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RSG vs. IBTL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RSG vs. IBTL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Republic Services, Inc. (RSG) and iShares iBonds Dec 2031 Term Treasury ETF (IBTL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with RSG having a -0.38% return and IBTL slightly higher at -0.37%.


RSG

1D
0.89%
1M
0.76%
YTD
-0.38%
6M
-1.18%
1Y
-15.54%
3Y*
14.95%
5Y*
15.35%
10Y*
17.46%

IBTL

1D
-0.15%
1M
0.59%
YTD
-0.37%
6M
-0.06%
1Y
3.51%
3Y*
3.19%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RSG vs. IBTL - Yearly Performance Comparison


2026 (YTD)20252024202320222021
RSG
Republic Services, Inc.
-0.38%6.44%23.03%29.64%-6.16%13.66%
IBTL
iShares iBonds Dec 2031 Term Treasury ETF
-0.37%7.85%0.36%3.60%-15.60%-1.22%

Correlation

The correlation between RSG and IBTL is 0.04, 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

0.04

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

0.10

Correlation (All Time)
Calculated using the full available price history since Aug 30, 2021

0.10

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Return for Risk

RSG vs. IBTL — Risk / Return Rank

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

RSG
RSG Risk / Return Rank: 1212
Overall Rank
RSG Sharpe Ratio Rank: 99
Sharpe Ratio Rank
RSG Sortino Ratio Rank: 1111
Sortino Ratio Rank
RSG Omega Ratio Rank: 1212
Omega Ratio Rank
RSG Calmar Ratio Rank: 1313
Calmar Ratio Rank
RSG Martin Ratio Rank: 1313
Martin Ratio Rank

IBTL
IBTL Risk / Return Rank: 2828
Overall Rank
IBTL Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
IBTL Sortino Ratio Rank: 3030
Sortino Ratio Rank
IBTL Omega Ratio Rank: 2727
Omega Ratio Rank
IBTL Calmar Ratio Rank: 2727
Calmar Ratio Rank
IBTL Martin Ratio Rank: 2727
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.

RSG vs. IBTL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Republic Services, Inc. (RSG) and iShares iBonds Dec 2031 Term Treasury ETF (IBTL). 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.


RSGIBTLDifference
Sharpe ratioReturn per unit of total volatility

-1.79

Sortino ratioReturn per unit of downside risk

-2.55

Omega ratioGain probability vs. loss probability

0.87

1.16

-0.29

Calmar ratioReturn relative to maximum drawdown

-0.77

1.16

-1.94

Martin ratioReturn relative to average drawdown

-1.28

3.19

-4.47

RSG vs. IBTL - Sharpe Ratio Comparison

The current RSG Sharpe Ratio is -0.85, which is lower than the IBTL Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of RSG and IBTL, 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

RSG vs. IBTL - Drawdown Comparison

The maximum RSG drawdown since its inception was -65.99%, which is greater than IBTL's maximum drawdown of -20.93%. Use the drawdown chart below to compare losses from any high point for RSG and IBTL.


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Drawdown Indicators


RSGIBTLDifference

Max Drawdown

Largest peak-to-trough decline

-65.99%

-20.93%

-45.06%

Max Drawdown (1Y)

Largest decline over 1 year

-20.44%

-2.83%

-17.61%

Max Drawdown (3Y)

Largest decline over 3 years

-22.54%

-7.38%

-15.16%

Max Drawdown (5Y)

Largest decline over 5 years

-22.54%

Max Drawdown (10Y)

Largest decline over 10 years

-34.02%

Current Drawdown

Current decline from peak

-17.77%

-7.16%

-10.61%

Average Drawdown

Average peak-to-trough decline

-11.83%

-11.43%

-0.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.50%

1.03%

+11.47%

Volatility

RSG vs. IBTL - Volatility Comparison

Republic Services, Inc. (RSG) has a higher volatility of 7.23% compared to iShares iBonds Dec 2031 Term Treasury ETF (IBTL) at 1.11%. This indicates that RSG's price experiences larger fluctuations and is considered to be riskier than IBTL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RSGIBTLDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.23%

1.11%

+6.12%

Volatility (6M)

Calculated over the trailing 6-month period

13.74%

2.41%

+11.33%

Volatility (1Y)

Calculated over the trailing 1-year period

18.67%

3.50%

+15.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.17%

7.44%

+10.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.08%

7.44%

+11.64%

Dividends

RSG vs. IBTL - Dividend Comparison

RSG's dividend yield for the trailing twelve months is around 1.17%, less than IBTL's 3.97% yield.


PositionTTM20252024202320222021202020192018201720162015
IBTL
iShares iBonds Dec 2031 Term Treasury ETF
3.97%3.93%4.07%3.04%2.36%0.70%0.00%0.00%0.00%0.00%0.00%0.00%
RSG
Republic Services, Inc.
1.17%1.12%0.82%1.25%1.48%1.27%1.72%1.74%2.00%1.97%2.17%2.64%

Frequently Asked Questions


RSG and IBTL have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RSG has higher volatility (7.23%) compared to IBTL (1.11%). In terms of maximum drawdown, RSG dropped -65.99% vs IBTL's -20.93%.

IBTL currently has the higher Sharpe Ratio (0.94 vs -0.85), 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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