TDG vs. IBTH
TDG (TransDigm Group Incorporated) is a stock, while IBTH (iShares iBonds Dec 2027 Term Treasury ETF) is Government Bonds fund tracking the ICE 2027 Maturity US Treasury Index. Over the past 5 years, TDG returned 19.69%/yr vs 0.33%/yr for IBTH. Their -0.03 correlation means they have often moved in opposite directions in the past.
Performance
TDG vs. IBTH - Performance Comparison
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Returns By Period
In the year-to-date period, TDG achieves a -4.12% return, which is significantly lower than IBTH's 1.48% return.
TDG
- 1D
- -0.82%
- 1M
- -5.45%
- 6M
- -2.06%
- YTD
- -4.12%
- 1Y
- -15.31%
- 3Y*
- 18.51%
- 5Y*
- 19.69%
- 10Y*
- 21.94%
- ALL TIME*
- 27.71%
IBTH
- 1D
- 0.04%
- 1M
- 0.29%
- 6M
- 1.27%
- YTD
- 1.48%
- 1Y
- 3.29%
- 3Y*
- 4.28%
- 5Y*
- 0.33%
- 10Y*
- —
- ALL TIME*
- 0.69%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $9.74M | $9.96M | $10.34M | |
| $530.15M | $463.56M | $492.87M |
TDG vs. IBTH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
TDG TransDigm Group Incorporated | -4.12% | 12.15% | 32.27% | 66.57% | 1.77% | 2.82% | 12.63% |
IBTH iShares iBonds Dec 2027 Term Treasury ETF | 1.48% | 5.29% | 3.22% | 4.38% | -9.75% | -3.43% | 4.20% |
Correlation
The correlation between TDG and IBTH is 0.12, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.12 |
Correlation (3Y) Balances recent behavior with more history. | 0.06 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.04 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2020 | -0.03 |
The correlation between TDG and IBTH shifts across timeframes, from -0.03 (all time) to 0.12 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
TDG vs. IBTH — Risk / Return Rank
TDG
IBTH
TDG vs. IBTH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TransDigm Group Incorporated (TDG) and iShares iBonds Dec 2027 Term Treasury ETF (IBTH). 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 | IBTH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.40 | ||
| Sortino ratioReturn per unit of downside risk | -6.98 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.87 | -0.94 |
| Calmar ratioReturn relative to maximum drawdown | -0.70 | 8.65 | -9.36 |
| Martin ratioReturn relative to average drawdown | -1.44 | 38.36 | -39.80 |
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Drawdowns
TDG vs. IBTH - Drawdown Comparison
The maximum TDG drawdown since its inception was -62.64%, which is greater than IBTH's maximum drawdown of -16.16%. Use the drawdown chart below to compare losses from any high point for TDG and IBTH.
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Drawdown Indicators
| TDG | IBTH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.64% | -16.16% | -46.48% |
Max Drawdown (1Y)Largest decline over 1 year | -21.87% | -0.38% | -21.49% |
Max Drawdown (3Y)Largest decline over 3 years | -25.30% | -1.92% | -23.38% |
Max Drawdown (5Y)Largest decline over 5 years | -25.30% | -13.94% | -11.36% |
Max Drawdown (10Y)Largest decline over 10 years | -62.64% | — | — |
Current DrawdownCurrent decline from peak | -15.92% | -0.81% | -15.11% |
Average DrawdownAverage peak-to-trough decline | -8.01% | -6.57% | -1.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.30% | 0.09% | +15.21% |
Volatility
TDG vs. IBTH - Volatility Comparison
TransDigm Group Incorporated (TDG) has a higher volatility of 9.06% compared to iShares iBonds Dec 2027 Term Treasury ETF (IBTH) at 0.19%. This indicates that TDG's price experiences larger fluctuations and is considered to be riskier than IBTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TDG | IBTH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.06% | 0.19% | +8.87% |
Volatility (6M)Calculated over the trailing 6-month period | 23.39% | 0.58% | +22.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.65% | 0.85% | +28.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.02% | 4.15% | +23.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.95% | 4.15% | +29.80% |
Dividends
TDG vs. IBTH - Dividend Comparison
TDG's dividend yield for the trailing twelve months is around 7.06%, more than IBTH's 3.79% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
IBTH iShares iBonds Dec 2027 Term Treasury ETF | 3.79% | 3.92% | 4.04% | 3.61% | 2.00% | 0.77% | 0.50% | 0.00% | 0.00% | 0.00% | 0.00% |
TDG TransDigm Group Incorporated | 7.06% | 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 IBTH have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TDG has higher volatility (9.06%) compared to IBTH (0.19%). In terms of maximum drawdown, TDG dropped -62.64% vs IBTH's -16.16%.
IBTH currently has the higher Sharpe Ratio (3.88 vs -0.52), 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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