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LIF vs. IBTH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LIF vs. IBTH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Life360, Inc. (LIF) and iShares iBonds Dec 2027 Term Treasury ETF (IBTH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LIF achieves a -27.95% return, which is significantly lower than IBTH's 0.92% return.


LIF

1D
-1.68%
1M
-0.15%
YTD
-27.95%
6M
-38.40%
1Y
-26.66%
3Y*
5Y*
10Y*

IBTH

1D
-0.02%
1M
0.23%
YTD
0.92%
6M
1.26%
1Y
3.93%
3Y*
3.92%
5Y*
0.47%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LIF vs. IBTH - Yearly Performance Comparison


2026 (YTD)20252024
LIF
Life360, Inc.
-27.95%55.42%52.85%
IBTH
iShares iBonds Dec 2027 Term Treasury ETF
0.92%5.29%3.08%

Correlation

The correlation between LIF and IBTH is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.10

Correlation (All Time)
Calculated using the full available price history since Jun 7, 2024

0.03

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Return for Risk

LIF vs. IBTH — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LIF
LIF Risk / Return Rank: 2626
Overall Rank
LIF Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
LIF Sortino Ratio Rank: 2626
Sortino Ratio Rank
LIF Omega Ratio Rank: 2626
Omega Ratio Rank
LIF Calmar Ratio Rank: 2727
Calmar Ratio Rank
LIF Martin Ratio Rank: 2929
Martin Ratio Rank

IBTH
IBTH Risk / Return Rank: 9696
Overall Rank
IBTH Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
IBTH Sortino Ratio Rank: 9797
Sortino Ratio Rank
IBTH Omega Ratio Rank: 9797
Omega Ratio Rank
IBTH Calmar Ratio Rank: 9797
Calmar Ratio Rank
IBTH Martin Ratio Rank: 9696
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LIF vs. IBTH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Life360, Inc. (LIF) and iShares iBonds Dec 2027 Term Treasury ETF (IBTH). 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.


LIFIBTHDifference
Sharpe ratioReturn per unit of total volatility

-3.97

Sortino ratioReturn per unit of downside risk

-6.78

Omega ratioGain probability vs. loss probability

0.98

1.93

-0.95

Calmar ratioReturn relative to maximum drawdown

-0.41

10.34

-10.74

Martin ratioReturn relative to average drawdown

-0.67

40.10

-40.77

LIF vs. IBTH - Sharpe Ratio Comparison

The current LIF Sharpe Ratio is -0.40, which is lower than the IBTH Sharpe Ratio of 3.57. The chart below compares the historical Sharpe Ratios of LIF and IBTH, 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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Sharpe Ratios by Period


LIFIBTHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.40

3.57

-3.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.15

+0.35

Drawdowns

LIF vs. IBTH - Drawdown Comparison

The maximum LIF drawdown since its inception was -65.64%, which is greater than IBTH's maximum drawdown of -16.16%. Use the drawdown chart below to compare losses from any high point for LIF and IBTH.


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Drawdown Indicators


LIFIBTHDifference

Max Drawdown

Largest peak-to-trough decline

-65.64%

-16.16%

-49.48%

Max Drawdown (1Y)

Largest decline over 1 year

-65.64%

-0.38%

-65.26%

Max Drawdown (3Y)

Largest decline over 3 years

-2.10%

Max Drawdown (5Y)

Largest decline over 5 years

-14.41%

Current Drawdown

Current decline from peak

-58.33%

-1.36%

-56.97%

Average Drawdown

Average peak-to-trough decline

-20.88%

-6.72%

-14.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

39.65%

0.10%

+39.55%

Volatility

LIF vs. IBTH - Volatility Comparison

Life360, Inc. (LIF) has a higher volatility of 19.81% compared to iShares iBonds Dec 2027 Term Treasury ETF (IBTH) at 0.18%. This indicates that LIF's price experiences larger fluctuations and is considered to be riskier than IBTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LIFIBTHDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.81%

0.18%

+19.63%

Volatility (6M)

Calculated over the trailing 6-month period

52.75%

0.54%

+52.21%

Volatility (1Y)

Calculated over the trailing 1-year period

66.79%

1.11%

+65.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

63.14%

4.20%

+58.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

63.14%

4.21%

+58.93%

Dividends

LIF vs. IBTH - Dividend Comparison

LIF has not paid dividends to shareholders, while IBTH's dividend yield for the trailing twelve months is around 3.83%.


PositionTTM202520242023202220212020
IBTH
iShares iBonds Dec 2027 Term Treasury ETF
3.83%3.92%4.04%3.61%2.00%0.77%0.50%
LIF
Life360, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


LIF and IBTH have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LIF has higher volatility (19.81%) compared to IBTH (0.18%). In terms of maximum drawdown, LIF dropped -65.64% vs IBTH's -16.16%.

IBTH currently has the higher Sharpe Ratio (3.57 vs -0.40), 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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