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 -17.88%/yr vs 3.66%/yr for SGOV. Their -0.05 correlation means they have often moved in opposite directions in the past.
Performance
MARA vs. SGOV - Performance Comparison
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Returns By Period
In the year-to-date period, MARA achieves a 30.85% return, which is significantly higher than SGOV's 2.14% return.
MARA
- 1D
- 0.00%
- 1M
- -5.24%
- 6M
- 29.83%
- YTD
- 30.85%
- 1Y
- -26.75%
- 3Y*
- -9.46%
- 5Y*
- -17.88%
- 10Y*
- -12.86%
- ALL TIME*
- -10.04%
SGOV
- 1D
- 0.01%
- 1M
- 0.30%
- 6M
- 1.81%
- YTD
- 2.14%
- 1Y
- 3.84%
- 3Y*
- 4.62%
- 5Y*
- 3.66%
- 10Y*
- —
- ALL TIME*
- 2.96%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $525.82M | $574.45M | $576.54M | |
| $2.10B | $1.90B | $2.07B |
MARA vs. SGOV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
MARA MARA Holdings, Inc. | 30.85% | -46.45% | -28.61% | 586.84% | -89.59% | 214.75% | 1,350.00% |
SGOV iShares 0-3 Month Treasury Bond ETF | 2.14% | 4.24% | 5.27% | 5.12% | 1.58% | 0.04% | 0.04% |
Correlation
The correlation between MARA and SGOV is -0.11, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.11 |
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 | -0.05 |
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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 | -21.05 | ||
| Sortino ratioReturn per unit of downside risk | -379.20 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 379.49 | -378.48 |
| Calmar ratioReturn relative to maximum drawdown | -0.38 | 387.22 | -387.60 |
| Martin ratioReturn relative to average drawdown | -0.60 | 6,134.73 | -6,135.32 |
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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 | -99.19% | — | — |
Current DrawdownCurrent decline from peak | -92.41% | 0.00% | -92.41% |
Average DrawdownAverage peak-to-trough decline | -78.13% | 0.00% | -78.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 44.94% | 0.00% | +44.94% |
Volatility
MARA vs. SGOV - Volatility Comparison
MARA Holdings, Inc. (MARA) has a higher volatility of 30.37% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.04%. 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 | 30.37% | 0.04% | +30.33% |
Volatility (6M)Calculated over the trailing 6-month period | 64.02% | 0.13% | +63.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 82.39% | 0.19% | +82.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 106.03% | 0.24% | +105.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 144.48% | 0.23% | +144.25% |
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 3.75%.
| 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 | 3.75% | 4.10% | 5.10% | 4.87% | 1.45% | 0.03% | 0.05% |
Frequently Asked Questions
MARA and SGOV have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MARA has higher volatility (30.37%) compared to SGOV (0.04%). In terms of maximum drawdown, MARA dropped -99.74% vs SGOV's -0.03%.
SGOV currently has the higher Sharpe Ratio (20.72 vs -0.33), 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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