JBS vs. SGOV
JBS (JBS N.V.) 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 year, JBS returned -3.49% vs 3.90% for SGOV. At a correlation of -0.10, they often move in opposite directions.
Performance
JBS vs. SGOV - Performance Comparison
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Returns By Period
In the year-to-date period, JBS achieves a -10.79% return, which is significantly lower than SGOV's 1.90% return.
JBS
- 1D
- 1.53%
- 1M
- -1.00%
- 6M
- -7.78%
- YTD
- -10.79%
- 1Y
- -3.49%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SGOV
- 1D
- 0.02%
- 1M
- 0.31%
- 6M
- 1.80%
- YTD
- 1.90%
- 1Y
- 3.90%
- 3Y*
- 4.67%
- 5Y*
- 3.62%
- 10Y*
- —
JBS vs. SGOV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
JBS JBS N.V. | -10.79% | 5.64% |
SGOV iShares 0-3 Month Treasury Bond ETF | 1.90% | 2.30% |
Correlation
The correlation between JBS and SGOV is -0.10, 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 | -0.10 |
Correlation (All Time) Calculated using the full available price history since Jun 13, 2025 | -0.10 |
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Return for Risk
JBS vs. SGOV — Risk / Return Rank
JBS
SGOV
JBS vs. SGOV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JBS N.V. (JBS) 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.
| JBS | SGOV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -20.88 | ||
| Sortino ratioReturn per unit of downside risk | -385.76 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 386.06 | -385.05 |
| Calmar ratioReturn relative to maximum drawdown | -0.11 | 394.07 | -394.18 |
| Martin ratioReturn relative to average drawdown | -0.23 | 6,243.29 | -6,243.52 |
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Drawdowns
JBS vs. SGOV - Drawdown Comparison
The maximum JBS drawdown since its inception was -31.86%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for JBS and SGOV.
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Drawdown Indicators
| JBS | SGOV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.86% | -0.03% | -31.83% |
Max Drawdown (1Y)Largest decline over 1 year | -31.86% | -0.01% | -31.85% |
Max Drawdown (3Y)Largest decline over 3 years | — | -0.01% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -0.03% | — |
Current DrawdownCurrent decline from peak | -30.16% | 0.00% | -30.16% |
Average DrawdownAverage peak-to-trough decline | -11.96% | -0.00% | -11.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.17% | 0.00% | +15.17% |
Volatility
JBS vs. SGOV - Volatility Comparison
JBS N.V. (JBS) has a higher volatility of 8.37% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.05%. This indicates that JBS'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
| JBS | SGOV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.37% | 0.05% | +8.32% |
Volatility (6M)Calculated over the trailing 6-month period | 24.83% | 0.13% | +24.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.74% | 0.19% | +31.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.60% | 0.24% | +32.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.60% | 0.24% | +32.36% |
Dividends
JBS vs. SGOV - Dividend Comparison
JBS's dividend yield for the trailing twelve months is around 8.40%, more than SGOV's 3.80% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
JBS JBS N.V. | 8.40% | 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
JBS and SGOV have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JBS has higher volatility (8.37%) compared to SGOV (0.05%). In terms of maximum drawdown, JBS dropped -31.86% vs SGOV's -0.03%.
SGOV currently has the higher Sharpe Ratio (20.77 vs -0.11), 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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