TEVA vs. IHE
Compare and contrast key facts about Teva Pharmaceutical Industries Limited (TEVA) and iShares U.S. Pharmaceuticals ETF (IHE).
IHE is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Select Pharmaceuticals Index. It was launched on May 5, 2006.
Performance
TEVA vs. IHE - Performance Comparison
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TEVA vs. IHE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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Return for Risk
TEVA vs. IHE — Risk / Return Rank
TEVA
IHE
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.
| TEVA | IHE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.33 | 1.59 | +0.74 |
Sortino ratioReturn per unit of downside risk | 3.11 | 2.20 | +0.91 |
Omega ratioGain probability vs. loss probability | 1.42 | 1.29 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 4.44 | 2.52 | +1.92 |
Martin ratioReturn relative to average drawdown | 12.93 | 7.93 | +5.00 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TEVA | IHE | Difference | |
|---|---|---|---|
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%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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Drawdown Indicators
| TEVA | IHE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -55.29% | -4.22% | -51.07% |
Average DrawdownAverage peak-to-trough decline | -31.90% | -7.95% | -23.95% |
Ulcer IndexDepth 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.
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Volatility by Period
| TEVA | IHE | Difference | |
|---|---|---|---|
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% |