MARA vs. SGOV
MARA (MARA Holdings, 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, MARA returned -12.03%/yr vs 3.62%/yr for SGOV. At a correlation of -0.05, they often move in opposite directions.
Performance
MARA vs. SGOV - Performance Comparison
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Returns By Period
In the year-to-date period, MARA achieves a 36.86% return, which is significantly higher than SGOV's 1.94% return.
MARA
- 1D
- 1.07%
- 1M
- -16.05%
- 6M
- 10.62%
- YTD
- 36.86%
- 1Y
- -34.49%
- 3Y*
- -12.06%
- 5Y*
- -12.03%
- 10Y*
- -13.02%
SGOV
- 1D
- 0.02%
- 1M
- 0.30%
- 6M
- 1.80%
- YTD
- 1.94%
- 1Y
- 3.89%
- 3Y*
- 4.66%
- 5Y*
- 3.62%
- 10Y*
- —
MARA vs. SGOV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
MARA MARA Holdings, Inc. | 36.86% | -46.45% | -28.61% | 586.84% | -89.59% | 214.75% | 1,350.00% |
SGOV iShares 0-3 Month Treasury Bond ETF | 1.94% | 4.24% | 5.27% | 5.12% | 1.58% | 0.04% | 0.04% |
Correlation
The correlation between MARA and SGOV is -0.06, 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 | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.03 |
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 | -0.05 |
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Return for Risk
MARA vs. SGOV — Risk / Return Rank
MARA
SGOV
MARA vs. SGOV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MARA Holdings, Inc. (MARA) 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.
| MARA | SGOV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -21.33 | ||
| Sortino ratioReturn per unit of downside risk | -385.03 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 385.06 | -384.08 |
| Calmar ratioReturn relative to maximum drawdown | -0.49 | 393.03 | -393.52 |
| Martin ratioReturn relative to average drawdown | -0.78 | 6,226.74 | -6,227.53 |
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Drawdowns
MARA vs. SGOV - Drawdown Comparison
The maximum MARA drawdown since its inception was -99.74%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for MARA and SGOV.
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Drawdown Indicators
| MARA | SGOV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.74% | -0.03% | -99.71% |
Max Drawdown (1Y)Largest decline over 1 year | -70.53% | -0.01% | -70.52% |
Max Drawdown (3Y)Largest decline over 3 years | -78.34% | -0.01% | -78.33% |
Max Drawdown (5Y)Largest decline over 5 years | -95.87% | -0.03% | -95.84% |
Max Drawdown (10Y)Largest decline over 10 years | -99.20% | — | — |
Current DrawdownCurrent decline from peak | -92.06% | 0.00% | -92.06% |
Average DrawdownAverage peak-to-trough decline | -78.08% | -0.00% | -78.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 44.18% | 0.00% | +44.18% |
Volatility
MARA vs. SGOV - Volatility Comparison
MARA Holdings, Inc. (MARA) has a higher volatility of 19.80% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.05%. This indicates that MARA'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
| MARA | SGOV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.80% | 0.05% | +19.75% |
Volatility (6M)Calculated over the trailing 6-month period | 60.57% | 0.13% | +60.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 79.34% | 0.19% | +79.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 106.01% | 0.24% | +105.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 144.21% | 0.24% | +143.97% |
Dividends
MARA vs. SGOV - Dividend Comparison
MARA has not paid dividends to shareholders, while SGOV's dividend yield for the trailing twelve months is around 3.80%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
MARA MARA Holdings, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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
MARA and SGOV have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MARA has higher volatility (19.80%) compared to SGOV (0.05%). In terms of maximum drawdown, MARA dropped -99.74% vs SGOV's -0.03%.
SGOV currently has the higher Sharpe Ratio (20.89 vs -0.44), 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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