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PCRX vs. SGOV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PCRX vs. SGOV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacira BioSciences, Inc. (PCRX) and iShares 0-3 Month Treasury Bond ETF (SGOV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PCRX achieves a -13.76% return, which is significantly lower than SGOV's 1.51% return.


PCRX

1D
0.31%
1M
-9.60%
YTD
-13.76%
6M
-7.73%
1Y
-15.45%
3Y*
-17.04%
5Y*
-18.20%
10Y*
-7.19%

SGOV

1D
0.01%
1M
0.29%
YTD
1.51%
6M
1.80%
1Y
3.95%
3Y*
4.72%
5Y*
3.54%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PCRX vs. SGOV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
PCRX
Pacira BioSciences, Inc.
-13.76%37.37%-44.16%-12.61%-35.83%0.55%34.44%
SGOV
iShares 0-3 Month Treasury Bond ETF
1.51%4.24%5.27%5.12%1.58%0.04%0.05%

Correlation

The correlation between PCRX and SGOV is -0.12, 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

-0.12

Correlation (3Y)
Calculated over the trailing 3-year period

-0.08

Correlation (5Y)
Calculated over the trailing 5-year period

-0.06

Correlation (All Time)
Calculated using the full available price history since May 29, 2020

-0.05

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Return for Risk

PCRX vs. SGOV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PCRX
PCRX Risk / Return Rank: 2222
Overall Rank
PCRX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
PCRX Sortino Ratio Rank: 2323
Sortino Ratio Rank
PCRX Omega Ratio Rank: 2323
Omega Ratio Rank
PCRX Calmar Ratio Rank: 2323
Calmar Ratio Rank
PCRX Martin Ratio Rank: 1919
Martin Ratio Rank

SGOV
SGOV Risk / Return Rank: 100100
Overall Rank
SGOV Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
SGOV Sortino Ratio Rank: 100100
Sortino Ratio Rank
SGOV Omega Ratio Rank: 100100
Omega Ratio Rank
SGOV Calmar Ratio Rank: 100100
Calmar Ratio Rank
SGOV Martin Ratio Rank: 100100
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PCRX vs. SGOV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacira BioSciences, Inc. (PCRX) 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.


PCRXSGOVDifference
Sharpe ratioReturn per unit of total volatility

-20.70

Sortino ratioReturn per unit of downside risk

-276.05

Omega ratioGain probability vs. loss probability

0.96

195.55

-194.60

Calmar ratioReturn relative to maximum drawdown

-0.52

398.20

-398.72

Martin ratioReturn relative to average drawdown

-1.07

4,462.00

-4,463.07

PCRX vs. SGOV - Sharpe Ratio Comparison

The current PCRX Sharpe Ratio is -0.42, which is lower than the SGOV Sharpe Ratio of 20.28. The chart below compares the historical Sharpe Ratios of PCRX and SGOV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


PCRXSGOVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.42

20.28

-20.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.40

14.73

-15.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

12.48

-12.33

Drawdowns

PCRX vs. SGOV - Drawdown Comparison

The maximum PCRX drawdown since its inception was -90.19%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for PCRX and SGOV.


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Drawdown Indicators


PCRXSGOVDifference

Max Drawdown

Largest peak-to-trough decline

-90.19%

-0.03%

-90.16%

Max Drawdown (1Y)

Largest decline over 1 year

-29.61%

-0.01%

-29.60%

Max Drawdown (3Y)

Largest decline over 3 years

-71.53%

-0.01%

-71.52%

Max Drawdown (5Y)

Largest decline over 5 years

-85.67%

-0.03%

-85.64%

Max Drawdown (10Y)

Largest decline over 10 years

-85.67%

Current Drawdown

Current decline from peak

-81.29%

0.00%

-81.29%

Average Drawdown

Average peak-to-trough decline

-50.01%

-0.00%

-50.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.42%

0.00%

+14.42%

Volatility

PCRX vs. SGOV - Volatility Comparison

Pacira BioSciences, Inc. (PCRX) has a higher volatility of 10.03% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.05%. This indicates that PCRX'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


PCRXSGOVDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.03%

0.05%

+9.98%

Volatility (6M)

Calculated over the trailing 6-month period

28.70%

0.13%

+28.57%

Volatility (1Y)

Calculated over the trailing 1-year period

37.03%

0.20%

+36.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.60%

0.24%

+45.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.90%

0.24%

+46.66%

Dividends

PCRX vs. SGOV - Dividend Comparison

PCRX has not paid dividends to shareholders, while SGOV's dividend yield for the trailing twelve months is around 3.86%.


PositionTTM202520242023202220212020
PCRX
Pacira BioSciences, 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


PCRX and SGOV have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PCRX has higher volatility (10.03%) compared to SGOV (0.05%). In terms of maximum drawdown, PCRX dropped -90.19% vs SGOV's -0.03%.

SGOV currently has the higher Sharpe Ratio (20.28 vs -0.42), 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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