CORZ vs. SGOV
CORZ (Core Scientific, 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 year, CORZ returned 121.71% vs 3.92% for SGOV. At a 0.00 correlation, their price movements are largely independent.
Performance
CORZ vs. SGOV - Performance Comparison
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Returns By Period
In the year-to-date period, CORZ achieves a 87.29% return, which is significantly higher than SGOV's 1.73% return.
CORZ
- 1D
- -1.87%
- 1M
- 3.41%
- YTD
- 87.29%
- 6M
- 75.14%
- 1Y
- 121.71%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SGOV
- 1D
- 0.01%
- 1M
- 0.29%
- YTD
- 1.73%
- 6M
- 1.80%
- 1Y
- 3.92%
- 3Y*
- 4.69%
- 5Y*
- 3.58%
- 10Y*
- —
CORZ vs. SGOV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
CORZ Core Scientific, Inc | 87.29% | 3.63% | 153.15% |
SGOV iShares 0-3 Month Treasury Bond ETF | 1.73% | 4.24% | 4.92% |
Correlation
The correlation between CORZ and SGOV is -0.09, 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 | -0.09 |
Correlation (All Time) Calculated using the full available price history since Jan 24, 2024 | 0.00 |
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Return for Risk
CORZ vs. SGOV — Risk / Return Rank
CORZ
SGOV
CORZ vs. SGOV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Core Scientific, Inc (CORZ) 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.
| CORZ | SGOV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -18.62 | ||
| Sortino ratioReturn per unit of downside risk | -271.20 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 194.05 | -192.75 |
| Calmar ratioReturn relative to maximum drawdown | 3.00 | 395.07 | -392.06 |
| Martin ratioReturn relative to average drawdown | 5.82 | 4,426.92 | -4,421.11 |
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Drawdowns
CORZ vs. SGOV - Drawdown Comparison
The maximum CORZ drawdown since its inception was -64.95%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for CORZ and SGOV.
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Drawdown Indicators
| CORZ | SGOV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.95% | -0.03% | -64.92% |
Max Drawdown (1Y)Largest decline over 1 year | -40.74% | -0.01% | -40.73% |
Max Drawdown (3Y)Largest decline over 3 years | — | -0.01% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -0.03% | — |
Current DrawdownCurrent decline from peak | -6.48% | 0.00% | -6.48% |
Average DrawdownAverage peak-to-trough decline | -23.29% | -0.00% | -23.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.00% | 0.00% | +21.00% |
Volatility
CORZ vs. SGOV - Volatility Comparison
Core Scientific, Inc (CORZ) has a higher volatility of 16.59% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.04%. This indicates that CORZ'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
| CORZ | SGOV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.59% | 0.04% | +16.55% |
Volatility (6M)Calculated over the trailing 6-month period | 45.67% | 0.12% | +45.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 71.94% | 0.19% | +71.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 88.25% | 0.24% | +88.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 88.25% | 0.24% | +88.01% |
Dividends
CORZ vs. SGOV - Dividend Comparison
CORZ 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 |
|---|---|---|---|---|---|---|---|
CORZ Core Scientific, 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
CORZ and SGOV have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CORZ has higher volatility (16.59%) compared to SGOV (0.04%). In terms of maximum drawdown, CORZ dropped -64.95% vs SGOV's -0.03%.
SGOV currently has the higher Sharpe Ratio (20.32 vs 1.70), 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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