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TAK vs. IEF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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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Returns By Period

In the year-to-date period, TAK achieves a 1.60% return, which is significantly higher than IEF's -0.53% return. Over the past 10 years, TAK has outperformed IEF with an annualized return of 0.88%, while IEF has yielded a comparatively lower 0.53% annualized return.


TAK

1D
2.39%
1M
-2.52%
YTD
1.60%
6M
2.46%
1Y
10.03%
3Y*
3.51%
5Y*
2.25%
10Y*
0.88%

IEF

1D
0.13%
1M
0.59%
YTD
-0.53%
6M
-0.47%
1Y
3.01%
3Y*
2.59%
5Y*
-1.17%
10Y*
0.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TAK vs. IEF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TAK
Takeda Pharmaceutical Company Limited
1.60%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
-0.53%8.03%-0.63%3.64%-15.15%-3.33%10.01%8.03%0.99%2.55%

Correlation

The correlation between TAK and IEF is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.33

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

0.28

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

0.18

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

0.07

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2008

0.02

Over the past year, TAK and IEF have become more correlated (0.33) than their long-term average of 0.02, meaning their price movements have been converging.

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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: 5454
Overall Rank
TAK Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
TAK Sortino Ratio Rank: 5151
Sortino Ratio Rank
TAK Omega Ratio Rank: 5050
Omega Ratio Rank
TAK Calmar Ratio Rank: 5454
Calmar Ratio Rank
TAK Martin Ratio Rank: 5757
Martin Ratio Rank

IEF
IEF Risk / Return Rank: 1818
Overall Rank
IEF Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
IEF Sortino Ratio Rank: 1818
Sortino Ratio Rank
IEF Omega Ratio Rank: 1717
Omega Ratio Rank
IEF Calmar Ratio Rank: 1818
Calmar Ratio Rank
IEF Martin Ratio Rank: 1818
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.

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.


TAKIEFDifference
Sharpe ratioReturn per unit of total volatility

-0.16

Sortino ratioReturn per unit of downside risk

-0.19

Omega ratioGain probability vs. loss probability

1.10

1.11

-0.01

Calmar ratioReturn relative to maximum drawdown

0.50

0.74

-0.24

Martin ratioReturn relative to average drawdown

1.35

2.01

-0.66

TAK vs. IEF - Sharpe Ratio Comparison

The current TAK Sharpe Ratio is 0.49, which is comparable to the IEF Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of TAK and IEF, 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

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

-20.05%

-4.07%

-15.98%

Max Drawdown (3Y)

Largest decline over 3 years

-20.05%

-7.74%

-12.31%

Max Drawdown (5Y)

Largest decline over 5 years

-24.50%

-21.40%

-3.10%

Max Drawdown (10Y)

Largest decline over 10 years

-54.25%

-23.93%

-30.32%

Current Drawdown

Current decline from peak

-30.30%

-11.23%

-19.07%

Average Drawdown

Average peak-to-trough decline

-23.27%

-5.36%

-17.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.47%

1.50%

+5.97%

Volatility

TAK vs. IEF - Volatility Comparison

Takeda Pharmaceutical Company Limited (TAK) has a higher volatility of 7.92% compared to iShares 7-10 Year Treasury Bond ETF (IEF) at 1.41%. 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

7.92%

1.41%

+6.51%

Volatility (6M)

Calculated over the trailing 6-month period

15.33%

3.48%

+11.85%

Volatility (1Y)

Calculated over the trailing 1-year period

20.73%

4.72%

+16.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.58%

7.71%

+11.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.04%

6.62%

+16.42%

Dividends

TAK vs. IEF - Dividend Comparison

TAK's dividend yield for the trailing twelve months is around 2.03%, less than IEF's 3.90% yield.


PositionTTM20252024202320222021202020192018201720162015
IEF
iShares 7-10 Year Treasury Bond ETF
3.90%3.77%3.62%2.91%1.96%0.83%1.08%2.08%2.24%1.82%1.81%1.90%
TAK
Takeda Pharmaceutical Company Limited
2.03%4.24%4.67%4.41%4.23%2.98%2.30%4.20%4.77%2.81%3.99%2.92%

Frequently Asked Questions


TAK and IEF have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TAK has higher volatility (7.92%) compared to IEF (1.41%). In terms of maximum drawdown, TAK dropped -54.25% vs IEF's -23.93%.

IEF currently has the higher Sharpe Ratio (0.64 vs 0.49), 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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