MGNI vs. IBDV
MGNI (Magnite, Inc.) is a stock, while IBDV (iShares iBonds Dec 2030 Term Corporate ETF) is Corporate Bonds fund tracking the Bloomberg December 2030 Maturity Corporate Index. Over the past 5 years, MGNI returned -12.38%/yr vs 0.96%/yr for IBDV. At a 0.14 correlation, their price movements are largely independent.
Performance
MGNI vs. IBDV - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, MGNI achieves a -8.44% return, which is significantly lower than IBDV's 0.37% return.
MGNI
- 1D
- 2.84%
- 1M
- 9.26%
- YTD
- -8.44%
- 6M
- 3.34%
- 1Y
- -10.91%
- 3Y*
- 4.50%
- 5Y*
- -12.38%
- 10Y*
- 0.09%
IBDV
- 1D
- 0.07%
- 1M
- 0.12%
- YTD
- 0.37%
- 6M
- 0.71%
- 1Y
- 4.55%
- 3Y*
- 5.67%
- 5Y*
- 0.96%
- 10Y*
- —
MGNI vs. IBDV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
MGNI Magnite, Inc. | -8.44% | 1.95% | 70.45% | -11.80% | -39.49% | -43.02% | 354.96% |
IBDV iShares iBonds Dec 2030 Term Corporate ETF | 0.37% | 8.19% | 3.42% | 8.51% | -14.67% | -2.64% | 5.33% |
Correlation
The correlation between MGNI and IBDV is 0.05, 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 | 0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Jun 26, 2020 | 0.14 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
MGNI vs. IBDV — Risk / Return Rank
MGNI
IBDV
MGNI vs. IBDV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Magnite, Inc. (MGNI) and iShares iBonds Dec 2030 Term Corporate ETF (IBDV). 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.
| MGNI | IBDV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.77 | ||
| Sortino ratioReturn per unit of downside risk | -2.31 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.29 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.19 | 2.21 | -2.40 |
| Martin ratioReturn relative to average drawdown | -0.29 | 7.66 | -7.95 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| MGNI | IBDV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.19 | 1.58 | -1.77 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.17 | 0.15 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.00 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.03 | 0.17 | -0.21 |
Drawdowns
MGNI vs. IBDV - Drawdown Comparison
The maximum MGNI drawdown since its inception was -93.30%, which is greater than IBDV's maximum drawdown of -21.85%. Use the drawdown chart below to compare losses from any high point for MGNI and IBDV.
Loading charts...
Drawdown Indicators
| MGNI | IBDV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.30% | -21.85% | -71.45% |
Max Drawdown (1Y)Largest decline over 1 year | -57.77% | -2.07% | -55.70% |
Max Drawdown (3Y)Largest decline over 3 years | -57.95% | -5.64% | -52.31% |
Max Drawdown (5Y)Largest decline over 5 years | -84.35% | -21.54% | -62.81% |
Max Drawdown (10Y)Largest decline over 10 years | -90.65% | — | — |
Current DrawdownCurrent decline from peak | -75.95% | -0.86% | -75.09% |
Average DrawdownAverage peak-to-trough decline | -64.84% | -7.21% | -57.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 37.93% | 0.60% | +37.33% |
Volatility
MGNI vs. IBDV - Volatility Comparison
Magnite, Inc. (MGNI) has a higher volatility of 17.69% compared to iShares iBonds Dec 2030 Term Corporate ETF (IBDV) at 0.83%. This indicates that MGNI's price experiences larger fluctuations and is considered to be riskier than IBDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| MGNI | IBDV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.69% | 0.83% | +16.86% |
Volatility (6M)Calculated over the trailing 6-month period | 40.64% | 1.98% | +38.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.90% | 2.91% | +53.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 75.19% | 6.44% | +68.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 76.56% | 6.26% | +70.30% |
Dividends
MGNI vs. IBDV - Dividend Comparison
MGNI has not paid dividends to shareholders, while IBDV's dividend yield for the trailing twelve months is around 4.59%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
IBDV iShares iBonds Dec 2030 Term Corporate ETF | 4.59% | 4.57% | 4.69% | 4.09% | 3.02% | 1.99% | 0.90% |
MGNI Magnite, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
MGNI and IBDV 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.
MGNI has higher volatility (17.69%) compared to IBDV (0.83%). In terms of maximum drawdown, MGNI dropped -93.30% vs IBDV's -21.85%.
IBDV currently has the higher Sharpe Ratio (1.58 vs -0.19), 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.
Find the right allocation for MGNI and IBDV
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer