TEM vs. IBTA.L

Last updated Jun 16, 2026

TEM (Tempus AI, Inc) is a stock, while IBTA.L (iShares USD Treasury Bond 1-3yr UCITS ETF (Acc)) is Government Bonds fund tracking the ICE US Treasury 1-3 Year Index. Over the past year, TEM returned -26.60% vs 3.48% for IBTA.L. At a 0.03 correlation, their price movements are largely independent.

Performance

TEM vs. IBTA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tempus AI, Inc (TEM) and iShares USD Treasury Bond 1-3yr UCITS ETF (Acc) (IBTA.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TEM achieves a -11.40% return, which is significantly lower than IBTA.L's 0.51% return.

TEM

• 1D: 9.41%
• 1M: 19.10%
• YTD: -11.40%
• 6M: -23.81%
• 1Y: -26.60%
• 3Y*: —
• 5Y*: —
• 10Y*: —

IBTA.L

• 1D: 0.00%
• 1M: 0.34%
• YTD: 0.51%
• 6M: 0.85%
• 1Y: 3.48%
• 3Y*: 4.33%
• 5Y*: 1.89%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

TEM vs. IBTA.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024
TEM Tempus AI, Inc	-11.40%	74.91%	-15.60%
IBTA.L iShares USD Treasury Bond 1-3yr UCITS ETF (Acc)	0.51%	5.34%	2.93%

Correlation

The correlation between TEM and IBTA.L is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.01
Correlation (All Time) Calculated using the full available price history since Jun 14, 2024	0.03

Return for Risk

TEM vs. IBTA.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TEM

TEM Risk / Return Rank: 26
TEM Sharpe Ratio Rank: 24
TEM Sortino Ratio Rank: 26
TEM Omega Ratio Rank: 26
TEM Calmar Ratio Rank: 27
TEM Martin Ratio Rank: 28

IBTA.L

IBTA.L Risk / Return Rank: 87
IBTA.L Sharpe Ratio Rank: 75
IBTA.L Sortino Ratio Rank: 87
IBTA.L Omega Ratio Rank: 94
IBTA.L Calmar Ratio Rank: 91
IBTA.L Martin Ratio Rank: 89

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.

TEM vs. IBTA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tempus AI, Inc (TEM) and iShares USD Treasury Bond 1-3yr UCITS ETF (Acc) (IBTA.L). 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.

	TEM	IBTA.L	Difference
Sharpe ratio: Return per unit of total volatility	-0.41	2.19	-2.60
Sortino ratio: Return per unit of downside risk	-0.24	3.57	-3.80
Omega ratio: Gain probability vs. loss probability	0.97	1.63	-0.66
Calmar ratio: Return relative to maximum drawdown	-0.45	5.15	-5.61
Martin ratio: Return relative to average drawdown	-0.74	17.76	-18.51

TEM vs. IBTA.L - Sharpe Ratio Comparison

The current TEM Sharpe Ratio is -0.41, which is lower than the IBTA.L Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of TEM and IBTA.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

TEM vs. IBTA.L - Drawdown Comparison

The maximum TEM drawdown since its inception was -58.99%, which is greater than IBTA.L's maximum drawdown of -5.80%. Use the drawdown chart below to compare losses from any high point for TEM and IBTA.L.

Drawdown Indicators

	TEM	IBTA.L	Difference
Max Drawdown Largest peak-to-trough decline	-58.99%	-5.80%	-53.19%
Max Drawdown (1Y) Largest decline over 1 year	-58.96%	-0.67%	-58.29%
Max Drawdown (3Y) Largest decline over 3 years	—	-0.89%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-5.70%	—
Current Drawdown Current decline from peak	-49.33%	0.00%	-49.33%
Average Drawdown Average peak-to-trough decline	-32.03%	-0.96%	-31.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	35.80%	0.20%	+35.60%

Volatility

TEM vs. IBTA.L - Volatility Comparison

Tempus AI, Inc (TEM) has a higher volatility of 23.47% compared to iShares USD Treasury Bond 1-3yr UCITS ETF (Acc) (IBTA.L) at 0.52%. This indicates that TEM's price experiences larger fluctuations and is considered to be riskier than IBTA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TEM	IBTA.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	23.47%	0.52%	+22.95%
Volatility (6M) Calculated over the trailing 6-month period	46.76%	1.13%	+45.63%
Volatility (1Y) Calculated over the trailing 1-year period	64.92%	1.58%	+63.34%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	98.42%	2.17%	+96.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	98.42%	1.93%	+96.49%

Dividends

TEM vs. IBTA.L - Dividend Comparison

Neither TEM nor IBTA.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both TEM and IBTA.L in my portfolio?

TEM and IBTA.L have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.