INTU vs. SGOV
INTU (Intuit 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, INTU returned -9.53%/yr vs 3.56%/yr for SGOV. At a correlation of -0.00, they often move in opposite directions.
Performance
INTU vs. SGOV - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, INTU achieves a -58.02% return, which is significantly lower than SGOV's 1.61% return.
INTU
- 1D
- -0.07%
- 1M
- -26.85%
- YTD
- -58.02%
- 6M
- -58.55%
- 1Y
- -63.00%
- 3Y*
- -14.21%
- 5Y*
- -9.53%
- 10Y*
- 10.90%
SGOV
- 1D
- 0.02%
- 1M
- 0.29%
- YTD
- 1.61%
- 6M
- 1.78%
- 1Y
- 3.91%
- 3Y*
- 4.71%
- 5Y*
- 3.56%
- 10Y*
- —
INTU vs. SGOV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
INTU Intuit Inc. | -58.02% | 6.09% | 1.16% | 61.76% | -39.12% | 70.27% | 35.55% |
SGOV iShares 0-3 Month Treasury Bond ETF | 1.61% | 4.24% | 5.27% | 5.12% | 1.58% | 0.04% | 0.04% |
Correlation
The correlation between INTU and SGOV is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since May 28, 2020 | -0.00 |
The correlation between INTU and SGOV shifts across timeframes, from -0.00 (all time) to 0.15 (1 year), reflecting how their relationship changes across market environments.
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
INTU vs. SGOV — Risk / Return Rank
INTU
SGOV
INTU vs. SGOV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Intuit Inc. (INTU) 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.
| INTU | SGOV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -21.71 | ||
| Sortino ratioReturn per unit of downside risk | -278.10 | ||
| Omega ratioGain probability vs. loss probability | 0.68 | 195.55 | -194.87 |
| Calmar ratioReturn relative to maximum drawdown | -0.97 | 398.20 | -399.17 |
| Martin ratioReturn relative to average drawdown | -1.88 | 4,461.98 | -4,463.85 |
Loading charts...
Drawdowns
INTU vs. SGOV - Drawdown Comparison
The maximum INTU drawdown since its inception was -75.29%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for INTU and SGOV.
Loading charts...
Drawdown Indicators
| INTU | SGOV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.29% | -0.03% | -75.26% |
Max Drawdown (1Y)Largest decline over 1 year | -65.49% | -0.01% | -65.48% |
Max Drawdown (3Y)Largest decline over 3 years | -65.49% | -0.01% | -65.48% |
Max Drawdown (5Y)Largest decline over 5 years | -65.49% | -0.03% | -65.46% |
Max Drawdown (10Y)Largest decline over 10 years | -65.49% | — | — |
Current DrawdownCurrent decline from peak | -65.49% | 0.00% | -65.49% |
Average DrawdownAverage peak-to-trough decline | -24.14% | -0.00% | -24.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 33.92% | 0.00% | +33.92% |
Volatility
INTU vs. SGOV - Volatility Comparison
Intuit Inc. (INTU) has a higher volatility of 28.49% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.05%. This indicates that INTU'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
| INTU | SGOV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 28.49% | 0.05% | +28.44% |
Volatility (6M)Calculated over the trailing 6-month period | 42.51% | 0.13% | +42.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.40% | 0.20% | +44.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.54% | 0.24% | +37.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.98% | 0.24% | +33.74% |
Dividends
INTU vs. SGOV - Dividend Comparison
INTU's dividend yield for the trailing twelve months is around 1.68%, less than SGOV's 3.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
INTU Intuit Inc. | 1.68% | 0.65% | 0.60% | 0.52% | 0.72% | 0.38% | 0.57% | 0.74% | 0.83% | 0.89% | 1.08% | 1.09% |
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
INTU and SGOV have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
INTU has higher volatility (28.49%) compared to SGOV (0.05%). In terms of maximum drawdown, INTU dropped -75.29% vs SGOV's -0.03%.
SGOV currently has the higher Sharpe Ratio (20.28 vs -1.44), 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 INTU 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