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PHM vs. TIP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

PHM vs. TIP

Last updated Jun 23, 2026

PHM (PulteGroup, Inc.) is a stock, while TIP (iShares TIPS Bond ETF) is Inflation-Protected Bonds fund tracking the ICE U.S. Treasury Inflation Linked Bond Index. Over the past 10 years, PHM returned 22.59%/yr vs 2.43%/yr for TIP. At a 0.03 correlation, their price movements are largely independent.

Performance

PHM vs. TIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PulteGroup, Inc. (PHM) and iShares TIPS Bond ETF (TIP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PHM achieves a 7.59% return, which is significantly higher than TIP's 0.78% return. Over the past 10 years, PHM has outperformed TIP with an annualized return of 22.59%, while TIP has yielded a comparatively lower 2.43% annualized return.

PHM

1D
-1.06%
1M
8.12%
YTD
7.59%
6M
5.91%
1Y
24.79%
3Y*
19.01%
5Y*
19.76%
10Y*
22.59%

TIP

1D
-0.41%
1M
-0.16%
YTD
0.78%
6M
0.90%
1Y
3.46%
3Y*
3.53%
5Y*
0.79%
10Y*
2.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PHM vs. TIP - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
PHM
PulteGroup, Inc.		7.59%8.54%6.22%128.76%-19.22%34.03%12.55%51.33%-20.76%83.43%
TIP
iShares TIPS Bond ETF		0.78%6.77%1.65%3.80%-12.26%5.68%10.84%8.35%-1.42%2.92%

Correlation

The correlation between PHM and TIP is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.35

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

0.35

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

0.29

Correlation (10Y)
Calculated over the trailing 10-year period

0.20

Correlation (All Time)
Calculated using the full available price history since Dec 5, 2003

0.03

Over the past year, PHM and TIP have become more correlated (0.35) than their long-term average of 0.03, meaning their price movements have been converging.

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PulteGroup, Inc.

iShares TIPS Bond ETF

Often compared with PHM:
PHM vs. DHIPHM vs. KBHPHM vs. MHOPHM vs. SKYPHM vs. GRBKPHM vs. SSDPHM vs. ATEC
Often compared with TIP:
TIP vs. SCHPTIP vs. VTIPTIP vs. SGOVTIP vs. STIPTIP vs. FIPDXTIP vs. BNDTIP vs. IEF

Return for Risk

PHM vs. TIP — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
PHM
PHM Risk / Return Rank: 6363
Overall Rank
PHM Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
PHM Sortino Ratio Rank: 6363
Sortino Ratio Rank
PHM Omega Ratio Rank: 6060
Omega Ratio Rank
PHM Calmar Ratio Rank: 6464
Calmar Ratio Rank
PHM Martin Ratio Rank: 6363
Martin Ratio Rank
TIP
TIP Risk / Return Rank: 3131
Overall Rank
TIP Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
TIP Sortino Ratio Rank: 2929
Sortino Ratio Rank
TIP Omega Ratio Rank: 2626
Omega Ratio Rank
TIP Calmar Ratio Rank: 3636
Calmar Ratio Rank
TIP Martin Ratio Rank: 3535
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.

PHM vs. TIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PulteGroup, Inc. (PHM) and iShares TIPS Bond ETF (TIP). 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.

PHMTIPDifference
Sharpe ratioReturn per unit of total volatility
0.72
1.01

-0.29

Sortino ratioReturn per unit of downside risk
1.37
1.51

-0.14

Omega ratioGain probability vs. loss probability

1.15

1.18

-0.02

Calmar ratioReturn relative to maximum drawdown

1.10

1.76

-0.66

Martin ratioReturn relative to average drawdown

2.12

5.20

-3.08

PHM vs. TIP - Sharpe Ratio Comparison

The current PHM Sharpe Ratio is 0.72, which is comparable to the TIP Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of PHM and TIP, 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

PHM vs. TIP - Drawdown Comparison

The maximum PHM drawdown since its inception was -92.40%, which is greater than TIP's maximum drawdown of -14.57%. Use the drawdown chart below to compare losses from any high point for PHM and TIP.

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Drawdown Indicators

PHMTIPDifference

Max Drawdown

Largest peak-to-trough decline

-92.40%

-14.57%

-77.83%

Max Drawdown (1Y)

Largest decline over 1 year

-22.60%

-1.98%

-20.62%

Max Drawdown (3Y)

Largest decline over 3 years

-38.01%

-4.54%

-33.47%

Max Drawdown (5Y)

Largest decline over 5 years

-38.01%

-14.51%

-23.50%

Max Drawdown (10Y)

Largest decline over 10 years

-62.11%

-14.51%

-47.60%

Current Drawdown

Current decline from peak

-14.52%

-1.07%

-13.45%

Average Drawdown

Average peak-to-trough decline

-35.46%

-3.43%

-32.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.74%

0.67%

+11.07%

Volatility

PHM vs. TIP - Volatility Comparison

PulteGroup, Inc. (PHM) has a higher volatility of 9.16% compared to iShares TIPS Bond ETF (TIP) at 1.22%. This indicates that PHM's price experiences larger fluctuations and is considered to be riskier than TIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

PHMTIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.16%

1.22%

+7.94%

Volatility (6M)

Calculated over the trailing 6-month period

24.06%

2.47%

+21.59%

Volatility (1Y)

Calculated over the trailing 1-year period

34.43%

3.45%

+30.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.80%

6.20%

+28.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.53%

5.74%

+30.79%

Dividends

PHM vs. TIP - Dividend Comparison

PHM's dividend yield for the trailing twelve months is around 0.80%, less than TIP's 3.79% yield.

PositionTTM20252024202320222021202020192018201720162015
PHM
PulteGroup, Inc.		0.80%0.78%0.75%0.66%1.34%1.00%1.16%1.16%1.46%1.08%1.96%1.85%
TIP
iShares TIPS Bond ETF		3.79%3.46%2.52%2.73%6.96%4.28%1.17%1.75%2.71%2.07%1.48%0.34%

Frequently Asked Questions

PHM and TIP have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PHM has higher volatility (9.16%) compared to TIP (1.22%). In terms of maximum drawdown, PHM dropped -92.40% vs TIP's -14.57%.

TIP currently has the higher Sharpe Ratio (1.01 vs 0.72), 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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