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TIP vs. PG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TIP vs. PG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares TIPS Bond ETF (TIP) and The Procter & Gamble Company (PG). 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 1.40% return, which is significantly lower than PG's 5.93% return. Over the past 10 years, TIP has underperformed PG with an annualized return of 2.53%, while PG has yielded a comparatively higher 8.96% annualized return.


TIP

1D
0.01%
1M
-0.21%
YTD
1.40%
6M
1.42%
1Y
4.61%
3Y*
4.00%
5Y*
0.91%
10Y*
2.53%

PG

1D
0.86%
1M
5.18%
YTD
5.93%
6M
6.28%
1Y
-5.68%
3Y*
3.69%
5Y*
4.73%
10Y*
8.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TIP vs. PG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TIP
iShares TIPS Bond ETF
1.40%6.77%1.65%3.80%-12.26%5.68%10.84%8.35%-1.42%2.92%
PG
The Procter & Gamble Company
5.93%-12.26%17.25%-0.86%-5.05%20.52%14.15%39.70%3.57%12.69%

Correlation

The correlation between TIP and PG is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.18

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

0.17

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

0.12

Correlation (All Time)
Calculated using the full available price history since Dec 5, 2003

-0.04

The correlation between TIP and PG shifts across timeframes, from -0.04 (all time) to 0.25 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

TIP vs. PG — Risk / Return Rank

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

TIP
TIP Risk / Return Rank: 4747
Overall Rank
TIP Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
TIP Sortino Ratio Rank: 4848
Sortino Ratio Rank
TIP Omega Ratio Rank: 4242
Omega Ratio Rank
TIP Calmar Ratio Rank: 5353
Calmar Ratio Rank
TIP Martin Ratio Rank: 4949
Martin Ratio Rank

PG
PG Risk / Return Rank: 2828
Overall Rank
PG Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
PG Sortino Ratio Rank: 2525
Sortino Ratio Rank
PG Omega Ratio Rank: 2626
Omega Ratio Rank
PG Calmar Ratio Rank: 3131
Calmar Ratio Rank
PG Martin Ratio Rank: 3131
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. PG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares TIPS Bond ETF (TIP) and The Procter & Gamble Company (PG). 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.


TIPPGDifference
Sharpe ratioReturn per unit of total volatility

+1.67

Sortino ratioReturn per unit of downside risk

+2.42

Omega ratioGain probability vs. loss probability

1.24

0.97

+0.28

Calmar ratioReturn relative to maximum drawdown

2.34

-0.37

+2.71

Martin ratioReturn relative to average drawdown

7.00

-0.68

+7.68

TIP vs. PG - Sharpe Ratio Comparison

The current TIP Sharpe Ratio is 1.37, which is higher than the PG Sharpe Ratio of -0.30. The chart below compares the historical Sharpe Ratios of TIP and PG, 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. PG - Drawdown Comparison

The maximum TIP drawdown since its inception was -14.57%, smaller than the maximum PG drawdown of -54.25%. Use the drawdown chart below to compare losses from any high point for TIP and PG.


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Drawdown Indicators


TIPPGDifference

Max Drawdown

Largest peak-to-trough decline

-14.57%

-54.25%

+39.68%

Max Drawdown (1Y)

Largest decline over 1 year

-1.98%

-15.52%

+13.54%

Max Drawdown (3Y)

Largest decline over 3 years

-4.54%

-21.15%

+16.61%

Max Drawdown (5Y)

Largest decline over 5 years

-14.51%

-23.77%

+9.26%

Max Drawdown (10Y)

Largest decline over 10 years

-14.51%

-23.77%

+9.26%

Current Drawdown

Current decline from peak

-0.46%

-13.29%

+12.83%

Average Drawdown

Average peak-to-trough decline

-3.43%

-12.16%

+8.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.66%

8.80%

-8.14%

Volatility

TIP vs. PG - Volatility Comparison

The current volatility for iShares TIPS Bond ETF (TIP) is 1.03%, while The Procter & Gamble Company (PG) has a volatility of 6.99%. This indicates that TIP experiences smaller price fluctuations and is considered to be less risky than PG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TIPPGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.03%

6.99%

-5.96%

Volatility (6M)

Calculated over the trailing 6-month period

2.32%

15.01%

-12.69%

Volatility (1Y)

Calculated over the trailing 1-year period

3.39%

18.78%

-15.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.21%

17.82%

-11.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.74%

19.05%

-13.31%

Dividends

TIP vs. PG - Dividend Comparison

TIP's dividend yield for the trailing twelve months is around 3.76%, more than PG's 2.85% yield.


PositionTTM20252024202320222021202020192018201720162015
PG
The Procter & Gamble Company
2.85%2.91%2.36%2.55%2.38%2.08%2.24%2.37%3.09%2.98%3.18%3.31%
TIP
iShares TIPS Bond ETF
3.76%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 PG have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PG has higher volatility (6.99%) compared to TIP (1.03%). In terms of maximum drawdown, TIP dropped -14.57% vs PG's -54.25%.

TIP currently has the higher Sharpe Ratio (1.37 vs -0.30), 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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