LIEN vs. EDV
LIEN (Chicago Atlantic BDC, Inc) is a stock, while EDV (Vanguard Extended Duration Treasury ETF) is Government Bonds fund tracking the Bloomberg U.S. Treasury STRIPS 20-30 Year Equal Par Bond Index. Over the past 3 years, LIEN returned 17.53%/yr vs -5.53%/yr for EDV. Their -0.00 correlation means they have often moved in opposite directions in the past.
Performance
LIEN vs. EDV - Performance Comparison
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Returns By Period
In the year-to-date period, LIEN achieves a -4.10% return, which is significantly higher than EDV's -6.20% return.
LIEN
- 1D
- -1.07%
- 1M
- -7.41%
- 6M
- -5.56%
- YTD
- -4.10%
- 1Y
- 3.86%
- 3Y*
- 17.53%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 0.25%
EDV
- 1D
- -1.06%
- 1M
- -6.35%
- 6M
- -5.97%
- YTD
- -6.20%
- 1Y
- -6.00%
- 3Y*
- -5.53%
- 5Y*
- -12.61%
- 10Y*
- -4.47%
- ALL TIME*
- 2.34%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $89.59M | $71.96M | $67.10M | |
| $485.24K | $552.43K | $720.22K |
LIEN vs. EDV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
LIEN Chicago Atlantic BDC, Inc | -4.10% | -3.99% | 58.63% | -1.09% | -30.00% |
EDV Vanguard Extended Duration Treasury ETF | -6.20% | 0.65% | -12.78% | 1.65% | -35.58% |
Correlation
The correlation between LIEN and EDV is 0.12, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.12 |
Correlation (3Y) Balances recent behavior with more history. | 0.02 |
Correlation (All Time) Calculated using the full available price history since Feb 4, 2022 | -0.00 |
The correlation between LIEN and EDV shifts across timeframes, from -0.00 (all time) to 0.12 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
LIEN vs. EDV — Risk / Return Rank
LIEN
EDV
LIEN vs. EDV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Chicago Atlantic BDC, Inc (LIEN) and Vanguard Extended Duration Treasury ETF (EDV). 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.
| LIEN | EDV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.48 | ||
| Sortino ratioReturn per unit of downside risk | +0.78 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 0.96 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 0.28 | -0.33 | +0.62 |
| Martin ratioReturn relative to average drawdown | 0.62 | -0.70 | +1.32 |
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Drawdowns
LIEN vs. EDV - Drawdown Comparison
The maximum LIEN drawdown since its inception was -46.91%, smaller than the maximum EDV drawdown of -59.96%. Use the drawdown chart below to compare losses from any high point for LIEN and EDV.
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Drawdown Indicators
| LIEN | EDV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.91% | -59.96% | +13.05% |
Max Drawdown (1Y)Largest decline over 1 year | -14.35% | -13.24% | -1.11% |
Max Drawdown (3Y)Largest decline over 3 years | -22.49% | -22.74% | +0.25% |
Max Drawdown (5Y)Largest decline over 5 years | — | -55.03% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -59.96% | — |
Current DrawdownCurrent decline from peak | -12.98% | -56.96% | +43.98% |
Average DrawdownAverage peak-to-trough decline | -19.78% | -23.70% | +3.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.58% | 6.34% | +0.24% |
Volatility
LIEN vs. EDV - Volatility Comparison
Chicago Atlantic BDC, Inc (LIEN) has a higher volatility of 4.27% compared to Vanguard Extended Duration Treasury ETF (EDV) at 3.85%. This indicates that LIEN's price experiences larger fluctuations and is considered to be riskier than EDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LIEN | EDV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.27% | 3.85% | +0.42% |
Volatility (6M)Calculated over the trailing 6-month period | 15.83% | 10.24% | +5.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.02% | 14.08% | +9.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.86% | 21.52% | +17.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.86% | 19.74% | +19.12% |
Dividends
LIEN vs. EDV - Dividend Comparison
LIEN's dividend yield for the trailing twelve months is around 14.72%, more than EDV's 5.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EDV Vanguard Extended Duration Treasury ETF | 5.45% | 4.94% | 4.65% | 3.81% | 3.28% | 1.95% | 5.54% | 3.51% | 2.90% | 2.92% | 5.32% | 4.24% |
LIEN Chicago Atlantic BDC, Inc | 14.72% | 13.17% | 8.95% | 15.76% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
LIEN and EDV 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.
LIEN has higher volatility (4.27%) compared to EDV (3.85%). In terms of maximum drawdown, LIEN dropped -46.91% vs EDV's -59.96%.
LIEN currently has the higher Sharpe Ratio (0.17 vs -0.31), 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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