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TAK vs. IEF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TAK vs. IEF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Takeda Pharmaceutical Company Limited (TAK) and iShares 7-10 Year Treasury Bond ETF (IEF). The values are adjusted to include any dividend payments, if applicable.

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TAK vs. IEF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

TAK vs. IEF — Risk / Return Rank

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

TAK
TAK Risk / Return Rank: 7878
Overall Rank
TAK Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
TAK Sortino Ratio Rank: 7474
Sortino Ratio Rank
TAK Omega Ratio Rank: 7373
Omega Ratio Rank
TAK Calmar Ratio Rank: 8080
Calmar Ratio Rank
TAK Martin Ratio Rank: 8080
Martin Ratio Rank

IEF
IEF Risk / Return Rank: 4343
Overall Rank
IEF Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
IEF Sortino Ratio Rank: 4242
Sortino Ratio Rank
IEF Omega Ratio Rank: 3434
Omega Ratio Rank
IEF Calmar Ratio Rank: 5757
Calmar Ratio Rank
IEF Martin Ratio Rank: 3838
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.

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.


TAKIEFDifference

Sharpe ratio

Return per unit of total volatility

1.30

0.74

+0.56

Sortino ratio

Return per unit of downside risk

1.76

1.09

+0.66

Omega ratio

Gain probability vs. loss probability

1.23

1.13

+0.10

Calmar ratio

Return relative to maximum drawdown

2.24

1.32

+0.92

Martin ratio

Return relative to average drawdown

5.82

3.31

+2.50

TAK vs. IEF - Sharpe Ratio Comparison

The current TAK Sharpe Ratio is 1.30, which is higher than the IEF Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of TAK and IEF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TAKIEFDifference

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.


TTM20252024202320222021202020192018201720162015
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


TAKIEFDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-18.51%

-10.88%

-7.63%

Average Drawdown

Average peak-to-trough decline

-23.22%

-5.30%

-17.92%

Ulcer Index

Depth 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


TAKIEFDifference

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%