MCO vs. TFLO
MCO (Moody's Corporation) is a stock, while TFLO (iShares Treasury Floating Rate Bond ETF) is Government Bonds fund tracking the Bloomberg U.S. Treasury Floating Rate Index. Over the past 10 years, MCO returned 18.14%/yr vs 2.38%/yr for TFLO. At a correlation of -0.05, they often move in opposite directions.
Performance
MCO vs. TFLO - Performance Comparison
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Returns By Period
In the year-to-date period, MCO achieves a -11.55% return, which is significantly lower than TFLO's 1.79% return. Over the past 10 years, MCO has outperformed TFLO with an annualized return of 18.14%, while TFLO has yielded a comparatively lower 2.38% annualized return.
MCO
- 1D
- 1.31%
- 1M
- 0.15%
- YTD
- -11.55%
- 6M
- -12.65%
- 1Y
- -7.25%
- 3Y*
- 10.97%
- 5Y*
- 5.21%
- 10Y*
- 18.14%
TFLO
- 1D
- -0.02%
- 1M
- 0.29%
- YTD
- 1.79%
- 6M
- 1.87%
- 1Y
- 3.93%
- 3Y*
- 4.72%
- 5Y*
- 3.68%
- 10Y*
- 2.38%
MCO vs. TFLO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MCO Moody's Corporation | -11.55% | 8.74% | 22.17% | 41.52% | -27.80% | 35.57% | 23.26% | 71.26% | -4.10% | 58.53% |
TFLO iShares Treasury Floating Rate Bond ETF | 1.79% | 4.22% | 5.34% | 5.12% | 1.99% | -0.02% | 0.43% | 2.04% | 1.76% | 1.01% |
Correlation
The correlation between MCO and TFLO 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 | -0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.06 |
Correlation (All Time) Calculated using the full available price history since Feb 4, 2014 | -0.05 |
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Return for Risk
MCO vs. TFLO — Risk / Return Rank
MCO
TFLO
MCO vs. TFLO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Moody's Corporation (MCO) and iShares Treasury Floating Rate Bond ETF (TFLO). 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.
| MCO | TFLO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -14.11 | ||
| Sortino ratioReturn per unit of downside risk | -48.95 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 13.02 | -12.05 |
| Calmar ratioReturn relative to maximum drawdown | -0.31 | 199.14 | -199.45 |
| Martin ratioReturn relative to average drawdown | -0.64 | 788.97 | -789.61 |
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Drawdowns
MCO vs. TFLO - Drawdown Comparison
The maximum MCO drawdown since its inception was -78.72%, which is greater than TFLO's maximum drawdown of -5.01%. Use the drawdown chart below to compare losses from any high point for MCO and TFLO.
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Drawdown Indicators
| MCO | TFLO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.72% | -5.01% | -73.71% |
Max Drawdown (1Y)Largest decline over 1 year | -23.61% | -0.02% | -23.59% |
Max Drawdown (3Y)Largest decline over 3 years | -24.65% | -0.04% | -24.61% |
Max Drawdown (5Y)Largest decline over 5 years | -41.66% | -0.13% | -41.53% |
Max Drawdown (10Y)Largest decline over 10 years | -42.02% | -0.16% | -41.86% |
Current DrawdownCurrent decline from peak | -16.27% | -0.02% | -16.25% |
Average DrawdownAverage peak-to-trough decline | -17.76% | -0.10% | -17.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.30% | 0.00% | +11.30% |
Volatility
MCO vs. TFLO - Volatility Comparison
Moody's Corporation (MCO) has a higher volatility of 7.01% compared to iShares Treasury Floating Rate Bond ETF (TFLO) at 0.09%. This indicates that MCO's price experiences larger fluctuations and is considered to be riskier than TFLO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MCO | TFLO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.01% | 0.09% | +6.92% |
Volatility (6M)Calculated over the trailing 6-month period | 22.35% | 0.20% | +22.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.68% | 0.29% | +26.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.36% | 0.36% | +26.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.74% | 0.46% | +27.28% |
Dividends
MCO vs. TFLO - Dividend Comparison
MCO's dividend yield for the trailing twelve months is around 0.88%, less than TFLO's 3.89% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MCO Moody's Corporation | 0.88% | 0.74% | 0.72% | 0.79% | 1.26% | 0.63% | 0.77% | 0.84% | 1.26% | 1.03% | 1.57% | 1.36% |
TFLO iShares Treasury Floating Rate Bond ETF | 3.89% | 4.16% | 5.21% | 4.88% | 1.68% | 0.00% | 0.36% | 2.08% | 1.65% | 0.86% | 0.31% | 0.15% |
Frequently Asked Questions
MCO and TFLO 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.
MCO has higher volatility (7.01%) compared to TFLO (0.09%). In terms of maximum drawdown, MCO dropped -78.72% vs TFLO's -5.01%.
TFLO currently has the higher Sharpe Ratio (13.84 vs -0.27), 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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