ENVB vs. SGVT
ENVB (Enveric Biosciences Inc) is a stock, while SGVT (Schwab Government Money Market ETF) is Money Market fund actively managed by Charles Schwab. Over the past year, ENVB returned -91.67% vs 3.69% for SGVT. At a correlation of -0.07, they often move in opposite directions.
Performance
ENVB vs. SGVT - Performance Comparison
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Returns By Period
In the year-to-date period, ENVB achieves a -63.91% return, which is significantly lower than SGVT's 1.78% return.
ENVB
- 1D
- -2.96%
- 1M
- -14.38%
- 6M
- -65.71%
- YTD
- -63.91%
- 1Y
- -91.67%
- 3Y*
- -86.36%
- 5Y*
- -85.31%
- 10Y*
- -75.16%
SGVT
- 1D
- -0.00%
- 1M
- 0.25%
- 6M
- 1.67%
- YTD
- 1.78%
- 1Y
- 3.69%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ENVB vs. SGVT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ENVB Enveric Biosciences Inc | -63.91% | -75.41% |
SGVT Schwab Government Money Market ETF | 1.78% | 2.22% |
Correlation
The correlation between ENVB and SGVT 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 (All Time) Calculated using the full available price history since Jun 12, 2025 | -0.07 |
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Return for Risk
ENVB vs. SGVT — Risk / Return Rank
ENVB
SGVT
ENVB vs. SGVT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Enveric Biosciences Inc (ENVB) and Schwab Government Money Market ETF (SGVT). 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.
| ENVB | SGVT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -17.54 | ||
| Sortino ratioReturn per unit of downside risk | -83.22 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 28.17 | -27.32 |
| Calmar ratioReturn relative to maximum drawdown | -0.99 | 137.02 | -138.01 |
| Martin ratioReturn relative to average drawdown | -1.29 | 1,091.37 | -1,092.66 |
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Drawdowns
ENVB vs. SGVT - Drawdown Comparison
The maximum ENVB drawdown since its inception was -100.00%, which is greater than SGVT's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for ENVB and SGVT.
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Drawdown Indicators
| ENVB | SGVT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -100.00% | -0.03% | -99.97% |
Max Drawdown (1Y)Largest decline over 1 year | -92.64% | -0.03% | -92.61% |
Max Drawdown (3Y)Largest decline over 3 years | -99.76% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -100.00% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -100.00% | — | — |
Current DrawdownCurrent decline from peak | -100.00% | -0.00% | -100.00% |
Average DrawdownAverage peak-to-trough decline | -86.17% | -0.00% | -86.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 71.13% | 0.00% | +71.13% |
Volatility
ENVB vs. SGVT - Volatility Comparison
Enveric Biosciences Inc (ENVB) has a higher volatility of 21.21% compared to Schwab Government Money Market ETF (SGVT) at 0.10%. This indicates that ENVB's price experiences larger fluctuations and is considered to be riskier than SGVT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ENVB | SGVT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.21% | 0.10% | +21.11% |
Volatility (6M)Calculated over the trailing 6-month period | 104.21% | 0.15% | +104.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 175.79% | 0.22% | +175.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 155.82% | 0.22% | +155.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 163.96% | 0.22% | +163.74% |
Dividends
ENVB vs. SGVT - Dividend Comparison
ENVB has not paid dividends to shareholders, while SGVT's dividend yield for the trailing twelve months is around 3.25%.
| Position | TTM | 2025 |
|---|---|---|
ENVB Enveric Biosciences Inc | 0.00% | 0.00% |
SGVT Schwab Government Money Market ETF | 3.25% | 1.73% |
Frequently Asked Questions
ENVB and SGVT 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.
ENVB has higher volatility (21.21%) compared to SGVT (0.10%). In terms of maximum drawdown, ENVB dropped -100.00% vs SGVT's -0.03%.
SGVT currently has the higher Sharpe Ratio (17.02 vs -0.52), 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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