TAK vs. IEF
Compare and contrast key facts about Takeda Pharmaceutical Company Limited (TAK) and iShares 7-10 Year Treasury Bond ETF (IEF).
IEF is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. 7-10 Year Treasury Bond Index. It was launched on Jul 26, 2002.
Performance
TAK vs. IEF - Performance Comparison
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TAK vs. IEF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TAK Takeda Pharmaceutical Company Limited | 18.79% | 23.18% | -3.12% | -4.87% | 20.08% | -23.45% | -5.18% | 22.48% | -38.84% | 41.29% |
IEF iShares 7-10 Year Treasury Bond ETF | -0.14% | 8.03% | -0.63% | 3.64% | -15.15% | -3.33% | 10.01% | 8.03% | 0.99% | 2.55% |
Returns By Period
In the year-to-date period, TAK achieves a 18.79% return, which is significantly higher than IEF's -0.14% return. Over the past 10 years, TAK has outperformed IEF with an annualized return of 1.65%, while IEF has yielded a comparatively lower 0.78% annualized return.
TAK
- 1D
- 1.37%
- 1M
- -1.23%
- YTD
- 18.79%
- 6M
- 26.50%
- 1Y
- 27.35%
- 3Y*
- 7.79%
- 5Y*
- 3.44%
- 10Y*
- 1.65%
IEF
- 1D
- 0.18%
- 1M
- -2.32%
- YTD
- -0.14%
- 6M
- 0.79%
- 1Y
- 3.95%
- 3Y*
- 2.25%
- 5Y*
- -0.76%
- 10Y*
- 0.78%
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Return for Risk
TAK vs. IEF — Risk / Return Rank
TAK
IEF
TAK vs. IEF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Takeda Pharmaceutical Company Limited (TAK) and iShares 7-10 Year Treasury Bond ETF (IEF). 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.
| TAK | IEF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.30 | 0.74 | +0.56 |
Sortino ratioReturn per unit of downside risk | 1.76 | 1.09 | +0.66 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.13 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 2.24 | 1.32 | +0.92 |
Martin ratioReturn relative to average drawdown | 5.82 | 3.31 | +2.50 |
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
| TAK | IEF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.30 | 0.74 | +0.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | -0.10 | +0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.07 | 0.12 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | 0.51 | -0.39 |
Correlation
The correlation between TAK and IEF is 0.01, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
TAK vs. IEF - Dividend Comparison
TAK's dividend yield for the trailing twelve months is around 1.74%, less than IEF's 3.82% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TAK Takeda Pharmaceutical Company Limited | 1.74% | 4.24% | 4.67% | 4.41% | 4.23% | 2.98% | 2.30% | 4.20% | 4.77% | 2.81% | 3.99% | 2.92% |
IEF iShares 7-10 Year Treasury Bond ETF | 3.82% | 3.77% | 3.62% | 2.91% | 1.96% | 0.83% | 1.08% | 2.08% | 2.24% | 1.82% | 1.81% | 1.90% |
Drawdowns
TAK vs. IEF - Drawdown Comparison
The maximum TAK drawdown since its inception was -54.25%, which is greater than IEF's maximum drawdown of -23.93%. Use the drawdown chart below to compare losses from any high point for TAK and IEF.
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Drawdown Indicators
| TAK | IEF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.25% | -23.93% | -30.32% |
Max Drawdown (1Y)Largest decline over 1 year | -12.83% | -3.22% | -9.61% |
Max Drawdown (5Y)Largest decline over 5 years | -30.09% | -21.40% | -8.69% |
Max Drawdown (10Y)Largest decline over 10 years | -54.25% | -23.93% | -30.32% |
Current DrawdownCurrent decline from peak | -18.51% | -10.88% | -7.63% |
Average DrawdownAverage peak-to-trough decline | -23.22% | -5.30% | -17.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.94% | 1.28% | +3.66% |
Volatility
TAK vs. IEF - Volatility Comparison
Takeda Pharmaceutical Company Limited (TAK) has a higher volatility of 6.63% compared to iShares 7-10 Year Treasury Bond ETF (IEF) at 1.91%. This indicates that TAK's price experiences larger fluctuations and is considered to be riskier than IEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TAK | IEF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.63% | 1.91% | +4.72% |
Volatility (6M)Calculated over the trailing 6-month period | 13.96% | 3.22% | +10.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.17% | 5.35% | +15.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.34% | 7.70% | +11.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.02% | 6.63% | +16.39% |