TDG vs. IBTL
TDG (TransDigm Group Incorporated) is a stock, while IBTL (iShares iBonds Dec 2031 Term Treasury ETF) is Government Bonds fund tracking the ICE 2031 Maturity US Treasury Index. Over the past 3 years, TDG returned 22.32%/yr vs 3.19%/yr for IBTL. At a 0.07 correlation, their price movements are largely independent.
Performance
TDG vs. IBTL - Performance Comparison
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Returns By Period
In the year-to-date period, TDG achieves a -5.55% return, which is significantly lower than IBTL's -0.37% return.
TDG
- 1D
- -0.12%
- 1M
- 9.32%
- YTD
- -5.55%
- 6M
- -2.98%
- 1Y
- -6.75%
- 3Y*
- 22.32%
- 5Y*
- 17.95%
- 10Y*
- 22.72%
IBTL
- 1D
- -0.15%
- 1M
- 0.59%
- YTD
- -0.37%
- 6M
- -0.06%
- 1Y
- 3.51%
- 3Y*
- 3.19%
- 5Y*
- —
- 10Y*
- —
TDG vs. IBTL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
TDG TransDigm Group Incorporated | -5.55% | 12.15% | 32.27% | 66.57% | 1.77% | 4.52% |
IBTL iShares iBonds Dec 2031 Term Treasury ETF | -0.37% | 7.85% | 0.36% | 3.60% | -15.60% | -1.22% |
Correlation
The correlation between TDG and IBTL is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Aug 30, 2021 | 0.07 |
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Return for Risk
TDG vs. IBTL — Risk / Return Rank
TDG
IBTL
TDG vs. IBTL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TransDigm Group Incorporated (TDG) and iShares iBonds Dec 2031 Term Treasury ETF (IBTL). 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 | IBTL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.17 | ||
| Sortino ratioReturn per unit of downside risk | -1.57 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.16 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | -0.26 | 1.16 | -1.42 |
| Martin ratioReturn relative to average drawdown | -0.44 | 3.19 | -3.64 |
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Drawdowns
TDG vs. IBTL - Drawdown Comparison
The maximum TDG drawdown since its inception was -62.64%, which is greater than IBTL's maximum drawdown of -20.93%. Use the drawdown chart below to compare losses from any high point for TDG and IBTL.
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Drawdown Indicators
| TDG | IBTL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.64% | -20.93% | -41.71% |
Max Drawdown (1Y)Largest decline over 1 year | -25.30% | -2.83% | -22.47% |
Max Drawdown (3Y)Largest decline over 3 years | -25.30% | -7.38% | -17.92% |
Max Drawdown (5Y)Largest decline over 5 years | -25.30% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -62.64% | — | — |
Current DrawdownCurrent decline from peak | -17.18% | -7.16% | -10.02% |
Average DrawdownAverage peak-to-trough decline | -7.95% | -11.43% | +3.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.75% | 1.03% | +13.72% |
Volatility
TDG vs. IBTL - Volatility Comparison
TransDigm Group Incorporated (TDG) has a higher volatility of 9.84% compared to iShares iBonds Dec 2031 Term Treasury ETF (IBTL) at 1.11%. This indicates that TDG's price experiences larger fluctuations and is considered to be riskier than IBTL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TDG | IBTL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.84% | 1.11% | +8.73% |
Volatility (6M)Calculated over the trailing 6-month period | 21.88% | 2.41% | +19.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.32% | 3.50% | +24.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.96% | 7.44% | +20.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.83% | 7.44% | +26.39% |
Dividends
TDG vs. IBTL - Dividend Comparison
TDG's dividend yield for the trailing twelve months is around 7.17%, more than IBTL's 3.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
IBTL iShares iBonds Dec 2031 Term Treasury ETF | 3.97% | 3.93% | 4.07% | 3.04% | 2.36% | 0.70% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TDG TransDigm Group Incorporated | 7.17% | 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 IBTL have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TDG has higher volatility (9.84%) compared to IBTL (1.11%). In terms of maximum drawdown, TDG dropped -62.64% vs IBTL's -20.93%.
IBTL currently has the higher Sharpe Ratio (0.94 vs -0.23), 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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