BX vs. SGOV
BX (Blackstone Inc.) is a stock, while SGOV (iShares 0-3 Month Treasury Bond ETF) is Ultrashort Bond fund tracking the ICE 0-3 Month US Treasury Securities Index. Over the past 5 years, BX returned 6.56%/yr vs 3.58%/yr for SGOV. At a correlation of -0.01, they often move in opposite directions.
Performance
BX vs. SGOV - Performance Comparison
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Returns By Period
In the year-to-date period, BX achieves a -24.37% return, which is significantly lower than SGOV's 1.73% return.
BX
- 1D
- 1.05%
- 1M
- -3.34%
- YTD
- -24.37%
- 6M
- -25.06%
- 1Y
- -17.58%
- 3Y*
- 12.17%
- 5Y*
- 6.56%
- 10Y*
- 22.57%
SGOV
- 1D
- 0.01%
- 1M
- 0.29%
- YTD
- 1.73%
- 6M
- 1.80%
- 1Y
- 3.92%
- 3Y*
- 4.69%
- 5Y*
- 3.58%
- 10Y*
- —
BX vs. SGOV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
BX Blackstone Inc. | -24.37% | -7.84% | 35.07% | 82.75% | -40.01% | 107.11% | 16.67% |
SGOV iShares 0-3 Month Treasury Bond ETF | 1.73% | 4.24% | 5.27% | 5.12% | 1.58% | 0.04% | 0.04% |
Correlation
The correlation between BX and SGOV is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.00 |
Correlation (All Time) Calculated using the full available price history since May 28, 2020 | -0.01 |
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Return for Risk
BX vs. SGOV — Risk / Return Rank
BX
SGOV
BX vs. SGOV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Blackstone Inc. (BX) and iShares 0-3 Month Treasury Bond ETF (SGOV). 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.
| BX | SGOV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -20.82 | ||
| Sortino ratioReturn per unit of downside risk | -274.08 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 194.05 | -193.11 |
| Calmar ratioReturn relative to maximum drawdown | -0.39 | 395.07 | -395.46 |
| Martin ratioReturn relative to average drawdown | -0.71 | 4,426.92 | -4,427.63 |
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Drawdowns
BX vs. SGOV - Drawdown Comparison
The maximum BX drawdown since its inception was -88.09%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for BX and SGOV.
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Drawdown Indicators
| BX | SGOV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.09% | -0.03% | -88.06% |
Max Drawdown (1Y)Largest decline over 1 year | -44.76% | -0.01% | -44.75% |
Max Drawdown (3Y)Largest decline over 3 years | -46.50% | -0.01% | -46.49% |
Max Drawdown (5Y)Largest decline over 5 years | -49.29% | -0.03% | -49.26% |
Max Drawdown (10Y)Largest decline over 10 years | -49.29% | — | — |
Current DrawdownCurrent decline from peak | -39.62% | 0.00% | -39.62% |
Average DrawdownAverage peak-to-trough decline | -26.40% | -0.00% | -26.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.94% | 0.00% | +24.94% |
Volatility
BX vs. SGOV - Volatility Comparison
Blackstone Inc. (BX) has a higher volatility of 13.71% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.04%. This indicates that BX's price experiences larger fluctuations and is considered to be riskier than SGOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BX | SGOV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.71% | 0.04% | +13.67% |
Volatility (6M)Calculated over the trailing 6-month period | 29.20% | 0.12% | +29.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.31% | 0.19% | +35.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.55% | 0.24% | +39.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.80% | 0.24% | +35.56% |
Dividends
BX vs. SGOV - Dividend Comparison
BX's dividend yield for the trailing twelve months is around 4.35%, more than SGOV's 3.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BX Blackstone Inc. | 4.35% | 3.04% | 2.00% | 2.54% | 6.66% | 2.76% | 2.95% | 3.43% | 8.12% | 7.25% | 6.14% | 11.76% |
SGOV iShares 0-3 Month Treasury Bond ETF | 3.85% | 4.10% | 5.10% | 4.87% | 1.45% | 0.03% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
BX and SGOV have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BX has higher volatility (13.71%) compared to SGOV (0.04%). In terms of maximum drawdown, BX dropped -88.09% vs SGOV's -0.03%.
SGOV currently has the higher Sharpe Ratio (20.32 vs -0.50), 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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