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TIP vs. CF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TIP vs. CF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares TIPS Bond ETF (TIP) and CF Industries Holdings, Inc. (CF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TIP achieves a 1.00% return, which is significantly lower than CF's 52.60% return. Over the past 10 years, TIP has underperformed CF with an annualized return of 2.34%, while CF has yielded a comparatively higher 19.43% annualized return.


TIP

1D
0.01%
1M
-0.38%
6M
0.76%
YTD
1.00%
1Y
3.30%
3Y*
4.07%
5Y*
0.66%
10Y*
2.34%

CF

1D
2.54%
1M
9.72%
6M
42.89%
YTD
52.60%
1Y
21.57%
3Y*
19.81%
5Y*
20.74%
10Y*
19.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TIP vs. CF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TIP
iShares TIPS Bond ETF
1.00%6.77%1.65%3.80%-12.26%5.68%10.84%8.35%-1.42%2.92%
CF
CF Industries Holdings, Inc.
52.60%-7.17%10.08%-4.75%22.29%87.18%-15.76%12.73%5.13%40.24%

Correlation

The correlation between TIP and CF is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.13

Correlation (3Y)
Calculated over the trailing 3-year period

-0.01

Correlation (5Y)
Calculated over the trailing 5-year period

0.01

Correlation (10Y)
Calculated over the trailing 10-year period

-0.04

Correlation (All Time)
Calculated using the full available price history since Aug 11, 2005

-0.07

The correlation between TIP and CF shifts across timeframes, from -0.13 (1 year) to 0.01 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

TIP vs. CF — Risk / Return Rank

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

TIP
TIP Risk / Return Rank: 3232
Overall Rank
TIP Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
TIP Sortino Ratio Rank: 2929
Sortino Ratio Rank
TIP Omega Ratio Rank: 2727
Omega Ratio Rank
TIP Calmar Ratio Rank: 3939
Calmar Ratio Rank
TIP Martin Ratio Rank: 3737
Martin Ratio Rank

CF
CF Risk / Return Rank: 6363
Overall Rank
CF Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
CF Sortino Ratio Rank: 6262
Sortino Ratio Rank
CF Omega Ratio Rank: 6060
Omega Ratio Rank
CF Calmar Ratio Rank: 6666
Calmar Ratio Rank
CF Martin Ratio Rank: 6464
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.

TIP vs. CF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares TIPS Bond ETF (TIP) and CF Industries Holdings, Inc. (CF). 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.


TIPCFDifference
Sharpe ratioReturn per unit of total volatility

+0.31

Sortino ratioReturn per unit of downside risk

+0.24

Omega ratioGain probability vs. loss probability

1.16

1.13

+0.02

Calmar ratioReturn relative to maximum drawdown

1.59

0.98

+0.62

Martin ratioReturn relative to average drawdown

4.58

1.88

+2.70

TIP vs. CF - Sharpe Ratio Comparison

The current TIP Sharpe Ratio is 0.91, which is higher than the CF Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of TIP and CF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TIP vs. CF - Drawdown Comparison

The maximum TIP drawdown since its inception was -14.57%, smaller than the maximum CF drawdown of -76.73%. Use the drawdown chart below to compare losses from any high point for TIP and CF.


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Drawdown Indicators


TIPCFDifference

Max Drawdown

Largest peak-to-trough decline

-14.57%

-76.73%

+62.16%

Max Drawdown (1Y)

Largest decline over 1 year

-1.98%

-25.45%

+23.47%

Max Drawdown (3Y)

Largest decline over 3 years

-4.54%

-29.16%

+24.62%

Max Drawdown (5Y)

Largest decline over 5 years

-14.51%

-48.36%

+33.85%

Max Drawdown (10Y)

Largest decline over 10 years

-14.51%

-60.74%

+46.23%

Current Drawdown

Current decline from peak

-0.85%

-14.68%

+13.83%

Average Drawdown

Average peak-to-trough decline

-3.42%

-24.91%

+21.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.69%

13.17%

-12.48%

Volatility

TIP vs. CF - Volatility Comparison

The current volatility for iShares TIPS Bond ETF (TIP) is 1.25%, while CF Industries Holdings, Inc. (CF) has a volatility of 8.65%. This indicates that TIP experiences smaller price fluctuations and is considered to be less risky than CF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TIPCFDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.25%

8.65%

-7.40%

Volatility (6M)

Calculated over the trailing 6-month period

2.54%

35.68%

-33.14%

Volatility (1Y)

Calculated over the trailing 1-year period

3.47%

41.78%

-38.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.20%

38.05%

-31.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.73%

40.12%

-34.39%

Dividends

TIP vs. CF - Dividend Comparison

TIP's dividend yield for the trailing twelve months is around 4.44%, more than CF's 1.71% yield.


PositionTTM20252024202320222021202020192018201720162015
CF
CF Industries Holdings, Inc.
1.71%2.59%2.34%2.01%1.76%1.70%3.10%2.51%2.76%2.82%3.81%2.94%
TIP
iShares TIPS Bond ETF
4.44%3.46%2.52%2.73%6.96%4.28%1.17%1.75%2.71%2.07%1.48%0.34%

Frequently Asked Questions


TIP and CF have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CF has higher volatility (8.65%) compared to TIP (1.25%). In terms of maximum drawdown, TIP dropped -14.57% vs CF's -76.73%.

TIP currently has the higher Sharpe Ratio (0.91 vs 0.60), 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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