KVUE vs. IBTF
KVUE (Kenvue Inc.) is a stock, while IBTF (iShares iBonds Dec 2025 Term Treasury ETF) is Government Bonds fund tracking the ICE 2025 Maturity US Treasury Index. Over the past 3 years, KVUE returned -9.38%/yr vs 3.66%/yr for IBTF. At a 0.05 correlation, their price movements are largely independent.
Performance
KVUE vs. IBTF - Performance Comparison
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Returns By Period
KVUE
- 1D
- -2.83%
- 1M
- -0.69%
- YTD
- -0.13%
- 6M
- 1.52%
- 1Y
- -20.71%
- 3Y*
- -9.38%
- 5Y*
- —
- 10Y*
- —
IBTF
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.09%
- 1Y
- 2.14%
- 3Y*
- 3.66%
- 5Y*
- 0.90%
- 10Y*
- —
KVUE vs. IBTF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
KVUE Kenvue Inc. | -0.13% | -15.86% | 3.12% | -18.44% |
IBTF iShares iBonds Dec 2025 Term Treasury ETF | 0.00% | 3.81% | 4.60% | 1.40% |
Correlation
The correlation between KVUE and IBTF 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 | 0.06 |
Correlation (All Time) Calculated using the full available price history since May 5, 2023 | 0.05 |
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Return for Risk
KVUE vs. IBTF — Risk / Return Rank
KVUE
IBTF
KVUE vs. IBTF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Kenvue Inc. (KVUE) and iShares iBonds Dec 2025 Term Treasury ETF (IBTF). 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.
| KVUE | IBTF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -7.73 | ||
| Sortino ratioReturn per unit of downside risk | -20.82 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 6.23 | -5.34 |
| Calmar ratioReturn relative to maximum drawdown | -0.55 | 59.41 | -59.96 |
| Martin ratioReturn relative to average drawdown | -1.03 | 269.70 | -270.72 |
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
| KVUE | IBTF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.65 | 7.08 | -7.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.39 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.37 | 0.44 | -0.82 |
Drawdowns
KVUE vs. IBTF - Drawdown Comparison
The maximum KVUE drawdown since its inception was -44.08%, which is greater than IBTF's maximum drawdown of -10.45%. Use the drawdown chart below to compare losses from any high point for KVUE and IBTF.
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Drawdown Indicators
| KVUE | IBTF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.08% | -10.45% | -33.63% |
Max Drawdown (1Y)Largest decline over 1 year | -37.63% | -0.04% | -37.59% |
Max Drawdown (3Y)Largest decline over 3 years | -42.08% | -0.67% | -41.41% |
Max Drawdown (5Y)Largest decline over 5 years | — | -9.53% | — |
Current DrawdownCurrent decline from peak | -30.86% | 0.00% | -30.86% |
Average DrawdownAverage peak-to-trough decline | -20.99% | -3.33% | -17.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.22% | 0.01% | +20.21% |
Volatility
KVUE vs. IBTF - Volatility Comparison
Kenvue Inc. (KVUE) has a higher volatility of 5.67% compared to iShares iBonds Dec 2025 Term Treasury ETF (IBTF) at 0.00%. This indicates that KVUE's price experiences larger fluctuations and is considered to be riskier than IBTF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KVUE | IBTF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.67% | 0.00% | +5.67% |
Volatility (6M)Calculated over the trailing 6-month period | 13.61% | 0.19% | +13.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.61% | 0.36% | +32.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.61% | 2.38% | +26.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.61% | 2.56% | +26.05% |
Dividends
KVUE vs. IBTF - Dividend Comparison
KVUE's dividend yield for the trailing twelve months is around 4.93%, more than IBTF's 2.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
IBTF iShares iBonds Dec 2025 Term Treasury ETF | 2.08% | 3.83% | 4.32% | 4.03% | 1.93% | 0.57% | 0.59% |
KVUE Kenvue Inc. | 4.93% | 4.78% | 3.79% | 1.86% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
KVUE and IBTF 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.
KVUE has higher volatility (5.67%) compared to IBTF (0.00%). In terms of maximum drawdown, KVUE dropped -44.08% vs IBTF's -10.45%.
IBTF currently has the higher Sharpe Ratio (7.08 vs -0.65), 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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