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MGNI vs. IBTJ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MGNI vs. IBTJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Magnite, Inc. (MGNI) and iShares iBonds Dec 2029 Term Treasury ETF (IBTJ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MGNI achieves a 0.12% return, which is significantly higher than IBTJ's 0.04% return.


MGNI

1D
0.31%
1M
26.76%
YTD
0.12%
6M
-0.31%
1Y
-4.97%
3Y*
6.24%
5Y*
-13.13%
10Y*
1.65%

IBTJ

1D
-0.09%
1M
0.36%
YTD
0.04%
6M
0.37%
1Y
3.40%
3Y*
3.81%
5Y*
-0.15%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MGNI vs. IBTJ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
MGNI
Magnite, Inc.
0.12%1.95%70.45%-11.80%-39.49%-43.02%187.82%
IBTJ
iShares iBonds Dec 2029 Term Treasury ETF
0.04%6.89%1.82%4.49%-12.45%-3.57%4.03%

Correlation

The correlation between MGNI and IBTJ is 0.06, 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

0.06

Correlation (3Y)
Calculated over the trailing 3-year period

0.05

Correlation (5Y)
Calculated over the trailing 5-year period

0.02

Correlation (All Time)
Calculated using the full available price history since Feb 28, 2020

-0.03

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Return for Risk

MGNI vs. IBTJ — Risk / Return Rank

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

MGNI
MGNI Risk / Return Rank: 3838
Overall Rank
MGNI Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
MGNI Sortino Ratio Rank: 3737
Sortino Ratio Rank
MGNI Omega Ratio Rank: 3636
Omega Ratio Rank
MGNI Calmar Ratio Rank: 3939
Calmar Ratio Rank
MGNI Martin Ratio Rank: 3939
Martin Ratio Rank

IBTJ
IBTJ Risk / Return Rank: 4545
Overall Rank
IBTJ Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
IBTJ Sortino Ratio Rank: 5050
Sortino Ratio Rank
IBTJ Omega Ratio Rank: 4444
Omega Ratio Rank
IBTJ Calmar Ratio Rank: 4646
Calmar Ratio Rank
IBTJ Martin Ratio Rank: 3939
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.

MGNI vs. IBTJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Magnite, Inc. (MGNI) and iShares iBonds Dec 2029 Term Treasury ETF (IBTJ). 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.


MGNIIBTJDifference
Sharpe ratioReturn per unit of total volatility

-1.52

Sortino ratioReturn per unit of downside risk

-1.96

Omega ratioGain probability vs. loss probability

1.03

1.25

-0.22

Calmar ratioReturn relative to maximum drawdown

-0.14

2.02

-2.15

Martin ratioReturn relative to average drawdown

-0.20

5.49

-5.70

MGNI vs. IBTJ - Sharpe Ratio Comparison

The current MGNI Sharpe Ratio is -0.14, which is lower than the IBTJ Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of MGNI and IBTJ, 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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Drawdowns

MGNI vs. IBTJ - Drawdown Comparison

The maximum MGNI drawdown since its inception was -93.30%, which is greater than IBTJ's maximum drawdown of -20.19%. Use the drawdown chart below to compare losses from any high point for MGNI and IBTJ.


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Drawdown Indicators


MGNIIBTJDifference

Max Drawdown

Largest peak-to-trough decline

-93.30%

-20.19%

-73.11%

Max Drawdown (1Y)

Largest decline over 1 year

-57.77%

-1.62%

-56.15%

Max Drawdown (3Y)

Largest decline over 3 years

-57.95%

-4.43%

-53.52%

Max Drawdown (5Y)

Largest decline over 5 years

-84.35%

-17.21%

-67.14%

Max Drawdown (10Y)

Largest decline over 10 years

-90.65%

Current Drawdown

Current decline from peak

-73.71%

-6.17%

-67.54%

Average Drawdown

Average peak-to-trough decline

-64.84%

-9.71%

-55.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

38.47%

0.59%

+37.88%

Volatility

MGNI vs. IBTJ - Volatility Comparison

Magnite, Inc. (MGNI) has a higher volatility of 15.85% compared to iShares iBonds Dec 2029 Term Treasury ETF (IBTJ) at 0.69%. This indicates that MGNI's price experiences larger fluctuations and is considered to be riskier than IBTJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MGNIIBTJDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.85%

0.69%

+15.16%

Volatility (6M)

Calculated over the trailing 6-month period

41.24%

1.58%

+39.66%

Volatility (1Y)

Calculated over the trailing 1-year period

57.37%

2.36%

+55.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

75.01%

5.73%

+69.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

76.60%

5.98%

+70.62%

Dividends

MGNI vs. IBTJ - Dividend Comparison

MGNI has not paid dividends to shareholders, while IBTJ's dividend yield for the trailing twelve months is around 3.80%.


PositionTTM202520242023202220212020
IBTJ
iShares iBonds Dec 2029 Term Treasury ETF
3.80%3.78%3.95%3.48%1.86%0.74%0.61%
MGNI
Magnite, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MGNI and IBTJ have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MGNI has higher volatility (15.85%) compared to IBTJ (0.69%). In terms of maximum drawdown, MGNI dropped -93.30% vs IBTJ's -20.19%.

IBTJ currently has the higher Sharpe Ratio (1.39 vs -0.14), 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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