DOC vs. SGOV
DOC (Physicians Realty Trust) 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, DOC returned -5.23%/yr vs 3.54%/yr for SGOV. At a correlation of -0.00, they often move in opposite directions.
Performance
DOC vs. SGOV - Performance Comparison
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Returns By Period
In the year-to-date period, DOC achieves a 25.50% return, which is significantly higher than SGOV's 1.52% return.
DOC
- 1D
- 2.78%
- 1M
- 19.34%
- YTD
- 25.50%
- 6M
- 18.19%
- 1Y
- 22.87%
- 3Y*
- 4.79%
- 5Y*
- -5.23%
- 10Y*
- -0.07%
SGOV
- 1D
- 0.01%
- 1M
- 0.29%
- YTD
- 1.52%
- 6M
- 1.79%
- 1Y
- 3.95%
- 3Y*
- 4.72%
- 5Y*
- 3.54%
- 10Y*
- —
DOC vs. SGOV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DOC Physicians Realty Trust | 25.50% | -15.17% | 8.79% | -16.40% | -27.53% | 23.74% | 21.22% |
SGOV iShares 0-3 Month Treasury Bond ETF | 1.52% | 4.24% | 5.27% | 5.12% | 1.58% | 0.04% | 0.05% |
Correlation
The correlation between DOC and SGOV 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 | 0.00 |
Correlation (All Time) Calculated using the full available price history since May 29, 2020 | -0.00 |
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Return for Risk
DOC vs. SGOV — Risk / Return Rank
DOC
SGOV
DOC vs. SGOV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Physicians Realty Trust (DOC) 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.
| DOC | SGOV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -19.49 | ||
| Sortino ratioReturn per unit of downside risk | -274.23 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 195.55 | -194.37 |
| Calmar ratioReturn relative to maximum drawdown | 1.34 | 398.20 | -396.85 |
| Martin ratioReturn relative to average drawdown | 2.80 | 4,462.00 | -4,459.19 |
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
| DOC | SGOV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.78 | 20.28 | -19.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.20 | 14.74 | -14.94 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.00 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 12.49 | -12.14 |
Drawdowns
DOC vs. SGOV - Drawdown Comparison
The maximum DOC drawdown since its inception was -61.03%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for DOC and SGOV.
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Drawdown Indicators
| DOC | SGOV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.03% | -0.03% | -61.00% |
Max Drawdown (1Y)Largest decline over 1 year | -17.09% | -0.01% | -17.08% |
Max Drawdown (3Y)Largest decline over 3 years | -29.00% | -0.01% | -28.99% |
Max Drawdown (5Y)Largest decline over 5 years | -54.07% | -0.03% | -54.04% |
Max Drawdown (10Y)Largest decline over 10 years | -54.07% | — | — |
Current DrawdownCurrent decline from peak | -31.07% | 0.00% | -31.07% |
Average DrawdownAverage peak-to-trough decline | -14.83% | -0.00% | -14.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.18% | 0.00% | +8.18% |
Volatility
DOC vs. SGOV - Volatility Comparison
Physicians Realty Trust (DOC) has a higher volatility of 17.72% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.05%. This indicates that DOC'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
| DOC | SGOV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.72% | 0.05% | +17.67% |
Volatility (6M)Calculated over the trailing 6-month period | 23.58% | 0.13% | +23.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.33% | 0.20% | +29.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.31% | 0.24% | +26.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.61% | 0.24% | +29.37% |
Dividends
DOC vs. SGOV - Dividend Comparison
DOC's dividend yield for the trailing twelve months is around 6.22%, more than SGOV's 3.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DOC Physicians Realty Trust | 6.22% | 7.59% | 5.92% | 6.06% | 4.79% | 3.33% | 4.90% | 4.29% | 5.30% | 5.67% | 7.05% | 5.91% |
SGOV iShares 0-3 Month Treasury Bond ETF | 3.86% | 4.10% | 5.10% | 4.87% | 1.45% | 0.03% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DOC and SGOV 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.
DOC has higher volatility (17.72%) compared to SGOV (0.05%). In terms of maximum drawdown, DOC dropped -61.03% vs SGOV's -0.03%.
SGOV currently has the higher Sharpe Ratio (20.28 vs 0.78), 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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