JD vs. SGOV
JD (JD.com, 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, JD returned -12.79%/yr vs 3.65%/yr for SGOV. Their 0.02 correlation means their historical movements had little consistent relationship.
Performance
JD vs. SGOV - Performance Comparison
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Returns By Period
In the year-to-date period, JD achieves a 14.72% return, which is significantly higher than SGOV's 2.06% return.
JD
- 1D
- 2.71%
- 1M
- 25.21%
- 6M
- 11.60%
- YTD
- 14.72%
- 1Y
- -0.89%
- 3Y*
- -4.89%
- 5Y*
- -12.79%
- 10Y*
- 5.30%
- ALL TIME*
- 4.29%
SGOV
- 1D
- 0.01%
- 1M
- 0.30%
- 6M
- 1.81%
- YTD
- 2.06%
- 1Y
- 3.84%
- 3Y*
- 4.63%
- 5Y*
- 3.65%
- 10Y*
- —
- ALL TIME*
- 2.96%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $231.20M | $218.49M | $270.88M | |
| $1.67B | $1.89B | $2.05B |
JD vs. SGOV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
JD JD.com, Inc. | 14.72% | -14.78% | 23.45% | -47.76% | -17.87% | -20.28% | 68.52% |
SGOV iShares 0-3 Month Treasury Bond ETF | 2.06% | 4.24% | 5.27% | 5.12% | 1.58% | 0.04% | 0.04% |
Correlation
The correlation between JD and SGOV is -0.04, 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. | -0.04 |
Correlation (3Y) Balances recent behavior with more history. | 0.03 |
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 | 0.02 |
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Return for Risk
JD vs. SGOV — Risk / Return Rank
JD
SGOV
JD vs. SGOV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JD.com, Inc. (JD) 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.
| JD | SGOV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -20.64 | ||
| Sortino ratioReturn per unit of downside risk | -379.61 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 380.06 | -379.04 |
| Calmar ratioReturn relative to maximum drawdown | -0.03 | 387.82 | -387.85 |
| Martin ratioReturn relative to average drawdown | -0.05 | 6,144.21 | -6,144.27 |
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Drawdowns
JD vs. SGOV - Drawdown Comparison
The maximum JD drawdown since its inception was -79.12%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for JD and SGOV.
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Drawdown Indicators
| JD | SGOV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.12% | -0.03% | -79.09% |
Max Drawdown (1Y)Largest decline over 1 year | -29.78% | -0.01% | -29.77% |
Max Drawdown (3Y)Largest decline over 3 years | -48.10% | -0.01% | -48.09% |
Max Drawdown (5Y)Largest decline over 5 years | -75.63% | -0.03% | -75.60% |
Max Drawdown (10Y)Largest decline over 10 years | -79.12% | — | — |
Current DrawdownCurrent decline from peak | -66.05% | 0.00% | -66.05% |
Average DrawdownAverage peak-to-trough decline | -37.94% | 0.00% | -37.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.47% | 0.00% | +16.47% |
Volatility
JD vs. SGOV - Volatility Comparison
JD.com, Inc. (JD) has a higher volatility of 6.95% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.05%. This indicates that JD'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
| JD | SGOV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.95% | 0.05% | +6.90% |
Volatility (6M)Calculated over the trailing 6-month period | 23.16% | 0.13% | +23.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.10% | 0.19% | +31.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 53.37% | 0.24% | +53.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 47.73% | 0.24% | +47.49% |
Dividends
JD vs. SGOV - Dividend Comparison
JD's dividend yield for the trailing twelve months is around 3.15%, less than SGOV's 3.80% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
JD JD.com, Inc. | 3.15% | 3.48% | 2.19% | 2.15% | 2.24% | 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
JD and SGOV have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JD has higher volatility (6.95%) compared to SGOV (0.05%). In terms of maximum drawdown, JD dropped -79.12% vs SGOV's -0.03%.
SGOV currently has the higher Sharpe Ratio (20.61 vs -0.03), 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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