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FLTR.L vs. SGOV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLTR.L vs. SGOV - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Flutter Entertainment plc (FLTR.L) and iShares 0-3 Month Treasury Bond ETF (SGOV). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

FLTR.L is traded in GBp, while SGOV is traded in USD. To make them comparable, the SGOV values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, FLTR.L achieves a -50.01% return, which is significantly lower than SGOV's 2.13% return.


FLTR.L

1D
-3.33%
1M
15.53%
YTD
-50.01%
6M
-51.70%
1Y
-59.06%
3Y*
-20.04%
5Y*
-10.32%
10Y*

SGOV

1D
0.11%
1M
-0.35%
YTD
2.13%
6M
1.53%
1Y
5.20%
3Y*
2.60%
5Y*
4.63%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLTR.L vs. SGOV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
FLTR.L
Flutter Entertainment plc
-50.01%-22.15%48.64%23.47%-4.00%-22.17%45.29%
SGOV
iShares 0-3 Month Treasury Bond ETF
2.13%-3.18%7.11%-0.13%13.66%0.99%-9.80%

Correlation

The correlation between FLTR.L and SGOV 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 (3Y)
Calculated over the trailing 3-year period

0.03

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

-0.07

The correlation between FLTR.L and SGOV shifts across timeframes, from -0.07 (5 years) to 0.07 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

FLTR.L vs. SGOV — Risk / Return Rank

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

FLTR.L
FLTR.L Risk / Return Rank: 55
Overall Rank
FLTR.L Sharpe Ratio Rank: 11
Sharpe Ratio Rank
FLTR.L Sortino Ratio Rank: 22
Sortino Ratio Rank
FLTR.L Omega Ratio Rank: 22
Omega Ratio Rank
FLTR.L Calmar Ratio Rank: 1010
Calmar Ratio Rank
FLTR.L Martin Ratio Rank: 99
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.

FLTR.L vs. SGOV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Flutter Entertainment plc (FLTR.L) 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.


FLTR.LSGOVDifference
Sharpe ratioReturn per unit of total volatility

-2.26

Sortino ratioReturn per unit of downside risk

-3.46

Omega ratioGain probability vs. loss probability

0.70

1.15

-0.45

Calmar ratioReturn relative to maximum drawdown

-0.84

1.09

-1.93

Martin ratioReturn relative to average drawdown

-1.39

2.95

-4.33

FLTR.L vs. SGOV - Sharpe Ratio Comparison

The current FLTR.L Sharpe Ratio is -1.41, which is lower than the SGOV Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of FLTR.L 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

FLTR.L vs. SGOV - Drawdown Comparison

The maximum FLTR.L drawdown since its inception was -70.59%, which is greater than SGOV's maximum drawdown of -15.77%. Use the drawdown chart below to compare losses from any high point for FLTR.L and SGOV.


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Drawdown Indicators


FLTR.LSGOVDifference

Max Drawdown

Largest peak-to-trough decline

-70.59%

-15.77%

-54.82%

Max Drawdown (1Y)

Largest decline over 1 year

-69.91%

-5.17%

-64.74%

Max Drawdown (3Y)

Largest decline over 3 years

-70.59%

-9.80%

-60.79%

Max Drawdown (5Y)

Largest decline over 5 years

-70.59%

-15.77%

-54.82%

Current Drawdown

Current decline from peak

-65.87%

-5.71%

-60.16%

Average Drawdown

Average peak-to-trough decline

-19.06%

-8.17%

-10.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

42.67%

1.90%

+40.77%

Volatility

FLTR.L vs. SGOV - Volatility Comparison

Flutter Entertainment plc (FLTR.L) has a higher volatility of 12.29% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 1.68%. This indicates that FLTR.L'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


FLTR.LSGOVDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.29%

1.68%

+10.61%

Volatility (6M)

Calculated over the trailing 6-month period

34.23%

4.89%

+29.34%

Volatility (1Y)

Calculated over the trailing 1-year period

41.97%

6.60%

+35.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.82%

8.56%

+29.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.65%

8.49%

+30.16%

Dividends

FLTR.L vs. SGOV - Dividend Comparison

FLTR.L has not paid dividends to shareholders, while SGOV's dividend yield for the trailing twelve months is around 3.85%.


PositionTTM2025202420232022202120202019
FLTR.L
Flutter Entertainment plc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.55%
SGOV
iShares 0-3 Month Treasury Bond ETF
3.85%4.10%5.10%4.87%1.45%0.03%0.05%0.00%

Frequently Asked Questions


FLTR.L and SGOV 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.

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