FINV vs. SGOV
FINV (FinVolution Group) 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, FINV returned -5.18%/yr vs 3.54%/yr for SGOV. At a correlation of -0.04, they often move in opposite directions.
Performance
FINV vs. SGOV - Performance Comparison
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Returns By Period
In the year-to-date period, FINV achieves a 3.90% return, which is significantly higher than SGOV's 1.52% return.
FINV
- 1D
- -0.39%
- 1M
- 0.20%
- YTD
- 3.90%
- 6M
- 8.47%
- 1Y
- -37.10%
- 3Y*
- 12.21%
- 5Y*
- -5.18%
- 10Y*
- —
SGOV
- 1D
- 0.01%
- 1M
- 0.29%
- YTD
- 1.52%
- 6M
- 1.79%
- 1Y
- 3.95%
- 3Y*
- 4.72%
- 5Y*
- 3.54%
- 10Y*
- —
FINV vs. SGOV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
FINV FinVolution Group | 3.90% | -20.07% | 45.47% | 4.39% | 6.39% | 89.23% | 81.63% |
SGOV iShares 0-3 Month Treasury Bond ETF | 1.52% | 4.24% | 5.27% | 5.12% | 1.58% | 0.04% | 0.05% |
Correlation
The correlation between FINV and SGOV is -0.06, 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 | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.01 |
Correlation (All Time) Calculated using the full available price history since May 29, 2020 | -0.04 |
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Return for Risk
FINV vs. SGOV — Risk / Return Rank
FINV
SGOV
FINV vs. SGOV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FinVolution Group (FINV) 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.
| FINV | SGOV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -21.04 | ||
| Sortino ratioReturn per unit of downside risk | -276.66 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 195.55 | -194.67 |
| Calmar ratioReturn relative to maximum drawdown | -0.66 | 398.20 | -398.86 |
| Martin ratioReturn relative to average drawdown | -0.91 | 4,462.00 | -4,462.91 |
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
| FINV | SGOV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.76 | 20.28 | -21.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.10 | 14.74 | -14.84 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.08 | 12.49 | -12.57 |
Drawdowns
FINV vs. SGOV - Drawdown Comparison
The maximum FINV drawdown since its inception was -89.64%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for FINV and SGOV.
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Drawdown Indicators
| FINV | SGOV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.64% | -0.03% | -89.61% |
Max Drawdown (1Y)Largest decline over 1 year | -56.42% | -0.01% | -56.41% |
Max Drawdown (3Y)Largest decline over 3 years | -56.42% | -0.01% | -56.41% |
Max Drawdown (5Y)Largest decline over 5 years | -70.54% | -0.03% | -70.51% |
Current DrawdownCurrent decline from peak | -48.73% | 0.00% | -48.73% |
Average DrawdownAverage peak-to-trough decline | -53.71% | -0.00% | -53.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 40.95% | 0.00% | +40.95% |
Volatility
FINV vs. SGOV - Volatility Comparison
FinVolution Group (FINV) has a higher volatility of 18.88% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.05%. This indicates that FINV'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
| FINV | SGOV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.88% | 0.05% | +18.83% |
Volatility (6M)Calculated over the trailing 6-month period | 33.55% | 0.13% | +33.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 48.97% | 0.20% | +48.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 50.11% | 0.24% | +49.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 71.85% | 0.24% | +71.61% |
Dividends
FINV vs. SGOV - Dividend Comparison
FINV's dividend yield for the trailing twelve months is around 5.99%, more than SGOV's 3.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
FINV FinVolution Group | 5.99% | 5.30% | 3.49% | 4.39% | 4.13% | 3.45% | 4.49% | 7.17% |
SGOV iShares 0-3 Month Treasury Bond ETF | 3.86% | 4.10% | 5.10% | 4.87% | 1.45% | 0.03% | 0.05% | 0.00% |
Frequently Asked Questions
FINV and SGOV have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FINV has higher volatility (18.88%) compared to SGOV (0.05%). In terms of maximum drawdown, FINV dropped -89.64% vs SGOV's -0.03%.
SGOV currently has the higher Sharpe Ratio (20.28 vs -0.76), 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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