LIN vs. SHV
LIN (Linde plc) is a stock, while SHV (iShares 0-1 Year Treasury Bond ETF) is Government Bonds fund tracking the ICE Short US Treasury Securities Index. Over the past 5 years, LIN returned 11.43%/yr vs 3.45%/yr for SHV. Their -0.01 correlation means they have often moved in opposite directions in the past.
Performance
LIN vs. SHV - Performance Comparison
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Returns By Period
In the year-to-date period, LIN achieves a 15.92% return, which is significantly higher than SHV's 2.05% return.
LIN
- 1D
- 1.32%
- 1M
- -9.15%
- 6M
- 4.42%
- YTD
- 15.92%
- 1Y
- 5.92%
- 3Y*
- 10.54%
- 5Y*
- 11.43%
- 10Y*
- —
- ALL TIME*
- 16.59%
SHV
- 1D
- 0.01%
- 1M
- 0.30%
- 6M
- 1.75%
- YTD
- 2.05%
- 1Y
- 3.78%
- 3Y*
- 4.55%
- 5Y*
- 3.45%
- 10Y*
- 2.28%
- ALL TIME*
- 1.59%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
LIN Linde plc | $1.22B | $1.09B | $1.18B |
| $338.65M | $288.75M | $286.14M |
LIN vs. SHV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
LIN Linde plc | 15.92% | 3.22% | 3.18% | 27.66% | -4.39% | 33.39% | 25.88% | 39.04% | -5.26% |
SHV iShares 0-1 Year Treasury Bond ETF | 2.05% | 4.21% | 5.12% | 5.04% | 0.94% | -0.10% | 0.81% | 2.36% | 0.56% |
Correlation
The correlation between LIN and SHV is -0.05, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.05 |
Correlation (3Y) Balances recent behavior with more history. | -0.01 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.01 |
Correlation (All Time) Calculated using the full available price history since Oct 1, 2018 | -0.01 |
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Return for Risk
LIN vs. SHV — Risk / Return Rank
LIN
SHV
LIN vs. SHV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Linde plc (LIN) and iShares 0-1 Year Treasury Bond ETF (SHV). 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.
| LIN | SHV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -18.80 | ||
| Sortino ratioReturn per unit of downside risk | -91.13 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 30.23 | -29.17 |
| Calmar ratioReturn relative to maximum drawdown | 0.31 | 139.50 | -139.19 |
| Martin ratioReturn relative to average drawdown | 0.84 | 1,482.85 | -1,482.02 |
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Drawdowns
LIN vs. SHV - Drawdown Comparison
The maximum LIN drawdown since its inception was -32.59%, which is greater than SHV's maximum drawdown of -0.45%. Use the drawdown chart below to compare losses from any high point for LIN and SHV.
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Drawdown Indicators
| LIN | SHV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.59% | -0.45% | -32.14% |
Max Drawdown (1Y)Largest decline over 1 year | -19.18% | -0.03% | -19.15% |
Max Drawdown (3Y)Largest decline over 3 years | -19.18% | -0.03% | -19.15% |
Max Drawdown (5Y)Largest decline over 5 years | -22.82% | -0.38% | -22.44% |
Max Drawdown (10Y)Largest decline over 10 years | — | -0.45% | — |
Current DrawdownCurrent decline from peak | -10.17% | 0.00% | -10.17% |
Average DrawdownAverage peak-to-trough decline | -5.40% | -0.03% | -5.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.07% | 0.00% | +7.07% |
Volatility
LIN vs. SHV - Volatility Comparison
Linde plc (LIN) has a higher volatility of 7.58% compared to iShares 0-1 Year Treasury Bond ETF (SHV) at 0.06%. This indicates that LIN's price experiences larger fluctuations and is considered to be riskier than SHV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LIN | SHV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.58% | 0.06% | +7.52% |
Volatility (6M)Calculated over the trailing 6-month period | 15.38% | 0.14% | +15.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.82% | 0.20% | +18.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.94% | 0.29% | +20.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.08% | 0.28% | +23.80% |
Dividends
LIN vs. SHV - Dividend Comparison
LIN's dividend yield for the trailing twelve months is around 1.26%, less than SHV's 3.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LIN Linde plc | 1.26% | 1.41% | 1.33% | 1.24% | 1.43% | 1.22% | 1.46% | 1.64% | 0.53% | 0.00% | 0.00% | 0.00% |
SHV iShares 0-1 Year Treasury Bond ETF | 3.74% | 4.09% | 5.02% | 4.73% | 1.39% | 0.00% | 0.74% | 2.19% | 1.66% | 0.72% | 0.34% | 0.03% |
Frequently Asked Questions
LIN and SHV have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LIN has higher volatility (7.58%) compared to SHV (0.06%). In terms of maximum drawdown, LIN dropped -32.59% vs SHV's -0.45%.
SHV currently has the higher Sharpe Ratio (19.12 vs 0.32), 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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