LRN vs. GBIL

Last updated Jun 4, 2026

LRN (Stride, Inc.) is a stock, while GBIL (Goldman Sachs Access Treasury 0-1 Year ETF) is Government Bonds fund tracking the FTSE US Treasury 0-1 Year Composite Select Index. Over the past 5 years, LRN returned 28.19%/yr vs 3.32%/yr for GBIL. At a correlation of -0.02, they often move in opposite directions.

Performance

LRN vs. GBIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Stride, Inc. (LRN) and Goldman Sachs Access Treasury 0-1 Year ETF (GBIL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LRN achieves a 53.44% return, which is significantly higher than GBIL's 1.42% return.

LRN

• 1D: 1.76%
• 1M: 7.99%
• YTD: 53.44%
• 6M: 62.77%
• 1Y: -30.11%
• 3Y*: 33.48%
• 5Y*: 28.19%
• 10Y*: 23.78%

GBIL

• 1D: 0.02%
• 1M: 0.28%
• YTD: 1.42%
• 6M: 1.73%
• 1Y: 3.91%
• 3Y*: 4.64%
• 5Y*: 3.32%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

LRN vs. GBIL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LRN Stride, Inc.	53.44%	-37.53%	75.05%	89.80%	-6.15%	56.99%	4.32%	-17.91%	55.91%	-7.34%
GBIL Goldman Sachs Access Treasury 0-1 Year ETF	1.42%	4.12%	5.24%	4.91%	1.05%	-0.08%	0.79%	2.31%	1.78%	0.69%

Correlation

The correlation between LRN and GBIL 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	-0.00
Correlation (5Y) Calculated over the trailing 5-year period	-0.02
Correlation (All Time) Calculated using the full available price history since Sep 9, 2016	-0.02

Return for Risk

LRN vs. GBIL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LRN

LRN Risk / Return Rank: 25
LRN Sharpe Ratio Rank: 21
LRN Sortino Ratio Rank: 27
LRN Omega Ratio Rank: 26
LRN Calmar Ratio Rank: 25
LRN Martin Ratio Rank: 27

GBIL

GBIL Risk / Return Rank: 100
GBIL Sharpe Ratio Rank: 100
GBIL Sortino Ratio Rank: 100
GBIL Omega Ratio Rank: 100
GBIL Calmar Ratio Rank: 100
GBIL Martin Ratio Rank: 100

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LRN vs. GBIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Stride, Inc. (LRN) and Goldman Sachs Access Treasury 0-1 Year ETF (GBIL). 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.

	LRN	GBIL	Difference
Sharpe ratio: Return per unit of total volatility	-0.45	16.89	-17.34
Sortino ratio: Return per unit of downside risk	-0.08	102.89	-102.97
Omega ratio: Gain probability vs. loss probability	0.98	39.42	-38.44
Calmar ratio: Return relative to maximum drawdown	-0.47	196.43	-196.91
Martin ratio: Return relative to average drawdown	-0.73	1,608.66	-1,609.39
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LRN vs. GBIL - Sharpe Ratio Comparison

The current LRN Sharpe Ratio is -0.45, which is lower than the GBIL Sharpe Ratio of 16.89. The chart below compares the historical Sharpe Ratios of LRN and GBIL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	LRN	GBIL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.45	16.89	-17.34
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.55	5.78	-5.22
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.48	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.15	4.87	-4.72

Drawdowns

LRN vs. GBIL - Drawdown Comparison

The maximum LRN drawdown since its inception was -81.41%, which is greater than GBIL's maximum drawdown of -0.76%. Use the drawdown chart below to compare losses from any high point for LRN and GBIL.

Drawdown Indicators

	LRN	GBIL	Difference
Max Drawdown Largest peak-to-trough decline	-81.41%	-0.76%	-80.65%
Max Drawdown (1Y) Largest decline over 1 year	-64.07%	-0.02%	-64.05%
Max Drawdown (3Y) Largest decline over 3 years	-64.07%	-0.76%	-63.31%
Max Drawdown (5Y) Largest decline over 5 years	-64.07%	-0.76%	-63.31%
Max Drawdown (10Y) Largest decline over 10 years	-64.07%	—	—
Current Drawdown Current decline from peak	-41.33%	0.00%	-41.33%
Average Drawdown Average peak-to-trough decline	-36.27%	-0.04%	-36.23%
Ulcer Index Depth and duration of drawdowns from previous peaks	41.53%	0.00%	+41.53%

Volatility

LRN vs. GBIL - Volatility Comparison

Stride, Inc. (LRN) has a higher volatility of 7.85% compared to Goldman Sachs Access Treasury 0-1 Year ETF (GBIL) at 0.04%. This indicates that LRN's price experiences larger fluctuations and is considered to be riskier than GBIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LRN	GBIL	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.85%	0.04%	+7.81%
Volatility (6M) Calculated over the trailing 6-month period	23.81%	0.14%	+23.67%
Volatility (1Y) Calculated over the trailing 1-year period	67.31%	0.23%	+67.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	51.38%	0.58%	+50.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	49.23%	0.47%	+48.76%

Dividends

LRN vs. GBIL - Dividend Comparison

LRN has not paid dividends to shareholders, while GBIL's dividend yield for the trailing twelve months is around 3.74%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
GBIL Goldman Sachs Access Treasury 0-1 Year ETF	3.74%	4.02%	4.93%	4.77%	1.37%	0.00%	0.81%	2.20%	1.70%	0.74%	0.11%
LRN Stride, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both LRN and GBIL in my portfolio?

LRN and GBIL 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.

Which is riskier, LRN or GBIL?

LRN has higher volatility (7.85%) compared to GBIL (0.04%). In terms of maximum drawdown, LRN dropped -81.41% vs GBIL's -0.76%.

Which has better risk-adjusted returns?

GBIL currently has the higher Sharpe Ratio (16.89 vs -0.45), 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.