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 -88.62% vs 3.64% for SGVT. Their -0.07 correlation means they have often moved in opposite directions in the past.
Performance
ENVB vs. SGVT - Performance Comparison
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Returns By Period
In the year-to-date period, ENVB achieves a -56.75% return, which is significantly lower than SGVT's 1.97% return.
ENVB
- 1D
- 9.79%
- 1M
- 8.28%
- 6M
- -46.05%
- YTD
- -56.75%
- 1Y
- -88.62%
- 3Y*
- -85.14%
- 5Y*
- -84.44%
- 10Y*
- -74.71%
- ALL TIME*
- -72.66%
SGVT
- 1D
- 0.02%
- 1M
- 0.26%
- 6M
- 1.68%
- YTD
- 1.97%
- 1Y
- 3.64%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 3.72%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $156.43K | $152.33K | $428.69K | |
| $26.96M | $24.05M | $24.48M |
ENVB vs. SGVT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ENVB Enveric Biosciences Inc | -56.75% | -75.41% |
SGVT Schwab Government Money Market ETF | 1.97% | 2.22% |
Correlation
The correlation between ENVB and SGVT is -0.08, 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. | -0.08 |
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 | -17.51 | ||
| Sortino ratioReturn per unit of downside risk | -82.95 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 28.17 | -27.29 |
| Calmar ratioReturn relative to maximum drawdown | -0.96 | 136.99 | -137.95 |
| Martin ratioReturn relative to average drawdown | -1.20 | 1,091.16 | -1,092.36 |
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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 | -92.70% | -0.03% | -92.67% |
Max Drawdown (3Y)Largest decline over 3 years | -99.75% | — | — |
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 | -86.25% | 0.00% | -86.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 74.21% | 0.00% | +74.21% |
Volatility
ENVB vs. SGVT - Volatility Comparison
Enveric Biosciences Inc (ENVB) has a higher volatility of 17.33% compared to Schwab Government Money Market ETF (SGVT) at 0.05%. 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 | 17.33% | 0.05% | +17.28% |
Volatility (6M)Calculated over the trailing 6-month period | 100.97% | 0.15% | +100.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 175.72% | 0.22% | +175.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 155.84% | 0.21% | +155.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 163.84% | 0.21% | +163.63% |
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 | 2.98% | 1.73% |
Frequently Asked Questions
ENVB and SGVT have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ENVB has higher volatility (17.33%) compared to SGVT (0.05%). In terms of maximum drawdown, ENVB dropped -100.00% vs SGVT's -0.03%.
SGVT currently has the higher Sharpe Ratio (17.00 vs -0.51), 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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