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IBTH vs. DOCS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBTH vs. DOCS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2027 Term Treasury ETF (IBTH) and Doximity, Inc. (DOCS). 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 1.39% return, which is significantly higher than DOCS's -52.78% return.


IBTH

1D
0.00%
1M
0.20%
6M
1.14%
YTD
1.39%
1Y
3.20%
3Y*
4.41%
5Y*
0.30%
10Y*
ALL TIME*
0.68%

DOCS

1D
-1.55%
1M
-4.35%
6M
-44.20%
YTD
-52.78%
1Y
-63.53%
3Y*
-15.61%
5Y*
-19.51%
10Y*
ALL TIME*
-12.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$69.10M$63.08M$85.82M
$7.80M$10.08M$10.08M

IBTH vs. DOCS - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IBTH
iShares iBonds Dec 2027 Term Treasury ETF
1.39%5.29%3.22%4.38%-9.75%-0.69%
DOCS
Doximity, Inc.
-52.78%-17.06%90.41%-16.45%-33.05%21.76%

Correlation

The correlation between IBTH and DOCS is 0.06, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.06

Correlation (3Y)
Balances recent behavior with more history.

0.03

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.07

Correlation (All Time)
Calculated using the full available price history since Jun 24, 2021

0.06

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Return for Risk

IBTH vs. DOCS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

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

DOCS
DOCS Risk / Return Rank: 77
Overall Rank
DOCS Sharpe Ratio Rank: 22
Sharpe Ratio Rank
DOCS Sortino Ratio Rank: 33
Sortino Ratio Rank
DOCS Omega Ratio Rank: 22
Omega Ratio Rank
DOCS Calmar Ratio Rank: 1010
Calmar Ratio Rank
DOCS Martin Ratio Rank: 1515
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IBTH vs. DOCS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2027 Term Treasury ETF (IBTH) and Doximity, Inc. (DOCS). 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.


IBTHDOCSDifference
Sharpe ratioReturn per unit of total volatility

+4.97

Sortino ratioReturn per unit of downside risk

+9.22

Omega ratioGain probability vs. loss probability

1.99

0.73

+1.26

Calmar ratioReturn relative to maximum drawdown

9.81

-0.85

+10.66

Martin ratioReturn relative to average drawdown

43.35

-1.23

+44.58

IBTH vs. DOCS - Sharpe Ratio Comparison

The current IBTH Sharpe Ratio is 3.79, which is higher than the DOCS Sharpe Ratio of -1.18. The chart below compares the historical Sharpe Ratios of IBTH and DOCS, 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. DOCS - Drawdown Comparison

The maximum IBTH drawdown since its inception was -16.16%, smaller than the maximum DOCS drawdown of -82.35%. Use the drawdown chart below to compare losses from any high point for IBTH and DOCS.


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Drawdown Indicators


IBTHDOCSDifference

Max Drawdown

Largest peak-to-trough decline

-16.16%

-82.35%

+66.19%

Max Drawdown (1Y)

Largest decline over 1 year

-0.38%

-76.03%

+75.65%

Max Drawdown (3Y)

Largest decline over 3 years

-1.92%

-78.34%

+76.42%

Max Drawdown (5Y)

Largest decline over 5 years

-14.32%

-82.35%

+68.03%

Current Drawdown

Current decline from peak

-0.90%

-79.50%

+78.60%

Average Drawdown

Average peak-to-trough decline

-6.57%

-57.75%

+51.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.09%

52.35%

-52.26%

Volatility

IBTH vs. DOCS - Volatility Comparison

The current volatility for iShares iBonds Dec 2027 Term Treasury ETF (IBTH) is 0.21%, while Doximity, Inc. (DOCS) has a volatility of 10.69%. This indicates that IBTH experiences smaller price fluctuations and is considered to be less risky than DOCS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBTHDOCSDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.21%

10.69%

-10.48%

Volatility (6M)

Calculated over the trailing 6-month period

0.59%

45.39%

-44.80%

Volatility (1Y)

Calculated over the trailing 1-year period

0.99%

54.64%

-53.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.15%

67.87%

-63.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.15%

69.45%

-65.30%

Dividends

IBTH vs. DOCS - Dividend Comparison

IBTH's dividend yield for the trailing twelve months is around 3.81%, while DOCS has not paid dividends to shareholders.


PositionTTM202520242023202220212020
DOCS
Doximity, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IBTH
iShares iBonds Dec 2027 Term Treasury ETF
3.47%3.92%4.04%3.61%2.00%0.77%0.50%

Frequently Asked Questions


IBTH and DOCS have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DOCS has higher volatility (10.69%) compared to IBTH (0.21%). In terms of maximum drawdown, IBTH dropped -16.16% vs DOCS's -82.35%.

IBTH currently has the higher Sharpe Ratio (3.79 vs -1.18), 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

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