EAT vs. SGOV
EAT (Brinker International, 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 5 years, EAT returned 19.93%/yr vs 3.54%/yr for SGOV. At a correlation of -0.02, they often move in opposite directions.
Performance
EAT vs. SGOV - Performance Comparison
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Returns By Period
In the year-to-date period, EAT achieves a -2.27% return, which is significantly lower than SGOV's 1.51% return.
EAT
- 1D
- 1.49%
- 1M
- 0.06%
- YTD
- -2.27%
- 6M
- -1.27%
- 1Y
- -19.09%
- 3Y*
- 52.02%
- 5Y*
- 19.93%
- 10Y*
- 13.45%
SGOV
- 1D
- 0.01%
- 1M
- 0.29%
- YTD
- 1.51%
- 6M
- 1.80%
- 1Y
- 3.95%
- 3Y*
- 4.72%
- 5Y*
- 3.54%
- 10Y*
- —
EAT vs. SGOV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EAT Brinker International, Inc. | -2.27% | 8.49% | 206.37% | 35.32% | -12.79% | -35.32% | 114.61% |
SGOV iShares 0-3 Month Treasury Bond ETF | 1.51% | 4.24% | 5.27% | 5.12% | 1.58% | 0.04% | 0.05% |
Correlation
The correlation between EAT 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 (3Y) Calculated over the trailing 3-year period | -0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.03 |
Correlation (All Time) Calculated using the full available price history since May 29, 2020 | -0.02 |
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Return for Risk
EAT vs. SGOV — Risk / Return Rank
EAT
SGOV
EAT vs. SGOV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brinker International, Inc. (EAT) 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.
| EAT | SGOV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -20.69 | ||
| Sortino ratioReturn per unit of downside risk | -276.02 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 195.55 | -194.59 |
| Calmar ratioReturn relative to maximum drawdown | -0.43 | 398.20 | -398.63 |
| Martin ratioReturn relative to average drawdown | -0.89 | 4,462.00 | -4,462.89 |
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
| EAT | SGOV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.41 | 20.28 | -20.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 14.73 | -14.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.25 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 12.48 | -12.20 |
Drawdowns
EAT vs. SGOV - Drawdown Comparison
The maximum EAT drawdown since its inception was -88.40%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for EAT and SGOV.
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Drawdown Indicators
| EAT | SGOV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.40% | -0.03% | -88.37% |
Max Drawdown (1Y)Largest decline over 1 year | -44.41% | -0.01% | -44.40% |
Max Drawdown (3Y)Largest decline over 3 years | -45.92% | -0.01% | -45.91% |
Max Drawdown (5Y)Largest decline over 5 years | -65.73% | -0.03% | -65.70% |
Max Drawdown (10Y)Largest decline over 10 years | -84.94% | — | — |
Current DrawdownCurrent decline from peak | -25.84% | 0.00% | -25.84% |
Average DrawdownAverage peak-to-trough decline | -24.34% | -0.00% | -24.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.52% | 0.00% | +21.52% |
Volatility
EAT vs. SGOV - Volatility Comparison
Brinker International, Inc. (EAT) has a higher volatility of 16.02% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.05%. This indicates that EAT'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
| EAT | SGOV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.02% | 0.05% | +15.97% |
Volatility (6M)Calculated over the trailing 6-month period | 35.41% | 0.13% | +35.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.21% | 0.20% | +46.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 49.06% | 0.24% | +48.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 55.07% | 0.24% | +54.83% |
Dividends
EAT vs. SGOV - Dividend Comparison
EAT has not paid dividends to shareholders, while SGOV's dividend yield for the trailing twelve months is around 3.86%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EAT Brinker International, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.67% | 3.62% | 3.46% | 3.71% | 2.67% | 2.50% |
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
EAT 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.
EAT has higher volatility (16.02%) compared to SGOV (0.05%). In terms of maximum drawdown, EAT dropped -88.40% vs SGOV's -0.03%.
SGOV currently has the higher Sharpe Ratio (20.28 vs -0.41), 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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