LEU vs. SHV
LEU (Centrus Energy Corp.) is a stock, while SHV (iShares 0-1 Year Treasury Bond ETF) is Government Bonds fund tracking the ICE Short US Treasury Securities Index. Over the past 10 years, LEU returned 49.61%/yr vs 2.23%/yr for SHV. At a correlation of -0.01, they often move in opposite directions.
Performance
LEU vs. SHV - Performance Comparison
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Returns By Period
In the year-to-date period, LEU achieves a -26.88% return, which is significantly lower than SHV's 1.60% return. Over the past 10 years, LEU has outperformed SHV with an annualized return of 49.61%, while SHV has yielded a comparatively lower 2.23% annualized return.
LEU
- 1D
- -3.36%
- 1M
- -1.04%
- YTD
- -26.88%
- 6M
- -31.21%
- 1Y
- -7.67%
- 3Y*
- 75.98%
- 5Y*
- 46.16%
- 10Y*
- 49.61%
SHV
- 1D
- 0.02%
- 1M
- 0.26%
- YTD
- 1.60%
- 6M
- 1.70%
- 1Y
- 3.83%
- 3Y*
- 4.61%
- 5Y*
- 3.35%
- 10Y*
- 2.23%
LEU vs. SHV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LEU Centrus Energy Corp. | -26.88% | 264.45% | 22.42% | 67.52% | -34.92% | 115.78% | 236.19% | 307.10% | -57.86% | -37.15% |
SHV iShares 0-1 Year Treasury Bond ETF | 1.60% | 4.21% | 5.12% | 5.04% | 0.94% | -0.10% | 0.81% | 2.36% | 1.72% | 0.67% |
Correlation
The correlation between LEU and SHV is -0.08, 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 | -0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.04 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.03 |
Correlation (All Time) Calculated using the full available price history since Jan 11, 2007 | -0.01 |
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Return for Risk
LEU vs. SHV — Risk / Return Rank
LEU
SHV
LEU vs. SHV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Centrus Energy Corp. (LEU) and iShares 0-1 Year Treasury Bond ETF (SHV). 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.
| LEU | SHV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -18.64 | ||
| Sortino ratioReturn per unit of downside risk | -97.46 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 35.59 | -34.52 |
| Calmar ratioReturn relative to maximum drawdown | -0.12 | 141.48 | -141.60 |
| Martin ratioReturn relative to average drawdown | -0.19 | 1,585.41 | -1,585.61 |
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Drawdowns
LEU vs. SHV - Drawdown Comparison
The maximum LEU drawdown since its inception was -99.98%, which is greater than SHV's maximum drawdown of -0.45%. Use the drawdown chart below to compare losses from any high point for LEU and SHV.
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Drawdown Indicators
| LEU | SHV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.98% | -0.45% | -99.53% |
Max Drawdown (1Y)Largest decline over 1 year | -66.37% | -0.03% | -66.34% |
Max Drawdown (3Y)Largest decline over 3 years | -66.37% | -0.03% | -66.34% |
Max Drawdown (5Y)Largest decline over 5 years | -78.23% | -0.38% | -77.85% |
Max Drawdown (10Y)Largest decline over 10 years | -83.84% | -0.45% | -83.39% |
Current DrawdownCurrent decline from peak | -97.38% | 0.00% | -97.38% |
Average DrawdownAverage peak-to-trough decline | -74.00% | -0.03% | -73.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 39.67% | 0.00% | +39.67% |
Volatility
LEU vs. SHV - Volatility Comparison
Centrus Energy Corp. (LEU) has a higher volatility of 28.50% compared to iShares 0-1 Year Treasury Bond ETF (SHV) at 0.07%. This indicates that LEU's price experiences larger fluctuations and is considered to be riskier than SHV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LEU | SHV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 28.50% | 0.07% | +28.43% |
Volatility (6M)Calculated over the trailing 6-month period | 67.02% | 0.13% | +66.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 92.51% | 0.21% | +92.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 86.67% | 0.29% | +86.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 82.48% | 0.28% | +82.20% |
Dividends
LEU vs. SHV - Dividend Comparison
LEU has not paid dividends to shareholders, while SHV's dividend yield for the trailing twelve months is around 3.83%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LEU Centrus Energy Corp. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SHV iShares 0-1 Year Treasury Bond ETF | 3.83% | 4.09% | 5.02% | 4.73% | 1.39% | 0.00% | 0.74% | 2.19% | 1.66% | 0.72% | 0.34% | 0.03% |
Frequently Asked Questions
LEU and SHV have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LEU has higher volatility (28.50%) compared to SHV (0.07%). In terms of maximum drawdown, LEU dropped -99.98% vs SHV's -0.45%.
SHV currently has the higher Sharpe Ratio (18.56 vs -0.08), 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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