EQT vs. SGOV
EQT (EQT Corporation) 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, EQT returned 20.21%/yr vs 3.58%/yr for SGOV. At a correlation of -0.04, they often move in opposite directions.
Performance
EQT vs. SGOV - Performance Comparison
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Returns By Period
In the year-to-date period, EQT achieves a -3.09% return, which is significantly lower than SGOV's 1.73% return.
EQT
- 1D
- 0.33%
- 1M
- -8.11%
- YTD
- -3.09%
- 6M
- -3.62%
- 1Y
- -10.26%
- 3Y*
- 10.26%
- 5Y*
- 20.21%
- 10Y*
- 3.15%
SGOV
- 1D
- 0.01%
- 1M
- 0.29%
- YTD
- 1.73%
- 6M
- 1.80%
- 1Y
- 3.92%
- 3Y*
- 4.69%
- 5Y*
- 3.58%
- 10Y*
- —
EQT vs. SGOV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EQT EQT Corporation | -3.09% | 17.64% | 21.41% | 16.20% | 57.64% | 71.60% | -10.30% |
SGOV iShares 0-3 Month Treasury Bond ETF | 1.73% | 4.24% | 5.27% | 5.12% | 1.58% | 0.04% | 0.04% |
Correlation
The correlation between EQT 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 | -0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.07 |
Correlation (All Time) Calculated using the full available price history since May 28, 2020 | -0.04 |
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Return for Risk
EQT vs. SGOV — Risk / Return Rank
EQT
SGOV
EQT vs. SGOV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for EQT Corporation (EQT) 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.
| EQT | SGOV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -20.65 | ||
| Sortino ratioReturn per unit of downside risk | -273.80 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 194.05 | -193.08 |
| Calmar ratioReturn relative to maximum drawdown | -0.41 | 395.07 | -395.48 |
| Martin ratioReturn relative to average drawdown | -0.88 | 4,426.92 | -4,427.81 |
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Drawdowns
EQT vs. SGOV - Drawdown Comparison
The maximum EQT drawdown since its inception was -91.51%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for EQT and SGOV.
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Drawdown Indicators
| EQT | SGOV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.51% | -0.03% | -91.48% |
Max Drawdown (1Y)Largest decline over 1 year | -25.12% | -0.01% | -25.11% |
Max Drawdown (3Y)Largest decline over 3 years | -31.62% | -0.01% | -31.61% |
Max Drawdown (5Y)Largest decline over 5 years | -42.56% | -0.03% | -42.53% |
Max Drawdown (10Y)Largest decline over 10 years | -88.28% | — | — |
Current DrawdownCurrent decline from peak | -23.75% | 0.00% | -23.75% |
Average DrawdownAverage peak-to-trough decline | -23.34% | -0.00% | -23.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.64% | 0.00% | +11.64% |
Volatility
EQT vs. SGOV - Volatility Comparison
EQT Corporation (EQT) has a higher volatility of 6.19% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.04%. This indicates that EQT'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
| EQT | SGOV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.19% | 0.04% | +6.15% |
Volatility (6M)Calculated over the trailing 6-month period | 20.87% | 0.12% | +20.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.28% | 0.19% | +32.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.58% | 0.24% | +42.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 48.91% | 0.24% | +48.67% |
Dividends
EQT vs. SGOV - Dividend Comparison
EQT's dividend yield for the trailing twelve months is around 1.26%, less than SGOV's 3.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EQT EQT Corporation | 1.26% | 1.19% | 1.37% | 1.57% | 1.63% | 0.00% | 0.24% | 1.10% | 0.42% | 0.21% | 0.18% | 0.23% |
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% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EQT 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.
EQT has higher volatility (6.19%) compared to SGOV (0.04%). In terms of maximum drawdown, EQT dropped -91.51% vs SGOV's -0.03%.
SGOV currently has the higher Sharpe Ratio (20.32 vs -0.32), 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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