PRGO vs. SGOV
PRGO (Perrigo Company plc) 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, PRGO returned -23.68%/yr vs 3.58%/yr for SGOV. At a 0.00 correlation, their price movements are largely independent.
Performance
PRGO vs. SGOV - Performance Comparison
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Returns By Period
In the year-to-date period, PRGO achieves a -27.65% return, which is significantly lower than SGOV's 1.70% return.
PRGO
- 1D
- -6.34%
- 1M
- -12.21%
- YTD
- -27.65%
- 6M
- -25.13%
- 1Y
- -60.68%
- 3Y*
- -30.50%
- 5Y*
- -23.68%
- 10Y*
- -17.85%
SGOV
- 1D
- 0.01%
- 1M
- 0.27%
- YTD
- 1.70%
- 6M
- 1.80%
- 1Y
- 3.93%
- 3Y*
- 4.68%
- 5Y*
- 3.58%
- 10Y*
- —
PRGO vs. SGOV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
PRGO Perrigo Company plc | -27.65% | -42.79% | -16.92% | -2.47% | -9.78% | -10.95% | -18.41% |
SGOV iShares 0-3 Month Treasury Bond ETF | 1.70% | 4.24% | 5.27% | 5.12% | 1.58% | 0.04% | 0.04% |
Correlation
The correlation between PRGO and SGOV is -0.00, 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 | -0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
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 | 0.00 |
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Return for Risk
PRGO vs. SGOV — Risk / Return Rank
PRGO
SGOV
PRGO vs. SGOV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Perrigo Company plc (PRGO) 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.
| PRGO | SGOV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -21.68 | ||
| Sortino ratioReturn per unit of downside risk | -276.36 | ||
| Omega ratioGain probability vs. loss probability | 0.72 | 194.55 | -193.83 |
| Calmar ratioReturn relative to maximum drawdown | -0.93 | 396.11 | -397.04 |
| Martin ratioReturn relative to average drawdown | -1.37 | 4,438.60 | -4,439.97 |
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Drawdowns
PRGO vs. SGOV - Drawdown Comparison
The maximum PRGO drawdown since its inception was -94.10%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for PRGO and SGOV.
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Drawdown Indicators
| PRGO | SGOV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.10% | -0.03% | -94.07% |
Max Drawdown (1Y)Largest decline over 1 year | -65.58% | -0.01% | -65.57% |
Max Drawdown (3Y)Largest decline over 3 years | -73.55% | -0.01% | -73.54% |
Max Drawdown (5Y)Largest decline over 5 years | -77.24% | -0.03% | -77.21% |
Max Drawdown (10Y)Largest decline over 10 years | -87.73% | — | — |
Current DrawdownCurrent decline from peak | -93.71% | 0.00% | -93.71% |
Average DrawdownAverage peak-to-trough decline | -49.50% | -0.00% | -49.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 44.30% | 0.00% | +44.30% |
Volatility
PRGO vs. SGOV - Volatility Comparison
Perrigo Company plc (PRGO) has a higher volatility of 14.29% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.06%. This indicates that PRGO'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
| PRGO | SGOV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.29% | 0.06% | +14.23% |
Volatility (6M)Calculated over the trailing 6-month period | 32.29% | 0.13% | +32.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 47.01% | 0.19% | +46.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.48% | 0.24% | +36.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.36% | 0.24% | +37.12% |
Dividends
PRGO vs. SGOV - Dividend Comparison
PRGO's dividend yield for the trailing twelve months is around 12.08%, more than SGOV's 3.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRGO Perrigo Company plc | 12.08% | 8.33% | 4.29% | 3.39% | 3.05% | 2.47% | 2.01% | 1.59% | 1.96% | 0.73% | 0.70% | 0.35% |
SGOV iShares 0-3 Month Treasury Bond ETF | 3.85% | 4.10% | 5.10% | 4.87% | 1.45% | 0.03% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
PRGO and SGOV have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PRGO has higher volatility (14.29%) compared to SGOV (0.06%). In terms of maximum drawdown, PRGO dropped -94.10% vs SGOV's -0.03%.
SGOV currently has the higher Sharpe Ratio (20.38 vs -1.30), 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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