CSCO vs. GOVT
CSCO (Cisco Systems, Inc.) is a stock, while GOVT (iShares U.S. Treasury Bond ETF) is Government Bonds fund tracking the ICE U.S. Treasury Core Bond Index. Over the past 10 years, CSCO returned 19.19%/yr vs 0.79%/yr for GOVT. At a correlation of -0.14, they often move in opposite directions.
Performance
CSCO vs. GOVT - Performance Comparison
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Returns By Period
In the year-to-date period, CSCO achieves a 62.91% return, which is significantly higher than GOVT's -0.44% return. Over the past 10 years, CSCO has outperformed GOVT with an annualized return of 19.19%, while GOVT has yielded a comparatively lower 0.79% annualized return.
CSCO
- 1D
- 2.06%
- 1M
- 28.56%
- YTD
- 62.91%
- 6M
- 59.13%
- 1Y
- 92.26%
- 3Y*
- 39.53%
- 5Y*
- 21.53%
- 10Y*
- 19.19%
GOVT
- 1D
- -0.11%
- 1M
- -0.70%
- YTD
- -0.44%
- 6M
- -0.15%
- 1Y
- 3.62%
- 3Y*
- 2.77%
- 5Y*
- -0.59%
- 10Y*
- 0.79%
CSCO vs. GOVT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSCO Cisco Systems, Inc. | 62.91% | 33.47% | 21.00% | 9.30% | -22.46% | 45.76% | -3.49% | 13.81% | 16.57% | 31.27% |
GOVT iShares U.S. Treasury Bond ETF | -0.44% | 3.77% | 2.95% | 4.17% | -13.39% | -1.11% | 7.28% | 7.36% | 0.26% | 2.19% |
Correlation
The correlation between CSCO and GOVT is -0.01, 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 | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.02 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.10 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2012 | -0.14 |
The correlation between CSCO and GOVT shifts across timeframes, from -0.14 (all time) to 0.02 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
CSCO vs. GOVT — Risk / Return Rank
CSCO
GOVT
CSCO vs. GOVT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cisco Systems, Inc. (CSCO) and iShares U.S. Treasury Bond ETF (GOVT). 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.
| CSCO | GOVT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.00 | ||
| Sortino ratioReturn per unit of downside risk | +2.01 | ||
| Omega ratioGain probability vs. loss probability | 1.54 | 1.17 | +0.37 |
| Calmar ratioReturn relative to maximum drawdown | 6.83 | 1.27 | +5.56 |
| Martin ratioReturn relative to average drawdown | 19.08 | 3.66 | +15.42 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CSCO | GOVT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.02 | 1.02 | +2.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.87 | -0.10 | +0.97 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.15 | +0.59 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.25 | +0.35 |
Drawdowns
CSCO vs. GOVT - Drawdown Comparison
The maximum CSCO drawdown since its inception was -89.26%, which is greater than GOVT's maximum drawdown of -19.07%. Use the drawdown chart below to compare losses from any high point for CSCO and GOVT.
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Drawdown Indicators
| CSCO | GOVT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.26% | -19.07% | -70.19% |
Max Drawdown (1Y)Largest decline over 1 year | -13.57% | -2.85% | -10.72% |
Max Drawdown (3Y)Largest decline over 3 years | -20.16% | -5.43% | -14.73% |
Max Drawdown (5Y)Largest decline over 5 years | -36.68% | -16.60% | -20.08% |
Max Drawdown (10Y)Largest decline over 10 years | -41.95% | -19.07% | -22.88% |
Current DrawdownCurrent decline from peak | -4.50% | -7.48% | +2.98% |
Average DrawdownAverage peak-to-trough decline | -40.13% | -5.25% | -34.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.86% | 0.99% | +3.87% |
Volatility
CSCO vs. GOVT - Volatility Comparison
Cisco Systems, Inc. (CSCO) has a higher volatility of 16.93% compared to iShares U.S. Treasury Bond ETF (GOVT) at 1.05%. This indicates that CSCO's price experiences larger fluctuations and is considered to be riskier than GOVT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSCO | GOVT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.93% | 1.05% | +15.88% |
Volatility (6M)Calculated over the trailing 6-month period | 26.93% | 2.53% | +24.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.76% | 3.56% | +27.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.83% | 6.04% | +18.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.87% | 5.23% | +20.64% |
Dividends
CSCO vs. GOVT - Dividend Comparison
CSCO's dividend yield for the trailing twelve months is around 1.33%, less than GOVT's 3.60% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSCO Cisco Systems, Inc. | 1.33% | 2.12% | 2.69% | 3.07% | 3.17% | 2.32% | 3.20% | 2.88% | 2.95% | 2.95% | 3.28% | 3.02% |
GOVT iShares U.S. Treasury Bond ETF | 3.60% | 3.49% | 3.14% | 2.65% | 1.77% | 0.96% | 2.17% | 1.98% | 1.97% | 1.57% | 1.40% | 1.25% |
Frequently Asked Questions
CSCO and GOVT have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CSCO has higher volatility (16.93%) compared to GOVT (1.05%). In terms of maximum drawdown, CSCO dropped -89.26% vs GOVT's -19.07%.
CSCO currently has the higher Sharpe Ratio (3.02 vs 1.02), 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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