CAPR vs. SHV

Last updated Jun 4, 2026

CAPR (Capricor Therapeutics, Inc.) is a stock, while SHV (iShares 0-1 Year Treasury Bond ETF) is Government Bonds fund tracking the ICE Short US Treasury Securities Index. Over the past 10 years, CAPR returned -1.55%/yr vs 2.23%/yr for SHV. At a 0.02 correlation, their price movements are largely independent.

Performance

CAPR vs. SHV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Capricor Therapeutics, Inc. (CAPR) and iShares 0-1 Year Treasury Bond ETF (SHV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CAPR achieves a -4.23% return, which is significantly lower than SHV's 1.42% return. Over the past 10 years, CAPR has underperformed SHV with an annualized return of -1.55%, while SHV has yielded a comparatively higher 2.23% annualized return.

CAPR

• 1D: 1.10%
• 1M: -17.49%
• YTD: -4.23%
• 6M: -7.74%
• 1Y: 147.89%
• 3Y*: 82.46%
• 5Y*: 48.25%
• 10Y*: -1.55%

SHV

• 1D: 0.00%
• 1M: 0.27%
• YTD: 1.42%
• 6M: 1.75%
• 1Y: 3.90%
• 3Y*: 4.64%
• 5Y*: 3.31%
• 10Y*: 2.23%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CAPR vs. SHV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CAPR Capricor Therapeutics, Inc.	-4.23%	109.13%	182.21%	26.68%	31.74%	-14.58%	167.97%	-68.78%	-74.05%	-40.60%
SHV iShares 0-1 Year Treasury Bond ETF	1.42%	4.21%	5.12%	5.04%	0.94%	-0.10%	0.81%	2.36%	1.72%	0.67%

Correlation

The correlation between CAPR and SHV 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	-0.00
Correlation (5Y) Calculated over the trailing 5-year period	-0.01
Correlation (10Y) Calculated over the trailing 10-year period	-0.00
Correlation (All Time) Calculated using the full available price history since Feb 14, 2007	0.02

Return for Risk

CAPR vs. SHV — Risk / Return Rank

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

CAPR

CAPR Risk / Return Rank: 79
CAPR Sharpe Ratio Rank: 54
CAPR Sortino Ratio Rank: 97
CAPR Omega Ratio Rank: 97
CAPR Calmar Ratio Rank: 76
CAPR Martin Ratio Rank: 71

SHV

SHV Risk / Return Rank: 100
SHV Sharpe Ratio Rank: 100
SHV Sortino Ratio Rank: 100
SHV Omega Ratio Rank: 100
SHV Calmar Ratio Rank: 100
SHV Martin Ratio Rank: 100

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.

CAPR vs. SHV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Capricor Therapeutics, Inc. (CAPR) and iShares 0-1 Year Treasury Bond ETF (SHV). 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.

	CAPR	SHV	Difference
Sharpe ratio: Return per unit of total volatility	0.39	19.49	-19.10
Sortino ratio: Return per unit of downside risk	4.93	149.54	-144.61
Omega ratio: Gain probability vs. loss probability	1.66	53.77	-52.11
Calmar ratio: Return relative to maximum drawdown	2.20	431.38	-429.18
Martin ratio: Return relative to average drawdown	4.14	2,419.80	-2,415.66
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CAPR vs. SHV - Sharpe Ratio Comparison

The current CAPR Sharpe Ratio is 0.39, which is lower than the SHV Sharpe Ratio of 19.49. The chart below compares the historical Sharpe Ratios of CAPR and SHV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	CAPR	SHV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.39	19.49	-19.10
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.26	11.56	-11.30
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.01	8.09	-8.09
Sharpe Ratio (All Time) Calculated using the full available price history	-0.08	4.50	-4.58

Drawdowns

CAPR vs. SHV - Drawdown Comparison

The maximum CAPR drawdown since its inception was -99.97%, which is greater than SHV's maximum drawdown of -0.45%. Use the drawdown chart below to compare losses from any high point for CAPR and SHV.

Drawdown Indicators

	CAPR	SHV	Difference
Max Drawdown Largest peak-to-trough decline	-99.97%	-0.45%	-99.52%
Max Drawdown (1Y) Largest decline over 1 year	-67.67%	-0.01%	-67.66%
Max Drawdown (3Y) Largest decline over 3 years	-79.08%	-0.03%	-79.05%
Max Drawdown (5Y) Largest decline over 5 years	-79.08%	-0.40%	-78.68%
Max Drawdown (10Y) Largest decline over 10 years	-98.02%	-0.45%	-97.57%
Current Drawdown Current decline from peak	-99.15%	0.00%	-99.15%
Average Drawdown Average peak-to-trough decline	-90.24%	-0.03%	-90.21%
Ulcer Index Depth and duration of drawdowns from previous peaks	35.87%	0.00%	+35.87%

Volatility

CAPR vs. SHV - Volatility Comparison

Capricor Therapeutics, Inc. (CAPR) has a higher volatility of 18.51% compared to iShares 0-1 Year Treasury Bond ETF (SHV) at 0.05%. This indicates that CAPR's price experiences larger fluctuations and is considered to be riskier than SHV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CAPR	SHV	Difference
Volatility (1M) Calculated over the trailing 1-month period	18.51%	0.05%	+18.46%
Volatility (6M) Calculated over the trailing 6-month period	163.76%	0.12%	+163.64%
Volatility (1Y) Calculated over the trailing 1-year period	384.80%	0.20%	+384.60%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	190.11%	0.29%	+189.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	179.88%	0.28%	+179.60%

Dividends

CAPR vs. SHV - Dividend Comparison

CAPR has not paid dividends to shareholders, while SHV's dividend yield for the trailing twelve months is around 3.83%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CAPR Capricor Therapeutics, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SHV iShares 0-1 Year Treasury Bond ETF	3.83%	4.09%	5.02%	4.73%	1.39%	0.00%	0.74%	2.19%	1.66%	0.72%	0.34%	0.03%

Frequently Asked Questions

Can I hold both CAPR and SHV in my portfolio?

CAPR and SHV 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.

Which is riskier, CAPR or SHV?

CAPR has higher volatility (18.51%) compared to SHV (0.05%). In terms of maximum drawdown, CAPR dropped -99.97% vs SHV's -0.45%.

Which has better risk-adjusted returns?

SHV currently has the higher Sharpe Ratio (19.49 vs 0.39), 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.