PG vs. USHY
PG (The Procter & Gamble Company) is a stock, while USHY (iShares Broad USD High Yield Corporate Bond ETF) is High Yield Bonds fund tracking the ICE BofA US High Yield Constrained Index. Over the past 5 years, PG returned 4.10%/yr vs 4.16%/yr for USHY. At a 0.28 correlation, their price movements are largely independent.
Performance
PG vs. USHY - Performance Comparison
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Returns By Period
In the year-to-date period, PG achieves a 2.74% return, which is significantly higher than USHY's 1.29% return.
PG
- 1D
- -0.98%
- 1M
- -0.90%
- YTD
- 2.74%
- 6M
- 6.43%
- 1Y
- -8.99%
- 3Y*
- 2.29%
- 5Y*
- 4.10%
- 10Y*
- 8.64%
USHY
- 1D
- 0.08%
- 1M
- -0.14%
- YTD
- 1.29%
- 6M
- 1.85%
- 1Y
- 6.84%
- 3Y*
- 8.79%
- 5Y*
- 4.16%
- 10Y*
- —
PG vs. USHY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PG The Procter & Gamble Company | 2.74% | -12.26% | 17.25% | -0.86% | -5.05% | 20.52% | 14.15% | 39.70% | 3.57% | 5.80% |
USHY iShares Broad USD High Yield Corporate Bond ETF | 1.29% | 8.81% | 8.45% | 12.73% | -11.18% | 5.02% | 6.17% | 14.24% | -2.41% | 0.16% |
Correlation
The correlation between PG and USHY is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Oct 26, 2017 | 0.28 |
The correlation between PG and USHY shifts across timeframes, from 0.15 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
PG vs. USHY — Risk / Return Rank
PG
USHY
PG vs. USHY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Procter & Gamble Company (PG) and iShares Broad USD High Yield Corporate Bond ETF (USHY). 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.
| PG | USHY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.36 | ||
| Sortino ratioReturn per unit of downside risk | -3.39 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.36 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | -0.58 | 2.83 | -3.41 |
| Martin ratioReturn relative to average drawdown | -1.04 | 12.68 | -13.72 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PG | USHY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.48 | 1.88 | -2.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 0.57 | -0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.58 | -0.12 |
Drawdowns
PG vs. USHY - Drawdown Comparison
The maximum PG drawdown since its inception was -54.25%, which is greater than USHY's maximum drawdown of -22.44%. Use the drawdown chart below to compare losses from any high point for PG and USHY.
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Drawdown Indicators
| PG | USHY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.25% | -22.44% | -31.81% |
Max Drawdown (1Y)Largest decline over 1 year | -15.52% | -2.43% | -13.09% |
Max Drawdown (3Y)Largest decline over 3 years | -21.15% | -4.66% | -16.49% |
Max Drawdown (5Y)Largest decline over 5 years | -23.77% | -15.56% | -8.21% |
Max Drawdown (10Y)Largest decline over 10 years | -23.77% | — | — |
Current DrawdownCurrent decline from peak | -15.91% | -0.41% | -15.50% |
Average DrawdownAverage peak-to-trough decline | -12.16% | -2.66% | -9.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.93% | 0.54% | +8.39% |
Volatility
PG vs. USHY - Volatility Comparison
The Procter & Gamble Company (PG) has a higher volatility of 7.01% compared to iShares Broad USD High Yield Corporate Bond ETF (USHY) at 1.13%. This indicates that PG's price experiences larger fluctuations and is considered to be riskier than USHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PG | USHY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.01% | 1.13% | +5.88% |
Volatility (6M)Calculated over the trailing 6-month period | 15.32% | 2.95% | +12.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.65% | 3.67% | +14.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.79% | 7.34% | +10.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.05% | 8.25% | +10.80% |
Dividends
PG vs. USHY - Dividend Comparison
PG's dividend yield for the trailing twelve months is around 2.94%, less than USHY's 6.93% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PG The Procter & Gamble Company | 2.94% | 2.91% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% |
USHY iShares Broad USD High Yield Corporate Bond ETF | 6.93% | 6.79% | 6.89% | 6.63% | 6.08% | 5.07% | 5.30% | 5.92% | 6.30% | 0.73% | 0.00% | 0.00% |
Frequently Asked Questions
PG and USHY have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PG has higher volatility (7.01%) compared to USHY (1.13%). In terms of maximum drawdown, PG dropped -54.25% vs USHY's -22.44%.
USHY currently has the higher Sharpe Ratio (1.88 vs -0.48), 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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