DECK vs. SGOV
DECK (Deckers Outdoor Corporation) 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, DECK returned 7.19%/yr vs 3.66%/yr for SGOV. Their -0.03 correlation means they have often moved in opposite directions in the past.
Performance
DECK vs. SGOV - Performance Comparison
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Returns By Period
In the year-to-date period, DECK achieves a -6.55% return, which is significantly lower than SGOV's 2.11% return.
DECK
- 1D
- -2.82%
- 1M
- -7.46%
- 6M
- -18.82%
- YTD
- -6.55%
- 1Y
- -6.26%
- 3Y*
- 2.34%
- 5Y*
- 7.19%
- 10Y*
- 24.99%
- ALL TIME*
- 14.69%
SGOV
- 1D
- 0.02%
- 1M
- 0.27%
- 6M
- 1.81%
- YTD
- 2.11%
- 1Y
- 3.83%
- 3Y*
- 4.64%
- 5Y*
- 3.66%
- 10Y*
- —
- ALL TIME*
- 2.96%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $289.63M | $238.84M | $238.64M | |
| $1.83B | $1.81B | $2.03B |
DECK vs. SGOV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DECK Deckers Outdoor Corporation | -6.55% | -48.95% | 82.30% | 67.46% | 8.97% | 27.73% | 46.86% |
SGOV iShares 0-3 Month Treasury Bond ETF | 2.11% | 4.24% | 5.27% | 5.12% | 1.58% | 0.04% | 0.04% |
Correlation
The correlation between DECK and SGOV is -0.02, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.02 |
Correlation (3Y) Balances recent behavior with more history. | -0.02 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.02 |
Correlation (All Time) Calculated using the full available price history since May 28, 2020 | -0.03 |
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Return for Risk
DECK vs. SGOV — Risk / Return Rank
DECK
SGOV
DECK vs. SGOV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Deckers Outdoor Corporation (DECK) 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.
| DECK | SGOV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -20.98 | ||
| Sortino ratioReturn per unit of downside risk | -381.79 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 382.06 | -381.05 |
| Calmar ratioReturn relative to maximum drawdown | -0.25 | 389.90 | -390.15 |
| Martin ratioReturn relative to average drawdown | -0.50 | 6,177.21 | -6,177.71 |
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Drawdowns
DECK vs. SGOV - Drawdown Comparison
The maximum DECK drawdown since its inception was -94.36%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for DECK and SGOV.
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Drawdown Indicators
| DECK | SGOV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.36% | -0.03% | -94.33% |
Max Drawdown (1Y)Largest decline over 1 year | -35.81% | -0.01% | -35.80% |
Max Drawdown (3Y)Largest decline over 3 years | -64.35% | -0.01% | -64.34% |
Max Drawdown (5Y)Largest decline over 5 years | -64.35% | -0.03% | -64.32% |
Max Drawdown (10Y)Largest decline over 10 years | -64.35% | — | — |
Current DrawdownCurrent decline from peak | -56.58% | 0.00% | -56.58% |
Average DrawdownAverage peak-to-trough decline | -40.40% | 0.00% | -40.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.59% | 0.00% | +17.59% |
Volatility
DECK vs. SGOV - Volatility Comparison
Deckers Outdoor Corporation (DECK) has a higher volatility of 13.10% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.05%. This indicates that DECK'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
| DECK | SGOV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.10% | 0.05% | +13.05% |
Volatility (6M)Calculated over the trailing 6-month period | 32.72% | 0.13% | +32.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.01% | 0.19% | +44.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.26% | 0.24% | +44.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.61% | 0.23% | +42.38% |
Dividends
DECK vs. SGOV - Dividend Comparison
DECK has not paid dividends to shareholders, while SGOV's dividend yield for the trailing twelve months is around 3.79%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
DECK Deckers Outdoor Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SGOV iShares 0-3 Month Treasury Bond ETF | 3.43% | 4.10% | 5.10% | 4.87% | 1.45% | 0.03% | 0.05% |
Frequently Asked Questions
DECK and SGOV 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.
DECK has higher volatility (13.10%) compared to SGOV (0.05%). In terms of maximum drawdown, DECK dropped -94.36% vs SGOV's -0.03%.
SGOV currently has the higher Sharpe Ratio (20.78 vs -0.20), 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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