PNRG vs. SGOV
PNRG (PrimeEnergy Resources Corporation) 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, PNRG returned 30.56%/yr vs 3.54%/yr for SGOV. At a 0.00 correlation, their price movements are largely independent.
Performance
PNRG vs. SGOV - Performance Comparison
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Returns By Period
In the year-to-date period, PNRG achieves a 7.68% return, which is significantly higher than SGOV's 1.51% return.
PNRG
- 1D
- 0.87%
- 1M
- -19.46%
- YTD
- 7.68%
- 6M
- -1.54%
- 1Y
- -0.31%
- 3Y*
- 23.83%
- 5Y*
- 30.56%
- 10Y*
- 11.72%
SGOV
- 1D
- 0.01%
- 1M
- 0.29%
- YTD
- 1.51%
- 6M
- 1.80%
- 1Y
- 3.95%
- 3Y*
- 4.72%
- 5Y*
- 3.54%
- 10Y*
- —
PNRG vs. SGOV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
PNRG PrimeEnergy Resources Corporation | 7.68% | -22.13% | 106.48% | 22.42% | 23.92% | 62.38% | -41.80% |
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 PNRG and SGOV is 0.06, 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 | 0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.01 |
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 | 0.00 |
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Return for Risk
PNRG vs. SGOV — Risk / Return Rank
PNRG
SGOV
PNRG vs. SGOV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PrimeEnergy Resources Corporation (PNRG) 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.
| PNRG | SGOV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -20.28 | ||
| Sortino ratioReturn per unit of downside risk | -275.24 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 195.55 | -194.49 |
| Calmar ratioReturn relative to maximum drawdown | -0.01 | 398.20 | -398.21 |
| Martin ratioReturn relative to average drawdown | -0.02 | 4,462.00 | -4,462.03 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PNRG | SGOV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.00 | 20.28 | -20.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 14.73 | -14.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.20 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 12.48 | -12.23 |
Drawdowns
PNRG vs. SGOV - Drawdown Comparison
The maximum PNRG drawdown since its inception was -81.00%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for PNRG and SGOV.
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Drawdown Indicators
| PNRG | SGOV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.00% | -0.03% | -80.97% |
Max Drawdown (1Y)Largest decline over 1 year | -39.61% | -0.01% | -39.60% |
Max Drawdown (3Y)Largest decline over 3 years | -44.55% | -0.01% | -44.54% |
Max Drawdown (5Y)Largest decline over 5 years | -44.55% | -0.03% | -44.52% |
Max Drawdown (10Y)Largest decline over 10 years | -81.00% | — | — |
Current DrawdownCurrent decline from peak | -32.45% | 0.00% | -32.45% |
Average DrawdownAverage peak-to-trough decline | -38.39% | -0.00% | -38.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.85% | 0.00% | +13.85% |
Volatility
PNRG vs. SGOV - Volatility Comparison
PrimeEnergy Resources Corporation (PNRG) has a higher volatility of 34.18% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.05%. This indicates that PNRG'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
| PNRG | SGOV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 34.18% | 0.05% | +34.13% |
Volatility (6M)Calculated over the trailing 6-month period | 48.60% | 0.13% | +48.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 66.15% | 0.20% | +65.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 50.14% | 0.24% | +49.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 60.27% | 0.24% | +60.03% |
Dividends
PNRG vs. SGOV - Dividend Comparison
PNRG 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 |
|---|---|---|---|---|---|---|---|
PNRG PrimeEnergy Resources Corporation | 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
PNRG and SGOV have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PNRG has higher volatility (34.18%) compared to SGOV (0.05%). In terms of maximum drawdown, PNRG dropped -81.00% vs SGOV's -0.03%.
SGOV currently has the higher Sharpe Ratio (20.28 vs -0.00), 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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