MSI vs. SHV
Compare and contrast key facts about Motorola Solutions, Inc. (MSI) and iShares Short Treasury Bond ETF (SHV).
SHV is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. Short Treasury Bond Index. It was launched on Jan 11, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MSI or SHV.
Performance
MSI vs. SHV - Performance Comparison
Returns By Period
In the year-to-date period, MSI achieves a 59.27% return, which is significantly higher than SHV's 4.57% return. Over the past 10 years, MSI has outperformed SHV with an annualized return of 24.51%, while SHV has yielded a comparatively lower 1.63% annualized return.
MSI
59.27%
5.24%
36.85%
56.53%
26.23%
24.51%
SHV
4.57%
0.37%
2.54%
5.19%
2.27%
1.63%
Key characteristics
| MSI | SHV | |
|---|---|---|
| Sharpe Ratio | 3.29 | 19.38 |
| Sortino Ratio | 4.71 | 130.72 |
| Omega Ratio | 1.64 | 52.15 |
| Calmar Ratio | 9.51 | 191.91 |
| Martin Ratio | 26.39 | 1,928.96 |
| Ulcer Index | 2.13% | 0.00% |
| Daily Std Dev | 17.13% | 0.27% |
| Max Drawdown | -93.56% | -0.46% |
| Current Drawdown | -1.93% | 0.00% |
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Correlation
The correlation between MSI and SHV is -0.04. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Risk-Adjusted Performance
MSI vs. SHV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Motorola Solutions, Inc. (MSI) and iShares Short 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.
Dividends
MSI vs. SHV - Dividend Comparison
MSI's dividend yield for the trailing twelve months is around 0.79%, less than SHV's 5.15% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSI Motorola Solutions, Inc. | 0.79% | 1.16% | 1.26% | 1.07% | 1.55% | 1.46% | 1.85% | 2.14% | 2.05% | 2.09% | 1.94% | 1.69% |
SHV iShares Short Treasury Bond ETF | 5.15% | 4.73% | 1.39% | 0.00% | 0.74% | 2.19% | 1.66% | 0.72% | 0.34% | 0.03% | 0.00% | 0.00% |
Drawdowns
MSI vs. SHV - Drawdown Comparison
The maximum MSI drawdown since its inception was -93.56%, which is greater than SHV's maximum drawdown of -0.46%. Use the drawdown chart below to compare losses from any high point for MSI and SHV. For additional features, visit the drawdowns tool.
Volatility
MSI vs. SHV - Volatility Comparison
Motorola Solutions, Inc. (MSI) has a higher volatility of 8.14% compared to iShares Short Treasury Bond ETF (SHV) at 0.07%. This indicates that MSI'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.