(HYG) iShares High Yield - Ratings and Ratios
High Yield Bonds, Corporate Bonds, U.S. Dollar Denominated, Fixed Income
| Risk via 10d forecast | |
|---|---|
| Volatility | 3.90% |
| Value at Risk 5%th | 8.11% |
| Relative Tail Risk | 0.55% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.50 |
| Alpha | 0.11 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.253 |
| Beta | 0.246 |
| Beta Downside | 0.245 |
| Drawdowns 3y | |
|---|---|
| Max DD | 4.91% |
| Mean DD | 0.85% |
| Median DD | 0.45% |
Description: HYG iShares High Yield October 16, 2025
The iShares iBoxx $ High Yield Corporate Bond ETF (NYSE ARCA:HYG) tracks a rules-based index of U.S. dollar-denominated high-yield corporate bonds that are publicly offered in the United States. The fund is required to hold at least 80 % of its assets in the index’s component securities and at least 90 % in fixed-income securities that match the index’s composition, aiming to closely replicate the index’s performance.
Key metrics as of the latest reporting period show a weighted average credit rating of approximately BB+, a portfolio duration of roughly 4.5 years, and a yield-to-worst near 7.2 %. The fund’s performance is highly sensitive to the U.S. term spread and corporate default rates, both of which have been influenced by the Federal Reserve’s monetary policy stance and the broader economic slowdown in cyclical sectors such as energy and consumer discretionary.
For a deeper dive into HYG’s risk-adjusted return profile, the ValueRay platform offers granular analytics you may find useful.
HYG ETF Overview
| Market Cap in USD | 18,085m |
| Category | High Yield Bond |
| TER | 0.49% |
| IPO / Inception | 2007-04-04 |
| Return 12m vs S&P 500 | -6.04% |
| Analyst Rating | - |
HYG Dividends
| Dividend Yield | 5.76% |
| Yield on Cost 5y | 7.03% |
| Yield CAGR 5y | 2.61% |
| Payout Consistency | 93.0% |
| Payout Ratio | - |
HYG Growth Ratios
| CAGR 3y | 9.04% |
| CAGR/Max DD Calmar Ratio | 1.84 |
| CAGR/Mean DD Pain Ratio | 10.62 |
| Current Volume | 53630.7k |
| Average Volume | 45418.1k |
What is the price of HYG shares?
Over the past week, the price has changed by -0.07%, over one month by +0.20%, over three months by +0.95% and over the past year by +7.02%.
Is iShares High Yield a good stock to buy?
Based on momentum, paid dividends and discounted-cash-flow analyses, the fair value of HYG is around 80.36 USD . This means that HYG is currently overvalued and has a potential downside of 0.2%.
Is HYG a buy, sell or hold?
What are the forecasts/targets for the HYG price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 89.5 | 11.6% |
HYG Fundamental Data Overview November 09, 2025
Beta = 0.65
Revenue TTM = 0.0 USD
EBIT TTM = 0.0 USD
EBITDA TTM = 0.0 USD
Long Term Debt = unknown (none)
Short Term Debt = unknown (none)
Debt = unknown
Net Debt = unknown
Enterprise Value = 18.08b USD (18.08b + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 18.08b)
FCF Margin = unknown (Revenue TTM is 0 or missing)
Net Margin = unknown
Gross Margin = unknown ((Revenue TTM 0.0 - Cost of Revenue TTM 0.0) / Revenue TTM)
Tobins Q-Ratio = unknown (Enterprise Value 18.08b / Total Assets none)
Interest Expense / Debt = unknown (Interest Expense 0.0 / Debt none)
Taxrate = 21.0% (US default 21%)
NOPAT = 0.0 (EBIT 0.0 * (1 - 21.00%))
Current Ratio = unknown (Total Current Assets none / Total Current Liabilities none)
Debt / Equity = unknown (Debt none)
Debt / EBITDA = unknown (Net Debt none / EBITDA 0.0)
Debt / FCF = unknown (Net Debt none / FCF TTM 0.0)
Total Stockholder Equity = 0.0 (from calculated bookValueOfEquity)
RoA = unknown (Net Income 0.0 / Total Assets none)
RoE = unknown (Net Income TTM 0.0 / Total Stockholder Equity 0.0)
RoCE = unknown (EBIT 0.0 / Capital Employed )
RoIC = unknown (NOPAT 0.0, Invested Capital 0.0, EBIT 0.0)
WACC = 8.41% (E(18.08b)/V(18.08b) * Re(8.41%) + (debt-free company))
Discount Rate = 8.41% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for HYG ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle