PortfoliosLab logoPortfoliosLab logo
TEVA vs. IHE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TEVA vs. IHE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teva Pharmaceutical Industries Limited (TEVA) and iShares U.S. Pharmaceuticals ETF (IHE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

TEVA vs. IHE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TEVA
Teva Pharmaceutical Industries Limited
-3.08%41.61%111.11%14.47%13.86%-16.99%-1.53%-36.45%-18.63%-46.18%
IHE
iShares U.S. Pharmaceuticals ETF
3.70%31.69%8.13%1.06%-4.87%13.07%13.66%15.47%-7.76%10.64%

Returns By Period

In the year-to-date period, TEVA achieves a -3.08% return, which is significantly lower than IHE's 3.70% return. Over the past 10 years, TEVA has underperformed IHE with an annualized return of -5.21%, while IHE has yielded a comparatively higher 8.20% annualized return.


TEVA

1D
0.43%
1M
-10.42%
YTD
-3.08%
6M
50.80%
1Y
97.84%
3Y*
50.64%
5Y*
21.38%
10Y*
-5.21%

IHE

1D
1.15%
1M
-3.66%
YTD
3.70%
6M
18.16%
1Y
32.13%
3Y*
16.43%
5Y*
10.17%
10Y*
8.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


Return for Risk

TEVA vs. IHE — Risk / Return Rank

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

TEVA
TEVA Risk / Return Rank: 9292
Overall Rank
TEVA Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
TEVA Sortino Ratio Rank: 9292
Sortino Ratio Rank
TEVA Omega Ratio Rank: 9191
Omega Ratio Rank
TEVA Calmar Ratio Rank: 9292
Calmar Ratio Rank
TEVA Martin Ratio Rank: 9292
Martin Ratio Rank

IHE
IHE Risk / Return Rank: 7878
Overall Rank
IHE Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
IHE Sortino Ratio Rank: 8181
Sortino Ratio Rank
IHE Omega Ratio Rank: 7575
Omega Ratio Rank
IHE Calmar Ratio Rank: 8383
Calmar Ratio Rank
IHE Martin Ratio Rank: 7272
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.

TEVA vs. IHE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teva Pharmaceutical Industries Limited (TEVA) and iShares U.S. Pharmaceuticals ETF (IHE). 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.


TEVAIHEDifference

Sharpe ratio

Return per unit of total volatility

2.33

1.59

+0.74

Sortino ratio

Return per unit of downside risk

3.11

2.20

+0.91

Omega ratio

Gain probability vs. loss probability

1.42

1.29

+0.13

Calmar ratio

Return relative to maximum drawdown

4.44

2.52

+1.92

Martin ratio

Return relative to average drawdown

12.93

7.93

+5.00

TEVA vs. IHE - Sharpe Ratio Comparison

The current TEVA Sharpe Ratio is 2.33, which is higher than the IHE Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of TEVA and IHE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


TEVAIHEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.33

1.59

+0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.64

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.11

0.45

-0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.50

-0.19

Correlation

The correlation between TEVA and IHE is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

TEVA vs. IHE - Dividend Comparison

TEVA has not paid dividends to shareholders, while IHE's dividend yield for the trailing twelve months is around 1.70%.


TTM20252024202320222021202020192018201720162015
TEVA
Teva Pharmaceutical Industries Limited
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%3.88%3.19%1.77%
IHE
iShares U.S. Pharmaceuticals ETF
1.70%1.76%1.73%1.39%2.01%1.49%1.19%1.40%1.25%1.36%0.92%1.93%

Drawdowns

TEVA vs. IHE - Drawdown Comparison

The maximum TEVA drawdown since its inception was -90.89%, which is greater than IHE's maximum drawdown of -38.20%. Use the drawdown chart below to compare losses from any high point for TEVA and IHE.


Loading graphics...

Drawdown Indicators


TEVAIHEDifference

Max Drawdown

Largest peak-to-trough decline

-90.89%

-38.20%

-52.69%

Max Drawdown (1Y)

Largest decline over 1 year

-21.79%

-10.58%

-11.21%

Max Drawdown (5Y)

Largest decline over 5 years

-43.70%

-16.03%

-27.67%

Max Drawdown (10Y)

Largest decline over 10 years

-88.71%

-29.59%

-59.12%

Current Drawdown

Current decline from peak

-55.29%

-4.22%

-51.07%

Average Drawdown

Average peak-to-trough decline

-31.90%

-7.95%

-23.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.49%

3.36%

+4.13%

Volatility

TEVA vs. IHE - Volatility Comparison

Teva Pharmaceutical Industries Limited (TEVA) has a higher volatility of 11.82% compared to iShares U.S. Pharmaceuticals ETF (IHE) at 5.91%. This indicates that TEVA's price experiences larger fluctuations and is considered to be riskier than IHE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


TEVAIHEDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.82%

5.91%

+5.91%

Volatility (6M)

Calculated over the trailing 6-month period

27.30%

12.12%

+15.18%

Volatility (1Y)

Calculated over the trailing 1-year period

42.20%

20.70%

+21.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.76%

15.95%

+26.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.20%

18.11%

+29.09%