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 -15.58%/yr vs 3.61%/yr for SGOV. At a 0.02 correlation, their price movements are largely independent.
Performance
JD vs. SGOV - Performance Comparison
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Returns By Period
In the year-to-date period, JD achieves a -0.30% return, which is significantly lower than SGOV's 1.87% return.
JD
- 1D
- 4.30%
- 1M
- -3.36%
- 6M
- -1.43%
- YTD
- -0.30%
- 1Y
- -12.49%
- 3Y*
- -5.37%
- 5Y*
- -15.58%
- 10Y*
- 4.29%
SGOV
- 1D
- 0.01%
- 1M
- 0.30%
- 6M
- 1.80%
- YTD
- 1.87%
- 1Y
- 3.88%
- 3Y*
- 4.67%
- 5Y*
- 3.61%
- 10Y*
- —
JD vs. SGOV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
JD JD.com, Inc. | -0.30% | -14.78% | 23.45% | -47.76% | -17.87% | -20.28% | 68.52% |
SGOV iShares 0-3 Month Treasury Bond ETF | 1.87% | 4.24% | 5.27% | 5.12% | 1.58% | 0.04% | 0.04% |
Correlation
The correlation between JD and SGOV is -0.02, 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 | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year 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 | -20.87 | ||
| Sortino ratioReturn per unit of downside risk | -271.73 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 192.48 | -191.52 |
| Calmar ratioReturn relative to maximum drawdown | -0.42 | 391.99 | -392.41 |
| Martin ratioReturn relative to average drawdown | -0.77 | 6,210.23 | -6,211.01 |
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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 | -70.49% | 0.00% | -70.49% |
Average DrawdownAverage peak-to-trough decline | -37.80% | -0.00% | -37.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.18% | 0.00% | +16.18% |
Volatility
JD vs. SGOV - Volatility Comparison
JD.com, Inc. (JD) has a higher volatility of 8.42% 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 | 8.42% | 0.05% | +8.37% |
Volatility (6M)Calculated over the trailing 6-month period | 23.64% | 0.13% | +23.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.56% | 0.19% | +32.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 53.72% | 0.24% | +53.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 47.76% | 0.24% | +47.52% |
Dividends
JD vs. SGOV - Dividend Comparison
JD's dividend yield for the trailing twelve months is around 3.62%, less than SGOV's 3.80% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
JD JD.com, Inc. | 3.62% | 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 -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JD has higher volatility (8.42%) 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 (20.49 vs -0.39), 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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