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PNC vs. IBTH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PNC vs. IBTH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The PNC Financial Services Group, Inc. (PNC) and iShares iBonds Dec 2027 Term Treasury ETF (IBTH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PNC achieves a 6.18% return, which is significantly higher than IBTH's 0.92% return.


PNC

1D
-1.24%
1M
0.11%
YTD
6.18%
6M
11.94%
1Y
27.96%
3Y*
25.61%
5Y*
6.19%
10Y*
13.07%

IBTH

1D
-0.02%
1M
0.23%
YTD
0.92%
6M
1.26%
1Y
3.93%
3Y*
3.92%
5Y*
0.47%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PNC vs. IBTH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
PNC
The PNC Financial Services Group, Inc.
6.18%12.24%29.39%2.71%-18.59%38.18%21.87%
IBTH
iShares iBonds Dec 2027 Term Treasury ETF
0.92%5.29%3.22%4.38%-9.75%-3.43%4.20%

Correlation

The correlation between PNC and IBTH is 0.10, 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

0.10

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

0.01

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

-0.06

Correlation (All Time)
Calculated using the full available price history since Mar 2, 2020

-0.13

The correlation between PNC and IBTH shifts across timeframes, from -0.13 (all time) to 0.10 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

PNC vs. IBTH — Risk / Return Rank

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

PNC
PNC Risk / Return Rank: 7272
Overall Rank
PNC Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
PNC Sortino Ratio Rank: 7272
Sortino Ratio Rank
PNC Omega Ratio Rank: 7070
Omega Ratio Rank
PNC Calmar Ratio Rank: 7070
Calmar Ratio Rank
PNC Martin Ratio Rank: 6969
Martin Ratio Rank

IBTH
IBTH Risk / Return Rank: 9696
Overall Rank
IBTH Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
IBTH Sortino Ratio Rank: 9797
Sortino Ratio Rank
IBTH Omega Ratio Rank: 9797
Omega Ratio Rank
IBTH Calmar Ratio Rank: 9797
Calmar Ratio Rank
IBTH Martin Ratio Rank: 9696
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.

PNC vs. IBTH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The PNC Financial Services Group, Inc. (PNC) and iShares iBonds Dec 2027 Term Treasury ETF (IBTH). 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.


PNCIBTHDifference
Sharpe ratioReturn per unit of total volatility

-2.25

Sortino ratioReturn per unit of downside risk

-4.75

Omega ratioGain probability vs. loss probability

1.23

1.93

-0.69

Calmar ratioReturn relative to maximum drawdown

1.63

10.34

-8.71

Martin ratioReturn relative to average drawdown

3.72

40.10

-36.38

PNC vs. IBTH - Sharpe Ratio Comparison

The current PNC Sharpe Ratio is 1.32, which is lower than the IBTH Sharpe Ratio of 3.57. The chart below compares the historical Sharpe Ratios of PNC and IBTH, 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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Sharpe Ratios by Period


PNCIBTHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

3.57

-2.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.11

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.15

+0.15

Drawdowns

PNC vs. IBTH - Drawdown Comparison

The maximum PNC drawdown since its inception was -76.65%, which is greater than IBTH's maximum drawdown of -16.16%. Use the drawdown chart below to compare losses from any high point for PNC and IBTH.


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Drawdown Indicators


PNCIBTHDifference

Max Drawdown

Largest peak-to-trough decline

-76.65%

-16.16%

-60.49%

Max Drawdown (1Y)

Largest decline over 1 year

-17.21%

-0.38%

-16.83%

Max Drawdown (3Y)

Largest decline over 3 years

-29.77%

-2.10%

-27.67%

Max Drawdown (5Y)

Largest decline over 5 years

-47.98%

-14.41%

-33.57%

Max Drawdown (10Y)

Largest decline over 10 years

-49.58%

Current Drawdown

Current decline from peak

-9.29%

-1.36%

-7.93%

Average Drawdown

Average peak-to-trough decline

-15.69%

-6.72%

-8.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.54%

0.10%

+7.44%

Volatility

PNC vs. IBTH - Volatility Comparison

The PNC Financial Services Group, Inc. (PNC) has a higher volatility of 5.91% compared to iShares iBonds Dec 2027 Term Treasury ETF (IBTH) at 0.18%. This indicates that PNC's price experiences larger fluctuations and is considered to be riskier than IBTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PNCIBTHDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.91%

0.18%

+5.73%

Volatility (6M)

Calculated over the trailing 6-month period

16.20%

0.54%

+15.66%

Volatility (1Y)

Calculated over the trailing 1-year period

21.32%

1.11%

+20.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.08%

4.20%

+22.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.68%

4.21%

+25.47%

Dividends

PNC vs. IBTH - Dividend Comparison

PNC's dividend yield for the trailing twelve months is around 3.12%, less than IBTH's 3.83% yield.


PositionTTM20252024202320222021202020192018201720162015
IBTH
iShares iBonds Dec 2027 Term Treasury ETF
3.83%3.92%4.04%3.61%2.00%0.77%0.50%0.00%0.00%0.00%0.00%0.00%
PNC
The PNC Financial Services Group, Inc.
3.12%3.16%3.27%3.94%3.64%2.39%3.09%2.63%2.91%1.80%1.81%2.11%

Frequently Asked Questions


PNC and IBTH have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PNC has higher volatility (5.91%) compared to IBTH (0.18%). In terms of maximum drawdown, PNC dropped -76.65% vs IBTH's -16.16%.

IBTH currently has the higher Sharpe Ratio (3.57 vs 1.32), 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.

Portfolio Optimizer

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