GPRO vs. SGOV
GPRO (GoPro, Inc.) 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, GPRO returned -40.73%/yr vs 3.66%/yr for SGOV. Their -0.05 correlation means they have often moved in opposite directions in the past.
Performance
GPRO vs. SGOV - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, GPRO achieves a -46.88% return, which is significantly lower than SGOV's 2.11% return.
GPRO
- 1D
- 4.83%
- 1M
- 4.03%
- 6M
- -35.43%
- YTD
- -46.88%
- 1Y
- -37.58%
- 3Y*
- -43.30%
- 5Y*
- -40.73%
- 10Y*
- -24.56%
- ALL TIME*
- -26.01%
SGOV
- 1D
- 0.02%
- 1M
- 0.27%
- 6M
- 1.81%
- YTD
- 2.11%
- 1Y
- 3.83%
- 3Y*
- 4.64%
- 5Y*
- 3.66%
- 10Y*
- —
- ALL TIME*
- 2.96%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
GPRO GoPro, Inc. | $2.84M | $3.16M | $6.15M |
| $1.83B | $1.81B | $2.03B |
GPRO vs. SGOV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
GPRO GoPro, Inc. | -46.88% | 29.36% | -68.59% | -30.32% | -51.70% | 24.52% | 71.43% |
SGOV iShares 0-3 Month Treasury Bond ETF | 2.11% | 4.24% | 5.27% | 5.12% | 1.58% | 0.04% | 0.04% |
Correlation
The correlation between GPRO and SGOV is -0.01, 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. | -0.01 |
Correlation (3Y) Balances recent behavior with more history. | -0.01 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.03 |
Correlation (All Time) Calculated using the full available price history since May 28, 2020 | -0.05 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
GPRO vs. SGOV — Risk / Return Rank
GPRO
SGOV
GPRO vs. SGOV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GoPro, Inc. (GPRO) 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.
| GPRO | SGOV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -21.17 | ||
| Sortino ratioReturn per unit of downside risk | -381.80 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 382.06 | -381.06 |
| Calmar ratioReturn relative to maximum drawdown | -0.54 | 389.90 | -390.44 |
| Martin ratioReturn relative to average drawdown | -0.77 | 6,177.21 | -6,177.98 |
Loading charts...
Drawdowns
GPRO vs. SGOV - Drawdown Comparison
The maximum GPRO drawdown since its inception was -99.49%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for GPRO and SGOV.
Loading charts...
Drawdown Indicators
| GPRO | SGOV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.49% | -0.03% | -99.46% |
Max Drawdown (1Y)Largest decline over 1 year | -78.28% | -0.01% | -78.27% |
Max Drawdown (3Y)Largest decline over 3 years | -87.99% | -0.01% | -87.98% |
Max Drawdown (5Y)Largest decline over 5 years | -95.87% | -0.03% | -95.84% |
Max Drawdown (10Y)Largest decline over 10 years | -97.19% | — | — |
Current DrawdownCurrent decline from peak | -99.20% | 0.00% | -99.20% |
Average DrawdownAverage peak-to-trough decline | -87.15% | 0.00% | -87.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 54.25% | 0.00% | +54.25% |
Volatility
GPRO vs. SGOV - Volatility Comparison
GoPro, Inc. (GPRO) has a higher volatility of 18.37% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.05%. This indicates that GPRO'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.
Loading charts...
Volatility by Period
| GPRO | SGOV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.37% | 0.05% | +18.32% |
Volatility (6M)Calculated over the trailing 6-month period | 78.01% | 0.13% | +77.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 107.67% | 0.19% | +107.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 72.12% | 0.24% | +71.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 67.41% | 0.23% | +67.18% |
Dividends
GPRO vs. SGOV - Dividend Comparison
GPRO has not paid dividends to shareholders, while SGOV's dividend yield for the trailing twelve months is around 3.79%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
GPRO GoPro, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SGOV iShares 0-3 Month Treasury Bond ETF | 3.43% | 4.10% | 5.10% | 4.87% | 1.45% | 0.03% | 0.05% |
Frequently Asked Questions
GPRO 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.
GPRO has higher volatility (18.37%) compared to SGOV (0.05%). In terms of maximum drawdown, GPRO dropped -99.49% vs SGOV's -0.03%.
SGOV currently has the higher Sharpe Ratio (20.78 vs -0.39), 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.
Find the right allocation for GPRO 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.
Open Portfolio Optimizer