PortfoliosLab logoPortfoliosLab logo
TLT vs. PERI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TLT vs. PERI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 20+ Year Treasury Bond ETF (TLT) and Perion Network Ltd. (PERI). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, TLT achieves a 0.27% return, which is significantly higher than PERI's -12.11% return. Over the past 10 years, TLT has underperformed PERI with an annualized return of -1.75%, while PERI has yielded a comparatively higher 9.82% annualized return.


TLT

1D
-0.24%
1M
1.40%
YTD
0.27%
6M
0.45%
1Y
3.88%
3Y*
-1.38%
5Y*
-6.53%
10Y*
-1.75%

PERI

1D
1.81%
1M
-19.04%
YTD
-12.11%
6M
-15.21%
1Y
-10.99%
3Y*
-37.43%
5Y*
-13.13%
10Y*
9.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TLT vs. PERI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TLT
iShares 20+ Year Treasury Bond ETF
0.27%4.25%-8.05%2.77%-31.23%-4.60%18.15%14.12%-1.61%9.18%
PERI
Perion Network Ltd.
-12.11%13.11%-72.56%22.02%5.20%88.92%104.66%139.23%-15.86%-27.46%

Correlation

The correlation between TLT and PERI is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

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

0.06

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

0.00

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

-0.05

Correlation (All Time)
Calculated using the full available price history since Jan 31, 2006

-0.07

The correlation between TLT and PERI shifts across timeframes, from -0.07 (all time) to 0.11 (1 year), reflecting how their relationship changes across market environments.

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

TLT vs. PERI — Risk / Return Rank

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

TLT
TLT Risk / Return Rank: 1414
Overall Rank
TLT Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
TLT Sortino Ratio Rank: 1313
Sortino Ratio Rank
TLT Omega Ratio Rank: 1313
Omega Ratio Rank
TLT Calmar Ratio Rank: 1414
Calmar Ratio Rank
TLT Martin Ratio Rank: 1414
Martin Ratio Rank

PERI
PERI Risk / Return Rank: 2727
Overall Rank
PERI Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
PERI Sortino Ratio Rank: 2727
Sortino Ratio Rank
PERI Omega Ratio Rank: 2727
Omega Ratio Rank
PERI Calmar Ratio Rank: 2929
Calmar Ratio Rank
PERI Martin Ratio Rank: 2727
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.

TLT vs. PERI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 20+ Year Treasury Bond ETF (TLT) and Perion Network Ltd. (PERI). 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.


TLTPERIDifference
Sharpe ratioReturn per unit of total volatility

+0.65

Sortino ratioReturn per unit of downside risk

+0.74

Omega ratioGain probability vs. loss probability

1.06

0.97

+0.09

Calmar ratioReturn relative to maximum drawdown

0.38

-0.41

+0.79

Martin ratioReturn relative to average drawdown

0.92

-0.79

+1.72

TLT vs. PERI - Sharpe Ratio Comparison

The current TLT Sharpe Ratio is 0.30, which is higher than the PERI Sharpe Ratio of -0.35. The chart below compares the historical Sharpe Ratios of TLT and PERI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

TLT vs. PERI - Drawdown Comparison

The maximum TLT drawdown since its inception was -48.35%, smaller than the maximum PERI drawdown of -95.14%. Use the drawdown chart below to compare losses from any high point for TLT and PERI.


Loading charts...

Drawdown Indicators


TLTPERIDifference

Max Drawdown

Largest peak-to-trough decline

-48.35%

-95.14%

+46.79%

Max Drawdown (1Y)

Largest decline over 1 year

-7.58%

-32.55%

+24.97%

Max Drawdown (3Y)

Largest decline over 3 years

-19.18%

-80.65%

+61.47%

Max Drawdown (5Y)

Largest decline over 5 years

-43.70%

-83.08%

+39.38%

Max Drawdown (10Y)

Largest decline over 10 years

-48.35%

-83.08%

+34.73%

Current Drawdown

Current decline from peak

-40.12%

-80.91%

+40.79%

Average Drawdown

Average peak-to-trough decline

-13.84%

-56.77%

+42.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.14%

16.87%

-13.73%

Volatility

TLT vs. PERI - Volatility Comparison

The current volatility for iShares 20+ Year Treasury Bond ETF (TLT) is 2.83%, while Perion Network Ltd. (PERI) has a volatility of 19.93%. This indicates that TLT experiences smaller price fluctuations and is considered to be less risky than PERI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


TLTPERIDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.83%

19.93%

-17.10%

Volatility (6M)

Calculated over the trailing 6-month period

6.64%

29.16%

-22.52%

Volatility (1Y)

Calculated over the trailing 1-year period

9.68%

38.91%

-29.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.85%

53.69%

-37.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.91%

58.80%

-43.89%

Dividends

TLT vs. PERI - Dividend Comparison

TLT's dividend yield for the trailing twelve months is around 4.56%, while PERI has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
PERI
Perion Network Ltd.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TLT
iShares 20+ Year Treasury Bond ETF
4.56%4.43%4.30%3.38%2.67%1.50%1.50%2.27%2.63%2.43%2.60%2.61%

Frequently Asked Questions


TLT and PERI have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PERI has higher volatility (19.93%) compared to TLT (2.83%). In terms of maximum drawdown, TLT dropped -48.35% vs PERI's -95.14%.

TLT currently has the higher Sharpe Ratio (0.30 vs -0.35), 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.

Portfolio Optimizer

Find the right allocation for TLT and PERI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer