NAGE vs. SGOV
NAGE (Niagen Bioscience, 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, NAGE returned -18.52%/yr vs 3.62%/yr for SGOV. At a correlation of -0.02, they often move in opposite directions.
Performance
NAGE vs. SGOV - Performance Comparison
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Returns By Period
In the year-to-date period, NAGE achieves a -46.70% return, which is significantly lower than SGOV's 1.90% return.
NAGE
- 1D
- -2.87%
- 1M
- -1.74%
- 6M
- -48.01%
- YTD
- -46.70%
- 1Y
- -70.00%
- 3Y*
- 26.62%
- 5Y*
- -18.52%
- 10Y*
- -1.64%
SGOV
- 1D
- 0.02%
- 1M
- 0.28%
- 6M
- 1.80%
- YTD
- 1.90%
- 1Y
- 3.86%
- 3Y*
- 4.67%
- 5Y*
- 3.62%
- 10Y*
- —
NAGE vs. SGOV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
NAGE Niagen Bioscience, Inc | -46.70% | 19.89% | 270.98% | -14.88% | -55.08% | -22.08% | 0.42% |
SGOV iShares 0-3 Month Treasury Bond ETF | 1.90% | 4.24% | 5.27% | 5.12% | 1.58% | 0.04% | 0.04% |
Correlation
The correlation between NAGE and SGOV is -0.09, 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 | -0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.01 |
Correlation (All Time) Calculated using the full available price history since May 28, 2020 | -0.02 |
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Return for Risk
NAGE vs. SGOV — Risk / Return Rank
NAGE
SGOV
NAGE vs. SGOV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Niagen Bioscience, Inc (NAGE) 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.
| NAGE | SGOV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -22.21 | ||
| Sortino ratioReturn per unit of downside risk | -388.52 | ||
| Omega ratioGain probability vs. loss probability | 0.68 | 386.06 | -385.37 |
| Calmar ratioReturn relative to maximum drawdown | -0.99 | 394.07 | -395.06 |
| Martin ratioReturn relative to average drawdown | -1.48 | 6,243.29 | -6,244.77 |
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Drawdowns
NAGE vs. SGOV - Drawdown Comparison
The maximum NAGE drawdown since its inception was -97.00%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for NAGE and SGOV.
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Drawdown Indicators
| NAGE | SGOV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.00% | -0.03% | -96.97% |
Max Drawdown (1Y)Largest decline over 1 year | -72.26% | -0.01% | -72.25% |
Max Drawdown (3Y)Largest decline over 3 years | -77.86% | -0.01% | -77.85% |
Max Drawdown (5Y)Largest decline over 5 years | -88.57% | -0.03% | -88.54% |
Max Drawdown (10Y)Largest decline over 10 years | -93.65% | — | — |
Current DrawdownCurrent decline from peak | -81.91% | 0.00% | -81.91% |
Average DrawdownAverage peak-to-trough decline | -75.74% | -0.00% | -75.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 49.20% | 0.00% | +49.20% |
Volatility
NAGE vs. SGOV - Volatility Comparison
Niagen Bioscience, Inc (NAGE) has a higher volatility of 12.72% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.05%. This indicates that NAGE'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
| NAGE | SGOV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.72% | 0.05% | +12.67% |
Volatility (6M)Calculated over the trailing 6-month period | 35.20% | 0.13% | +35.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 49.69% | 0.19% | +49.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 76.82% | 0.24% | +76.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 78.44% | 0.24% | +78.20% |
Dividends
NAGE vs. SGOV - Dividend Comparison
NAGE 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 |
|---|---|---|---|---|---|---|---|
NAGE Niagen Bioscience, 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
NAGE and SGOV have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NAGE has higher volatility (12.72%) compared to SGOV (0.05%). In terms of maximum drawdown, NAGE dropped -97.00% vs SGOV's -0.03%.
SGOV currently has the higher Sharpe Ratio (20.77 vs -1.44), 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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