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EQNR vs. SGOV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EQNR vs. SGOV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Equinor ASA (EQNR) and iShares 0-3 Month Treasury Bond ETF (SGOV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EQNR achieves a 56.74% return, which is significantly higher than SGOV's 1.61% return.


EQNR

1D
-1.55%
1M
-4.52%
YTD
56.74%
6M
60.62%
1Y
44.70%
3Y*
16.35%
5Y*
18.26%
10Y*

SGOV

1D
0.02%
1M
0.30%
YTD
1.61%
6M
1.78%
1Y
3.95%
3Y*
4.71%
5Y*
3.56%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EQNR vs. SGOV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
EQNR
Equinor ASA
56.74%7.70%-15.98%-0.78%40.77%64.55%8.85%
SGOV
iShares 0-3 Month Treasury Bond ETF
1.61%4.24%5.27%5.12%1.58%0.04%0.04%

Correlation

The correlation between EQNR and SGOV is 0.05, 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

0.05

Correlation (3Y)
Calculated over the trailing 3-year period

0.03

Correlation (5Y)
Calculated over the trailing 5-year period

-0.02

Correlation (All Time)
Calculated using the full available price history since May 28, 2020

-0.02

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Return for Risk

EQNR vs. SGOV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EQNR
EQNR Risk / Return Rank: 7676
Overall Rank
EQNR Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
EQNR Sortino Ratio Rank: 7373
Sortino Ratio Rank
EQNR Omega Ratio Rank: 7272
Omega Ratio Rank
EQNR Calmar Ratio Rank: 8181
Calmar Ratio Rank
EQNR Martin Ratio Rank: 7474
Martin Ratio Rank

SGOV
SGOV Risk / Return Rank: 100100
Overall Rank
SGOV Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
SGOV Sortino Ratio Rank: 100100
Sortino Ratio Rank
SGOV Omega Ratio Rank: 100100
Omega Ratio Rank
SGOV Calmar Ratio Rank: 100100
Calmar Ratio Rank
SGOV Martin Ratio Rank: 100100
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EQNR vs. SGOV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Equinor ASA (EQNR) 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.


EQNRSGOVDifference
Sharpe ratioReturn per unit of total volatility

-19.03

Sortino ratioReturn per unit of downside risk

-273.93

Omega ratioGain probability vs. loss probability

1.23

195.55

-194.33

Calmar ratioReturn relative to maximum drawdown

2.54

398.20

-395.66

Martin ratioReturn relative to average drawdown

4.31

4,461.98

-4,457.67

EQNR vs. SGOV - Sharpe Ratio Comparison

The current EQNR Sharpe Ratio is 1.25, which is lower than the SGOV Sharpe Ratio of 20.28. The chart below compares the historical Sharpe Ratios of EQNR and SGOV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

EQNR vs. SGOV - Drawdown Comparison

The maximum EQNR drawdown since its inception was -66.77%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for EQNR and SGOV.


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Drawdown Indicators


EQNRSGOVDifference

Max Drawdown

Largest peak-to-trough decline

-66.77%

-0.03%

-66.74%

Max Drawdown (1Y)

Largest decline over 1 year

-17.72%

-0.01%

-17.71%

Max Drawdown (3Y)

Largest decline over 3 years

-27.58%

-0.01%

-27.57%

Max Drawdown (5Y)

Largest decline over 5 years

-35.50%

-0.03%

-35.47%

Current Drawdown

Current decline from peak

-13.80%

0.00%

-13.80%

Average Drawdown

Average peak-to-trough decline

-21.46%

-0.00%

-21.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.41%

0.00%

+10.41%

Volatility

EQNR vs. SGOV - Volatility Comparison

Equinor ASA (EQNR) has a higher volatility of 10.50% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.05%. This indicates that EQNR'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


EQNRSGOVDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.50%

0.05%

+10.45%

Volatility (6M)

Calculated over the trailing 6-month period

29.99%

0.13%

+29.86%

Volatility (1Y)

Calculated over the trailing 1-year period

36.03%

0.20%

+35.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.91%

0.24%

+33.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.25%

0.24%

+36.01%

Dividends

EQNR vs. SGOV - Dividend Comparison

EQNR's dividend yield for the trailing twelve months is around 4.15%, more than SGOV's 3.85% yield.


PositionTTM20252024202320222021202020192018
EQNR
Equinor ASA
4.15%7.66%12.66%11.38%3.30%2.13%4.32%5.07%3.26%
SGOV
iShares 0-3 Month Treasury Bond ETF
3.85%4.10%5.10%4.87%1.45%0.03%0.05%0.00%0.00%

Frequently Asked Questions


EQNR and SGOV have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EQNR has higher volatility (10.50%) compared to SGOV (0.05%). In terms of maximum drawdown, EQNR dropped -66.77% vs SGOV's -0.03%.

SGOV currently has the higher Sharpe Ratio (20.28 vs 1.25), 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.

Portfolio Optimizer

Find the right allocation for EQNR and SGOV

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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