IEF vs. TMRAF
IEF (iShares 7-10 Year Treasury Bond ETF) is Government Bonds fund tracking the ICE U.S. Treasury 7-10 Year Bond Index, while TMRAF (Tomra Systems ASA) is a stock. Over the past 10 years, IEF returned 0.53%/yr vs 13.79%/yr for TMRAF. At a correlation of -0.02, they often move in opposite directions.
Performance
IEF vs. TMRAF - Performance Comparison
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Returns By Period
In the year-to-date period, IEF achieves a -1.16% return, which is significantly higher than TMRAF's -25.51% return. Over the past 10 years, IEF has underperformed TMRAF with an annualized return of 0.53%, while TMRAF has yielded a comparatively higher 13.79% annualized return.
IEF
- 1D
- -0.11%
- 1M
- -1.19%
- YTD
- -1.16%
- 6M
- -0.96%
- 1Y
- 3.91%
- 3Y*
- 2.43%
- 5Y*
- -1.34%
- 10Y*
- 0.53%
TMRAF
- 1D
- 0.00%
- 1M
- -1.66%
- YTD
- -25.51%
- 6M
- -19.86%
- 1Y
- -34.94%
- 3Y*
- -12.47%
- 5Y*
- -9.57%
- 10Y*
- 13.79%
IEF vs. TMRAF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IEF iShares 7-10 Year Treasury Bond ETF | -1.16% | 8.03% | -0.63% | 3.64% | -15.15% | -3.33% | 10.01% | 8.03% | 0.99% | 2.55% |
TMRAF Tomra Systems ASA | -25.51% | 7.13% | 13.87% | -32.05% | -27.02% | 50.97% | 51.54% | 46.27% | 48.12% | 82.30% |
Correlation
The correlation between IEF and TMRAF is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.02 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.02 |
Correlation (All Time) Calculated using the full available price history since Aug 13, 2007 | -0.02 |
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Return for Risk
IEF vs. TMRAF — Risk / Return Rank
IEF
TMRAF
IEF vs. TMRAF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares 7-10 Year Treasury Bond ETF (IEF) and Tomra Systems ASA (TMRAF). 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.
| IEF | TMRAF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.50 | ||
| Sortino ratioReturn per unit of downside risk | +1.98 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 0.86 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 0.96 | -0.74 | +1.70 |
| Martin ratioReturn relative to average drawdown | 2.79 | -1.38 | +4.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IEF | TMRAF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | -0.66 | +1.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.17 | -0.16 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.08 | 0.28 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.21 | +0.28 |
Drawdowns
IEF vs. TMRAF - Drawdown Comparison
The maximum IEF drawdown since its inception was -23.93%, smaller than the maximum TMRAF drawdown of -71.64%. Use the drawdown chart below to compare losses from any high point for IEF and TMRAF.
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Drawdown Indicators
| IEF | TMRAF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.93% | -71.64% | +47.71% |
Max Drawdown (1Y)Largest decline over 1 year | -4.07% | -47.39% | +43.32% |
Max Drawdown (3Y)Largest decline over 3 years | -7.74% | -56.94% | +49.20% |
Max Drawdown (5Y)Largest decline over 5 years | -21.40% | -71.64% | +50.24% |
Max Drawdown (10Y)Largest decline over 10 years | -23.93% | -71.64% | +47.71% |
Current DrawdownCurrent decline from peak | -11.80% | -59.61% | +47.81% |
Average DrawdownAverage peak-to-trough decline | -5.35% | -20.64% | +15.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.40% | 25.28% | -23.88% |
Volatility
IEF vs. TMRAF - Volatility Comparison
The current volatility for iShares 7-10 Year Treasury Bond ETF (IEF) is 1.51%, while Tomra Systems ASA (TMRAF) has a volatility of 19.65%. This indicates that IEF experiences smaller price fluctuations and is considered to be less risky than TMRAF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IEF | TMRAF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.51% | 19.65% | -18.14% |
Volatility (6M)Calculated over the trailing 6-month period | 3.36% | 40.54% | -37.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.69% | 53.41% | -48.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.71% | 58.64% | -50.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.63% | 49.89% | -43.26% |
Dividends
IEF vs. TMRAF - Dividend Comparison
IEF's dividend yield for the trailing twelve months is around 3.92%, more than TMRAF's 0.23% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IEF iShares 7-10 Year Treasury Bond ETF | 3.92% | 3.77% | 3.62% | 2.91% | 1.96% | 0.83% | 1.08% | 2.08% | 2.24% | 1.82% | 1.81% | 1.90% |
TMRAF Tomra Systems ASA | 0.23% | 1.55% | 1.39% | 1.49% | 1.94% | 1.01% | 0.62% | 1.62% | 4.28% | 13.33% | 0.00% | 0.00% |
Frequently Asked Questions
IEF and TMRAF have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TMRAF has higher volatility (19.65%) compared to IEF (1.51%). In terms of maximum drawdown, IEF dropped -23.93% vs TMRAF's -71.64%.
IEF currently has the higher Sharpe Ratio (0.84 vs -0.66), 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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