GRAB vs. SGOV
GRAB (Grab Holdings Limited) 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, GRAB returned -19.05%/yr vs 3.62%/yr for SGOV. At a 0.00 correlation, their price movements are largely independent.
Performance
GRAB vs. SGOV - Performance Comparison
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Returns By Period
In the year-to-date period, GRAB achieves a -25.25% return, which is significantly lower than SGOV's 1.95% return.
GRAB
- 1D
- -2.36%
- 1M
- 6.88%
- 6M
- -15.03%
- YTD
- -25.25%
- 1Y
- -27.29%
- 3Y*
- 1.00%
- 5Y*
- -19.05%
- 10Y*
- —
SGOV
- 1D
- 0.01%
- 1M
- 0.30%
- 6M
- 1.80%
- YTD
- 1.95%
- 1Y
- 3.87%
- 3Y*
- 4.66%
- 5Y*
- 3.62%
- 10Y*
- —
GRAB vs. SGOV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
GRAB Grab Holdings Limited | -25.25% | 5.72% | 40.06% | 4.66% | -54.84% | -44.56% | 8.16% |
SGOV iShares 0-3 Month Treasury Bond ETF | 1.95% | 4.24% | 5.27% | 5.12% | 1.58% | 0.04% | 0.01% |
Correlation
The correlation between GRAB and SGOV is -0.03, 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 | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.00 |
Correlation (All Time) Calculated using the full available price history since Dec 1, 2020 | 0.00 |
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Return for Risk
GRAB vs. SGOV — Risk / Return Rank
GRAB
SGOV
GRAB vs. SGOV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Grab Holdings Limited (GRAB) 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.
| GRAB | SGOV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -21.57 | ||
| Sortino ratioReturn per unit of downside risk | -383.76 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 383.06 | -382.16 |
| Calmar ratioReturn relative to maximum drawdown | -0.56 | 390.94 | -391.50 |
| Martin ratioReturn relative to average drawdown | -0.91 | 6,193.70 | -6,194.61 |
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Drawdowns
GRAB vs. SGOV - Drawdown Comparison
The maximum GRAB drawdown since its inception was -86.46%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for GRAB and SGOV.
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Drawdown Indicators
| GRAB | SGOV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.46% | -0.03% | -86.43% |
Max Drawdown (1Y)Largest decline over 1 year | -49.30% | -0.01% | -49.29% |
Max Drawdown (3Y)Largest decline over 3 years | -49.30% | -0.01% | -49.29% |
Max Drawdown (5Y)Largest decline over 5 years | -86.46% | -0.03% | -86.43% |
Current DrawdownCurrent decline from peak | -78.14% | 0.00% | -78.14% |
Average DrawdownAverage peak-to-trough decline | -67.51% | -0.00% | -67.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 30.09% | 0.00% | +30.09% |
Volatility
GRAB vs. SGOV - Volatility Comparison
Grab Holdings Limited (GRAB) has a higher volatility of 10.37% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.05%. This indicates that GRAB'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
| GRAB | SGOV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.37% | 0.05% | +10.32% |
Volatility (6M)Calculated over the trailing 6-month period | 25.37% | 0.13% | +25.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.59% | 0.19% | +37.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 60.02% | 0.24% | +59.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 60.16% | 0.24% | +59.92% |
Dividends
GRAB vs. SGOV - Dividend Comparison
GRAB has not paid dividends to shareholders, while SGOV's dividend yield for the trailing twelve months is around 3.80%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
GRAB Grab Holdings Limited | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SGOV iShares 0-3 Month Treasury Bond ETF | 3.80% | 4.10% | 5.10% | 4.87% | 1.45% | 0.03% | 0.05% |
Frequently Asked Questions
GRAB and SGOV have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GRAB has higher volatility (10.37%) compared to SGOV (0.05%). In terms of maximum drawdown, GRAB dropped -86.46% vs SGOV's -0.03%.
SGOV currently has the higher Sharpe Ratio (20.84 vs -0.73), 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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