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IBTH vs. AJG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBTH vs. AJG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2027 Term Treasury ETF (IBTH) and Arthur J. Gallagher & Co. (AJG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IBTH achieves a 1.03% return, which is significantly higher than AJG's -14.95% return.


IBTH

1D
-0.02%
1M
0.23%
YTD
1.03%
6M
1.29%
1Y
3.81%
3Y*
4.16%
5Y*
0.42%
10Y*

AJG

1D
-1.00%
1M
9.74%
YTD
-14.95%
6M
-13.82%
1Y
-30.16%
3Y*
2.53%
5Y*
9.77%
10Y*
18.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBTH vs. AJG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
IBTH
iShares iBonds Dec 2027 Term Treasury ETF
1.03%5.29%3.22%4.38%-9.75%-3.43%4.20%
AJG
Arthur J. Gallagher & Co.
-14.95%-8.03%27.34%20.51%12.44%39.02%26.99%

Correlation

The correlation between IBTH and AJG is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

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

0.00

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

-0.01

Correlation (All Time)
Calculated using the full available price history since Feb 28, 2020

-0.03

The correlation between IBTH and AJG shifts across timeframes, from -0.03 (all time) to 0.12 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IBTH vs. AJG — Risk / Return Rank

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

IBTH
IBTH Risk / Return Rank: 9797
Overall Rank
IBTH Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
IBTH Sortino Ratio Rank: 9898
Sortino Ratio Rank
IBTH Omega Ratio Rank: 9797
Omega Ratio Rank
IBTH Calmar Ratio Rank: 9797
Calmar Ratio Rank
IBTH Martin Ratio Rank: 9797
Martin Ratio Rank

AJG
AJG Risk / Return Rank: 88
Overall Rank
AJG Sharpe Ratio Rank: 33
Sharpe Ratio Rank
AJG Sortino Ratio Rank: 66
Sortino Ratio Rank
AJG Omega Ratio Rank: 66
Omega Ratio Rank
AJG Calmar Ratio Rank: 1414
Calmar Ratio Rank
AJG Martin Ratio Rank: 1212
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.

IBTH vs. AJG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2027 Term Treasury ETF (IBTH) and Arthur J. Gallagher & Co. (AJG). 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.


IBTHAJGDifference
Sharpe ratioReturn per unit of total volatility

+4.86

Sortino ratioReturn per unit of downside risk

+8.74

Omega ratioGain probability vs. loss probability

1.96

0.81

+1.16

Calmar ratioReturn relative to maximum drawdown

10.03

-0.76

+10.80

Martin ratioReturn relative to average drawdown

41.28

-1.30

+42.58

IBTH vs. AJG - Sharpe Ratio Comparison

The current IBTH Sharpe Ratio is 3.74, which is higher than the AJG Sharpe Ratio of -1.12. The chart below compares the historical Sharpe Ratios of IBTH and AJG, 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

IBTH vs. AJG - Drawdown Comparison

The maximum IBTH drawdown since its inception was -16.16%, smaller than the maximum AJG drawdown of -57.49%. Use the drawdown chart below to compare losses from any high point for IBTH and AJG.


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Drawdown Indicators


IBTHAJGDifference

Max Drawdown

Largest peak-to-trough decline

-16.16%

-57.49%

+41.33%

Max Drawdown (1Y)

Largest decline over 1 year

-0.38%

-40.64%

+40.26%

Max Drawdown (3Y)

Largest decline over 3 years

-2.09%

-44.40%

+42.31%

Max Drawdown (5Y)

Largest decline over 5 years

-14.41%

-44.40%

+29.99%

Max Drawdown (10Y)

Largest decline over 10 years

-44.40%

Current Drawdown

Current decline from peak

-1.25%

-36.46%

+35.21%

Average Drawdown

Average peak-to-trough decline

-6.69%

-12.83%

+6.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.09%

23.87%

-23.78%

Volatility

IBTH vs. AJG - Volatility Comparison

The current volatility for iShares iBonds Dec 2027 Term Treasury ETF (IBTH) is 0.20%, while Arthur J. Gallagher & Co. (AJG) has a volatility of 8.37%. This indicates that IBTH experiences smaller price fluctuations and is considered to be less risky than AJG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBTHAJGDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.20%

8.37%

-8.17%

Volatility (6M)

Calculated over the trailing 6-month period

0.54%

22.48%

-21.94%

Volatility (1Y)

Calculated over the trailing 1-year period

1.03%

27.85%

-26.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.19%

22.98%

-18.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.20%

23.08%

-18.88%

Dividends

IBTH vs. AJG - Dividend Comparison

IBTH's dividend yield for the trailing twelve months is around 3.82%, more than AJG's 1.23% yield.


PositionTTM20252024202320222021202020192018201720162015
AJG
Arthur J. Gallagher & Co.
1.23%1.00%0.85%0.98%1.08%1.13%1.46%1.81%2.23%2.47%2.93%3.62%
IBTH
iShares iBonds Dec 2027 Term Treasury ETF
3.82%3.92%4.04%3.61%2.00%0.77%0.50%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IBTH and AJG have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AJG has higher volatility (8.37%) compared to IBTH (0.20%). In terms of maximum drawdown, IBTH dropped -16.16% vs AJG's -57.49%.

IBTH currently has the higher Sharpe Ratio (3.74 vs -1.12), 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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