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TDG vs. IBDT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

TDG vs. IBDT

Last updated Jun 4, 2026

TDG (TransDigm Group Incorporated) is a stock, while IBDT (iShares iBonds Dec 2028 Term Corporate ETF) is Corporate Bonds fund tracking the Bloomberg December 2028 Maturity Corporate Index. Over the past 5 years, TDG returned 16.99%/yr vs 1.39%/yr for IBDT. At a 0.12 correlation, their price movements are largely independent.

Performance

TDG vs. IBDT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TransDigm Group Incorporated (TDG) and iShares iBonds Dec 2028 Term Corporate ETF (IBDT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TDG achieves a -8.89% return, which is significantly lower than IBDT's 0.78% return.

TDG

1D
-2.84%
1M
5.38%
YTD
-8.89%
6M
-9.40%
1Y
-11.06%
3Y*
21.32%
5Y*
16.99%
10Y*
22.05%

IBDT

1D
-0.06%
1M
0.27%
YTD
0.78%
6M
1.15%
1Y
4.55%
3Y*
5.51%
5Y*
1.39%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

TDG vs. IBDT - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
TDG
TransDigm Group Incorporated		-8.89%12.15%32.27%66.57%1.77%2.82%10.51%84.41%-7.74%
IBDT
iShares iBonds Dec 2028 Term Corporate ETF		0.78%7.02%3.97%7.72%-11.42%-1.90%9.62%15.15%1.19%

Correlation

The correlation between TDG and IBDT is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.13

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

0.16

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

0.15

Correlation (All Time)
Calculated using the full available price history since Sep 21, 2018

0.12

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

TransDigm Group Incorporated

iShares iBonds Dec 2028 Term Corporate ETF

Often compared with TDG:
TDG vs. HEITDG vs. HWMTDG vs. AXONTDG vs. TGITDG vs. VOOTDG vs. TXTTDG vs. MSFT
Often compared with IBDT:
IBDT vs. BSCSIBDT vs. BSCTIBDT vs. IBDQIBDT vs. ERNA.LIBDT vs. DODIXIBDT vs. IBDUIBDT vs. SGOV

Return for Risk

TDG vs. IBDT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
TDG
TDG Risk / Return Rank: 2424
Overall Rank
TDG Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
TDG Sortino Ratio Rank: 2222
Sortino Ratio Rank
TDG Omega Ratio Rank: 2121
Omega Ratio Rank
TDG Calmar Ratio Rank: 2626
Calmar Ratio Rank
TDG Martin Ratio Rank: 2626
Martin Ratio Rank
IBDT
IBDT Risk / Return Rank: 8888
Overall Rank
IBDT Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
IBDT Sortino Ratio Rank: 9292
Sortino Ratio Rank
IBDT Omega Ratio Rank: 9090
Omega Ratio Rank
IBDT Calmar Ratio Rank: 8383
Calmar Ratio Rank
IBDT Martin Ratio Rank: 8989
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.

TDG vs. IBDT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TransDigm Group Incorporated (TDG) and iShares iBonds Dec 2028 Term Corporate ETF (IBDT). 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.

TDGIBDTDifference
Sharpe ratioReturn per unit of total volatility
-0.40
2.81

-3.22

Sortino ratioReturn per unit of downside risk
-0.36
4.50

-4.86

Omega ratioGain probability vs. loss probability

0.95

1.59

-0.64

Calmar ratioReturn relative to maximum drawdown

-0.44

4.44

-4.88

Martin ratioReturn relative to average drawdown

-0.77

20.21

-20.98

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TDG vs. IBDT - Sharpe Ratio Comparison

The current TDG Sharpe Ratio is -0.40, which is lower than the IBDT Sharpe Ratio of 2.81. The chart below compares the historical Sharpe Ratios of TDG and IBDT, 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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Sharpe Ratios by Period

TDGIBDTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.40

2.81

-3.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.28

+0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.85

0.61

+0.24

Drawdowns

TDG vs. IBDT - Drawdown Comparison

The maximum TDG drawdown since its inception was -62.64%, which is greater than IBDT's maximum drawdown of -17.79%. Use the drawdown chart below to compare losses from any high point for TDG and IBDT.

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Drawdown Indicators

TDGIBDTDifference

Max Drawdown

Largest peak-to-trough decline

-62.64%

-17.79%

-44.85%

Max Drawdown (1Y)

Largest decline over 1 year

-25.30%

-1.03%

-24.27%

Max Drawdown (3Y)

Largest decline over 3 years

-25.30%

-3.19%

-22.11%

Max Drawdown (5Y)

Largest decline over 5 years

-25.30%

-17.68%

-7.62%

Max Drawdown (10Y)

Largest decline over 10 years

-62.64%

—

—

Current Drawdown

Current decline from peak

-20.11%

-0.09%

-20.02%

Average Drawdown

Average peak-to-trough decline

-7.94%

-4.16%

-3.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.43%

0.23%

+14.20%

Volatility

TDG vs. IBDT - Volatility Comparison

TransDigm Group Incorporated (TDG) has a higher volatility of 8.66% compared to iShares iBonds Dec 2028 Term Corporate ETF (IBDT) at 0.34%. This indicates that TDG's price experiences larger fluctuations and is considered to be riskier than IBDT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

TDGIBDTDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.66%

0.34%

+8.32%

Volatility (6M)

Calculated over the trailing 6-month period

20.86%

1.04%

+19.82%

Volatility (1Y)

Calculated over the trailing 1-year period

27.45%

1.62%

+25.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.78%

5.07%

+22.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.76%

6.37%

+27.39%

Dividends

TDG vs. IBDT - Dividend Comparison

TDG's dividend yield for the trailing twelve months is around 7.43%, more than IBDT's 4.55% yield.

PositionTTM2025202420232022202120202019201820172016
IBDT
iShares iBonds Dec 2028 Term Corporate ETF		4.55%4.56%4.67%4.10%3.25%2.45%2.80%3.32%1.47%0.00%0.00%
TDG
TransDigm Group Incorporated		7.43%6.77%5.92%3.46%2.94%0.00%0.00%11.16%0.00%8.01%9.64%

Frequently Asked Questions

TDG and IBDT have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TDG has higher volatility (8.66%) compared to IBDT (0.34%). In terms of maximum drawdown, TDG dropped -62.64% vs IBDT's -17.79%.

IBDT currently has the higher Sharpe Ratio (2.81 vs -0.40), 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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