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBTA vs. VGSH - Yearly Performance Comparison


2026 (YTD)20252024
IBTA
Ibotta, Inc
41.66%-65.07%-44.38%
VGSH
Vanguard Short-Term Treasury ETF
0.83%5.07%4.11%

Correlation

The correlation between IBTA and VGSH is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.15

Correlation (All Time)
Calculated using the full available price history since Apr 18, 2024

0.05

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Return for Risk

IBTA vs. VGSH — Risk / Return Rank

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

IBTA
IBTA Risk / Return Rank: 3838
Overall Rank
IBTA Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
IBTA Sortino Ratio Rank: 3838
Sortino Ratio Rank
IBTA Omega Ratio Rank: 4040
Omega Ratio Rank
IBTA Calmar Ratio Rank: 3636
Calmar Ratio Rank
IBTA Martin Ratio Rank: 3737
Martin Ratio Rank

VGSH
VGSH Risk / Return Rank: 8989
Overall Rank
VGSH Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
VGSH Sortino Ratio Rank: 9494
Sortino Ratio Rank
VGSH Omega Ratio Rank: 9393
Omega Ratio Rank
VGSH Calmar Ratio Rank: 8484
Calmar Ratio Rank
VGSH Martin Ratio Rank: 8686
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. VGSH - Risk-Adjusted Trends Comparison

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


IBTAVGSHDifference
Sharpe ratioReturn per unit of total volatility

-2.62

Sortino ratioReturn per unit of downside risk

-3.65

Omega ratioGain probability vs. loss probability

1.03

1.51

-0.47

Calmar ratioReturn relative to maximum drawdown

-0.25

3.63

-3.87

Martin ratioReturn relative to average drawdown

-0.41

14.01

-14.42

IBTA vs. VGSH - Sharpe Ratio Comparison

The current IBTA Sharpe Ratio is -0.19, which is lower than the VGSH Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of IBTA and VGSH, 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. VGSH - Drawdown Comparison

The maximum IBTA drawdown since its inception was -83.55%, which is greater than VGSH's maximum drawdown of -5.70%. Use the drawdown chart below to compare losses from any high point for IBTA and VGSH.


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Drawdown Indicators


IBTAVGSHDifference

Max Drawdown

Largest peak-to-trough decline

-83.55%

-5.70%

-77.85%

Max Drawdown (1Y)

Largest decline over 1 year

-52.01%

-0.88%

-51.13%

Max Drawdown (3Y)

Largest decline over 3 years

-0.97%

Max Drawdown (5Y)

Largest decline over 5 years

-5.66%

Max Drawdown (10Y)

Largest decline over 10 years

-5.70%

Current Drawdown

Current decline from peak

-72.48%

0.00%

-72.48%

Average Drawdown

Average peak-to-trough decline

-58.98%

-0.59%

-58.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

31.42%

0.23%

+31.19%

Volatility

IBTA vs. VGSH - Volatility Comparison

Ibotta, Inc (IBTA) has a higher volatility of 18.72% compared to Vanguard Short-Term Treasury ETF (VGSH) at 0.49%. This indicates that IBTA's price experiences larger fluctuations and is considered to be riskier than VGSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBTAVGSHDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.72%

0.49%

+18.23%

Volatility (6M)

Calculated over the trailing 6-month period

45.24%

1.00%

+44.24%

Volatility (1Y)

Calculated over the trailing 1-year period

69.25%

1.33%

+67.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

72.79%

1.98%

+70.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

72.79%

1.58%

+71.21%

Dividends

IBTA vs. VGSH - Dividend Comparison

IBTA has not paid dividends to shareholders, while VGSH's dividend yield for the trailing twelve months is around 3.84%.


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%
VGSH
Vanguard Short-Term Treasury ETF
3.84%4.00%4.18%3.31%1.15%0.66%1.74%2.28%1.79%1.10%0.84%0.69%

Frequently Asked Questions


IBTA and VGSH have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBTA has higher volatility (18.72%) compared to VGSH (0.49%). In terms of maximum drawdown, IBTA dropped -83.55% vs VGSH's -5.70%.

VGSH currently has the higher Sharpe Ratio (2.43 vs -0.19), 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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