IHE vs. TEVA

In the year-to-date period, IHE achieves a -0.50% return, which is significantly higher than TEVA's -23.87% return. Over the past 10 years, IHE has outperformed TEVA with an annualized return of 2.65%, while TEVA has yielded a comparatively lower -11.48% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Pharmaceuticals ETF (IHE) and Teva Pharmaceutical Industries Limited (TEVA). 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.

The current IHE Sharpe Ratio is 0.00, which is higher than the TEVA Sharpe Ratio of -0.00. The chart below compares the historical Sharpe Ratios of IHE and TEVA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

IHE's dividend yield for the trailing twelve months is around 1.77%, while TEVA has not paid dividends to shareholders.

The maximum IHE drawdown since its inception was -38.20%, smaller than the maximum TEVA drawdown of -90.80%. Use the drawdown chart below to compare losses from any high point for IHE and TEVA. For additional features, visit the drawdowns tool.

The current volatility for iShares U.S. Pharmaceuticals ETF (IHE) is 8.67%, while Teva Pharmaceutical Industries Limited (TEVA) has a volatility of 15.51%. This indicates that IHE experiences smaller price fluctuations and is considered to be less risky than TEVA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.