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PLSE vs. SGOV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PLSE and SGOV is 0.00, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

PLSE vs. SGOV - Performance Comparison

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

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Key characteristics

Sharpe Ratio

PLSE:

0.51

SGOV:

21.63

Sortino Ratio

PLSE:

1.19

SGOV:

474.39

Omega Ratio

PLSE:

1.14

SGOV:

475.39

Calmar Ratio

PLSE:

0.39

SGOV:

485.71

Martin Ratio

PLSE:

1.34

SGOV:

7,710.35

Ulcer Index

PLSE:

22.28%

SGOV:

0.00%

Daily Std Dev

PLSE:

86.47%

SGOV:

0.22%

Max Drawdown

PLSE:

-97.22%

SGOV:

-0.03%

Current Drawdown

PLSE:

-60.91%

SGOV:

0.00%

Returns By Period

In the year-to-date period, PLSE achieves a -0.60% return, which is significantly lower than SGOV's 1.75% return.


PLSE

YTD

-0.60%

1M

0.79%

6M

-19.14%

1Y

49.83%

3Y*

97.98%

5Y*

13.74%

10Y*

N/A

SGOV

YTD

1.75%

1M

0.34%

6M

2.15%

1Y

4.78%

3Y*

4.55%

5Y*

2.74%

10Y*

N/A

*Annualized

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Pulse Biosciences, Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

PLSE vs. SGOV — Risk-Adjusted Performance Rank

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

PLSE
The Risk-Adjusted Performance Rank of PLSE is 6868
Overall Rank
The Sharpe Ratio Rank of PLSE is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of PLSE is 6969
Sortino Ratio Rank
The Omega Ratio Rank of PLSE is 6666
Omega Ratio Rank
The Calmar Ratio Rank of PLSE is 6868
Calmar Ratio Rank
The Martin Ratio Rank of PLSE is 6767
Martin Ratio Rank

SGOV
The Risk-Adjusted Performance Rank of SGOV is 100100
Overall Rank
The Sharpe Ratio Rank of SGOV is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of SGOV is 100100
Sortino Ratio Rank
The Omega Ratio Rank of SGOV is 100100
Omega Ratio Rank
The Calmar Ratio Rank of SGOV is 100100
Calmar Ratio Rank
The Martin Ratio Rank of SGOV is 100100
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PLSE vs. SGOV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pulse Biosciences, Inc. (PLSE) 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.


The current PLSE Sharpe Ratio is 0.51, which is lower than the SGOV Sharpe Ratio of 21.63. The chart below compares the historical Sharpe Ratios of PLSE and SGOV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

PLSE vs. SGOV - Dividend Comparison

PLSE has not paid dividends to shareholders, while SGOV's dividend yield for the trailing twelve months is around 4.69%.


TTM20242023202220212020
PLSE
Pulse Biosciences, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%
SGOV
iShares 0-3 Month Treasury Bond ETF
4.69%5.10%4.87%1.45%0.03%0.05%

Drawdowns

PLSE vs. SGOV - Drawdown Comparison

The maximum PLSE drawdown since its inception was -97.22%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for PLSE and SGOV.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

PLSE vs. SGOV - Volatility Comparison

Pulse Biosciences, Inc. (PLSE) has a higher volatility of 10.24% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.06%. This indicates that PLSE'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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