TDG vs. IBDT
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 18.77%/yr vs 1.31%/yr for IBDT. At a 0.12 correlation, their price movements are largely independent.
Performance
TDG vs. IBDT - Performance Comparison
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Returns By Period
In the year-to-date period, TDG achieves a -0.54% return, which is significantly lower than IBDT's 0.92% return.
TDG
- 1D
- 1.93%
- 1M
- 9.00%
- YTD
- -0.54%
- 6M
- 0.69%
- 1Y
- -4.03%
- 3Y*
- 22.09%
- 5Y*
- 18.77%
- 10Y*
- 23.44%
IBDT
- 1D
- 0.06%
- 1M
- 0.37%
- YTD
- 0.92%
- 6M
- 1.02%
- 1Y
- 3.99%
- 3Y*
- 5.66%
- 5Y*
- 1.31%
- 10Y*
- —
TDG vs. IBDT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
TDG TransDigm Group Incorporated | -0.54% | 12.15% | 32.27% | 66.57% | 1.77% | 2.82% | 10.51% | 84.41% | -7.89% |
IBDT iShares iBonds Dec 2028 Term Corporate ETF | 0.92% | 7.02% | 3.97% | 7.72% | -11.42% | -1.90% | 9.62% | 15.15% | 1.47% |
Correlation
The correlation between TDG and IBDT is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
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 20, 2018 | 0.12 |
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Return for Risk
TDG vs. IBDT — Risk / Return Rank
TDG
IBDT
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.
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.
| TDG | IBDT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.64 | ||
| Sortino ratioReturn per unit of downside risk | -3.92 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.51 | -0.51 |
| Calmar ratioReturn relative to maximum drawdown | -0.16 | 3.90 | -4.06 |
| Martin ratioReturn relative to average drawdown | -0.27 | 17.80 | -18.07 |
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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
| TDG | IBDT | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -12.78% | -0.06% | -12.72% |
Average DrawdownAverage peak-to-trough decline | -7.96% | -4.13% | -3.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.93% | 0.22% | +14.71% |
Volatility
TDG vs. IBDT - Volatility Comparison
TransDigm Group Incorporated (TDG) has a higher volatility of 9.50% compared to iShares iBonds Dec 2028 Term Corporate ETF (IBDT) at 0.49%. 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
| TDG | IBDT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.50% | 0.49% | +9.01% |
Volatility (6M)Calculated over the trailing 6-month period | 22.10% | 1.10% | +21.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.47% | 1.61% | +26.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.98% | 5.06% | +22.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.85% | 6.35% | +27.50% |
Dividends
TDG vs. IBDT - Dividend Comparison
TDG's dividend yield for the trailing twelve months is around 6.80%, more than IBDT's 4.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
IBDT iShares iBonds Dec 2028 Term Corporate ETF | 4.54% | 4.56% | 4.67% | 4.10% | 3.25% | 2.45% | 2.80% | 3.32% | 1.47% | 0.00% | 0.00% |
TDG TransDigm Group Incorporated | 6.80% | 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 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TDG has higher volatility (9.50%) compared to IBDT (0.49%). In terms of maximum drawdown, TDG dropped -62.64% vs IBDT's -17.79%.
IBDT currently has the higher Sharpe Ratio (2.50 vs -0.14), 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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