CTVA vs. GOVT
CTVA (Corteva, 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 5 years, CTVA returned 16.76%/yr vs -0.77%/yr for GOVT. At a correlation of -0.09, they often move in opposite directions.
Performance
CTVA vs. GOVT - Performance Comparison
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Returns By Period
In the year-to-date period, CTVA achieves a 30.05% return, which is significantly higher than GOVT's -0.21% return.
CTVA
- 1D
- -0.60%
- 1M
- 10.42%
- 6M
- 25.18%
- YTD
- 30.05%
- 1Y
- 19.95%
- 3Y*
- 16.76%
- 5Y*
- 16.76%
- 10Y*
- —
- ALL TIME*
- 17.58%
GOVT
- 1D
- -0.27%
- 1M
- -0.47%
- 6M
- -0.21%
- YTD
- -0.21%
- 1Y
- 2.97%
- 3Y*
- 2.90%
- 5Y*
- -0.77%
- 10Y*
- 0.75%
- ALL TIME*
- 1.22%
CTVA vs. GOVT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
CTVA Corteva, Inc. | 30.05% | 18.89% | 20.24% | -17.51% | 25.58% | 23.55% | 33.49% | 0.32% |
GOVT iShares U.S. Treasury Bond ETF | -0.21% | 3.77% | 2.95% | 4.17% | -13.39% | -1.11% | 7.28% | 3.57% |
Correlation
The correlation between CTVA and GOVT is 0.07, 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 | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since May 24, 2019 | -0.09 |
The correlation between CTVA and GOVT shifts across timeframes, from -0.09 (all time) to 0.07 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
CTVA vs. GOVT — Risk / Return Rank
CTVA
GOVT
CTVA vs. GOVT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Corteva, Inc. (CTVA) 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.
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.
| CTVA | GOVT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.01 | ||
| Sortino ratioReturn per unit of downside risk | -0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.14 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.08 | 1.05 | +0.04 |
| Martin ratioReturn relative to average drawdown | 2.44 | 2.66 | -0.22 |
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Drawdowns
CTVA vs. GOVT - Drawdown Comparison
The maximum CTVA drawdown since its inception was -34.76%, which is greater than GOVT's maximum drawdown of -19.07%. Use the drawdown chart below to compare losses from any high point for CTVA and GOVT.
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Drawdown Indicators
| CTVA | GOVT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.76% | -19.07% | -15.69% |
Max Drawdown (1Y)Largest decline over 1 year | -18.50% | -2.85% | -15.65% |
Max Drawdown (3Y)Largest decline over 3 years | -22.95% | -4.93% | -18.02% |
Max Drawdown (5Y)Largest decline over 5 years | -34.76% | -16.60% | -18.16% |
Max Drawdown (10Y)Largest decline over 10 years | — | -19.07% | — |
Current DrawdownCurrent decline from peak | -0.60% | -7.26% | +6.66% |
Average DrawdownAverage peak-to-trough decline | -10.44% | -5.26% | -5.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.18% | 1.12% | +7.06% |
Volatility
CTVA vs. GOVT - Volatility Comparison
Corteva, Inc. (CTVA) has a higher volatility of 6.16% compared to iShares U.S. Treasury Bond ETF (GOVT) at 1.08%. This indicates that CTVA'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
| CTVA | GOVT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.16% | 1.08% | +5.08% |
Volatility (6M)Calculated over the trailing 6-month period | 15.91% | 2.72% | +13.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.64% | 3.57% | +20.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.96% | 6.03% | +20.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.53% | 5.22% | +27.31% |
Dividends
CTVA vs. GOVT - Dividend Comparison
CTVA's dividend yield for the trailing twelve months is around 0.83%, less than GOVT's 3.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CTVA Corteva, Inc. | 0.83% | 1.04% | 1.16% | 1.29% | 0.99% | 1.14% | 1.34% | 0.88% | 0.00% | 0.00% | 0.00% | 0.00% |
GOVT iShares U.S. Treasury Bond ETF | 3.61% | 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
CTVA and GOVT have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CTVA has higher volatility (6.16%) compared to GOVT (1.08%). In terms of maximum drawdown, CTVA dropped -34.76% vs GOVT's -19.07%.
CTVA currently has the higher Sharpe Ratio (0.85 vs 0.84), 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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