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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TAK or IEF.
Key characteristics
| TAK | IEF | |
|---|---|---|
| YTD Return | -0.66% | -0.38% |
| 1Y Return | 3.62% | 5.22% |
| 3Y Return (Ann) | 2.32% | -4.04% |
| 5Y Return (Ann) | -3.63% | -1.52% |
| 10Y Return (Ann) | 0.83% | 0.80% |
| Sharpe Ratio | 0.16 | 0.62 |
| Sortino Ratio | 0.34 | 0.93 |
| Omega Ratio | 1.04 | 1.11 |
| Calmar Ratio | 0.06 | 0.21 |
| Martin Ratio | 0.41 | 1.76 |
| Ulcer Index | 6.49% | 2.50% |
| Daily Std Dev | 16.67% | 7.06% |
| Max Drawdown | -52.14% | -23.93% |
| Current Drawdown | -37.72% | -17.18% |
Correlation
The correlation between TAK and IEF is 0.11, 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.
Performance
TAK vs. IEF - Performance Comparison
In the year-to-date period, TAK achieves a -0.66% return, which is significantly lower than IEF's -0.38% return. Both investments have delivered pretty close results over the past 10 years, with TAK having a 0.83% annualized return and IEF not far behind at 0.80%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
TAK vs. IEF - Risk-Adjusted Performance 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.
Dividends
TAK vs. IEF - Dividend Comparison
TAK's dividend yield for the trailing twelve months is around 4.67%, more than IEF's 3.51% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TAK Takeda Pharmaceutical Company Limited | 4.67% | 4.41% | 4.05% | 5.80% | 4.34% | 5.74% | 8.33% | 5.15% | 6.93% | 5.31% | 5.00% | 3.85% |
IEF iShares 7-10 Year Treasury Bond ETF | 3.51% | 2.91% | 1.96% | 0.83% | 1.08% | 2.08% | 2.24% | 1.82% | 1.81% | 1.90% | 2.05% | 1.77% |
Drawdowns
TAK vs. IEF - Drawdown Comparison
The maximum TAK drawdown since its inception was -52.14%, 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. For additional features, visit the drawdowns tool.
Volatility
TAK vs. IEF - Volatility Comparison
Takeda Pharmaceutical Company Limited (TAK) has a higher volatility of 5.29% compared to iShares 7-10 Year Treasury Bond ETF (IEF) at 1.94%. 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.