CELH vs. SGOV
CELH (Celsius Holdings, 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, CELH returned 3.41%/yr vs 3.58%/yr for SGOV. At a correlation of -0.06, they often move in opposite directions.
Performance
CELH vs. SGOV - Performance Comparison
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Returns By Period
In the year-to-date period, CELH achieves a -37.65% return, which is significantly lower than SGOV's 1.72% return.
CELH
- 1D
- 1.28%
- 1M
- -5.31%
- YTD
- -37.65%
- 6M
- -36.23%
- 1Y
- -37.19%
- 3Y*
- -17.09%
- 5Y*
- 3.41%
- 10Y*
- 43.02%
SGOV
- 1D
- 0.01%
- 1M
- 0.29%
- YTD
- 1.72%
- 6M
- 1.79%
- 1Y
- 3.92%
- 3Y*
- 4.69%
- 5Y*
- 3.58%
- 10Y*
- —
CELH vs. SGOV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
CELH Celsius Holdings, Inc. | -37.65% | 73.65% | -51.69% | 57.21% | 39.52% | 48.22% | 465.28% |
SGOV iShares 0-3 Month Treasury Bond ETF | 1.72% | 4.24% | 5.27% | 5.12% | 1.58% | 0.04% | 0.04% |
Correlation
The correlation between CELH and SGOV is -0.04, 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 | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.04 |
Correlation (All Time) Calculated using the full available price history since May 28, 2020 | -0.06 |
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Return for Risk
CELH vs. SGOV — Risk / Return Rank
CELH
SGOV
CELH vs. SGOV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Celsius Holdings, Inc. (CELH) 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.
| CELH | SGOV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -20.99 | ||
| Sortino ratioReturn per unit of downside risk | -274.27 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 194.05 | -193.15 |
| Calmar ratioReturn relative to maximum drawdown | -0.65 | 395.07 | -395.72 |
| Martin ratioReturn relative to average drawdown | -1.18 | 4,426.92 | -4,428.10 |
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Drawdowns
CELH vs. SGOV - Drawdown Comparison
The maximum CELH drawdown since its inception was -77.86%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for CELH and SGOV.
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Drawdown Indicators
| CELH | SGOV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.86% | -0.03% | -77.83% |
Max Drawdown (1Y)Largest decline over 1 year | -57.22% | -0.01% | -57.21% |
Max Drawdown (3Y)Largest decline over 3 years | -77.86% | -0.01% | -77.85% |
Max Drawdown (5Y)Largest decline over 5 years | -77.86% | -0.03% | -77.83% |
Max Drawdown (10Y)Largest decline over 10 years | -77.86% | — | — |
Current DrawdownCurrent decline from peak | -70.33% | 0.00% | -70.33% |
Average DrawdownAverage peak-to-trough decline | -28.03% | -0.00% | -28.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 31.52% | 0.00% | +31.52% |
Volatility
CELH vs. SGOV - Volatility Comparison
Celsius Holdings, Inc. (CELH) has a higher volatility of 16.72% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.04%. This indicates that CELH'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
| CELH | SGOV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.72% | 0.04% | +16.68% |
Volatility (6M)Calculated over the trailing 6-month period | 37.40% | 0.13% | +37.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.60% | 0.19% | +56.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 65.35% | 0.24% | +65.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 68.97% | 0.24% | +68.73% |
Dividends
CELH vs. SGOV - Dividend Comparison
CELH has not paid dividends to shareholders, while SGOV's dividend yield for the trailing twelve months is around 3.85%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
CELH Celsius Holdings, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SGOV iShares 0-3 Month Treasury Bond ETF | 3.85% | 4.10% | 5.10% | 4.87% | 1.45% | 0.03% | 0.05% |
Frequently Asked Questions
CELH and SGOV have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CELH has higher volatility (16.72%) compared to SGOV (0.04%). In terms of maximum drawdown, CELH dropped -77.86% vs SGOV's -0.03%.
SGOV currently has the higher Sharpe Ratio (20.32 vs -0.66), 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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