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 15.19% vs 3.85% for SGOV. Their -0.11 correlation means they have often moved in opposite directions in the past.
Performance
JBS vs. SGOV - Performance Comparison
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Returns By Period
In the year-to-date period, JBS achieves a 7.04% return, which is significantly higher than SGOV's 2.09% return.
JBS
- 1D
- 0.42%
- 1M
- 20.59%
- 6M
- -1.75%
- YTD
- 7.04%
- 1Y
- 15.19%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 11.51%
SGOV
- 1D
- 0.01%
- 1M
- 0.31%
- 6M
- 1.81%
- YTD
- 2.09%
- 1Y
- 3.85%
- 3Y*
- 4.64%
- 5Y*
- 3.65%
- 10Y*
- —
- ALL TIME*
- 2.96%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
JBS JBS N.V. | $75.68M | $62.44M | $94.87M |
| $1.74B | $1.85B | $2.01B |
JBS vs. SGOV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
JBS JBS N.V. | 7.04% | 5.64% |
SGOV iShares 0-3 Month Treasury Bond ETF | 2.09% | 2.30% |
Correlation
The correlation between JBS and SGOV is -0.14, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.14 |
Correlation (All Time) Calculated using the full available price history since Jun 13, 2025 | -0.11 |
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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 | -20.26 | ||
| Sortino ratioReturn per unit of downside risk | -379.94 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 381.06 | -379.96 |
| Calmar ratioReturn relative to maximum drawdown | 0.48 | 388.86 | -388.38 |
| Martin ratioReturn relative to average drawdown | 0.93 | 6,160.71 | -6,159.79 |
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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 | -16.21% | 0.00% | -16.21% |
Average DrawdownAverage peak-to-trough decline | -12.66% | 0.00% | -12.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.42% | 0.00% | +16.42% |
Volatility
JBS vs. SGOV - Volatility Comparison
JBS N.V. (JBS) has a higher volatility of 11.66% 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 | 11.66% | 0.05% | +11.61% |
Volatility (6M)Calculated over the trailing 6-month period | 26.31% | 0.13% | +26.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.11% | 0.19% | +32.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.64% | 0.24% | +33.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.64% | 0.23% | +33.41% |
Dividends
JBS vs. SGOV - Dividend Comparison
JBS's dividend yield for the trailing twelve months is around 7.00%, more than SGOV's 3.79% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
JBS JBS N.V. | 7.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SGOV iShares 0-3 Month Treasury Bond ETF | 3.79% | 4.10% | 5.10% | 4.87% | 1.45% | 0.03% | 0.05% |
Frequently Asked Questions
JBS and SGOV have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JBS has higher volatility (11.66%) 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 (20.72 vs 0.46), 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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