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 -17.10%/yr vs 3.54%/yr for SGOV. At a correlation of -0.02, they often move in opposite directions.
Performance
NAGE vs. SGOV - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, NAGE achieves a -44.97% return, which is significantly lower than SGOV's 1.52% return.
NAGE
- 1D
- 1.74%
- 1M
- -27.39%
- YTD
- -44.97%
- 6M
- -47.76%
- 1Y
- -70.12%
- 3Y*
- 30.91%
- 5Y*
- -17.10%
- 10Y*
- -4.42%
SGOV
- 1D
- 0.01%
- 1M
- 0.29%
- YTD
- 1.52%
- 6M
- 1.79%
- 1Y
- 3.95%
- 3Y*
- 4.72%
- 5Y*
- 3.54%
- 10Y*
- —
NAGE vs. SGOV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
NAGE Niagen Bioscience, Inc | -44.97% | 19.89% | 270.98% | -14.88% | -55.08% | -22.08% | 0.63% |
SGOV iShares 0-3 Month Treasury Bond ETF | 1.52% | 4.24% | 5.27% | 5.12% | 1.58% | 0.04% | 0.05% |
Correlation
The correlation between NAGE and SGOV is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.02 |
Correlation (All Time) Calculated using the full available price history since May 29, 2020 | -0.02 |
The correlation between NAGE and SGOV shifts across timeframes, from -0.14 (1 year) to -0.02 (5 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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.
| NAGE | SGOV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -21.62 | ||
| Sortino ratioReturn per unit of downside risk | -278.17 | ||
| Omega ratioGain probability vs. loss probability | 0.70 | 195.55 | -194.85 |
| Calmar ratioReturn relative to maximum drawdown | -0.92 | 398.20 | -399.12 |
| Martin ratioReturn relative to average drawdown | -1.34 | 4,462.00 | -4,463.34 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| NAGE | SGOV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.34 | 20.28 | -21.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.22 | 14.74 | -14.96 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.06 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.03 | 12.49 | -12.52 |
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.
Loading charts...
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 | -76.13% | -0.01% | -76.12% |
Max Drawdown (3Y)Largest decline over 3 years | -76.13% | -0.01% | -76.12% |
Max Drawdown (5Y)Largest decline over 5 years | -88.71% | -0.03% | -88.68% |
Max Drawdown (10Y)Largest decline over 10 years | -93.65% | — | — |
Current DrawdownCurrent decline from peak | -81.32% | 0.00% | -81.32% |
Average DrawdownAverage peak-to-trough decline | -75.72% | -0.00% | -75.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 52.47% | 0.00% | +52.47% |
Volatility
NAGE vs. SGOV - Volatility Comparison
Niagen Bioscience, Inc (NAGE) has a higher volatility of 20.94% 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.
Loading charts...
Volatility by Period
| NAGE | SGOV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.94% | 0.05% | +20.89% |
Volatility (6M)Calculated over the trailing 6-month period | 34.39% | 0.13% | +34.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 52.28% | 0.20% | +52.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 77.23% | 0.24% | +76.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 80.00% | 0.24% | +79.76% |
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 3.86%.
| 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 | 3.86% | 4.10% | 5.10% | 4.87% | 1.45% | 0.03% | 0.05% |
Frequently Asked Questions
NAGE and SGOV have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NAGE has higher volatility (20.94%) 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 (20.28 vs -1.34), 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.
Find the right allocation for NAGE and SGOV
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer