PRNDY vs. SGOV
PRNDY (Pernod Ricard SA.) 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 3 years, PRNDY returned -25.54%/yr vs 4.64%/yr for SGOV. Their 0.01 correlation means their historical movements had little consistent relationship.
Performance
PRNDY vs. SGOV - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, PRNDY achieves a -5.77% return, which is significantly lower than SGOV's 2.11% return.
PRNDY
- 1D
- -0.57%
- 1M
- 10.47%
- 6M
- -9.71%
- YTD
- -5.77%
- 1Y
- -19.86%
- 3Y*
- -25.54%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -17.60%
SGOV
- 1D
- 0.02%
- 1M
- 0.27%
- 6M
- 1.81%
- YTD
- 2.11%
- 1Y
- 3.83%
- 3Y*
- 4.64%
- 5Y*
- 3.66%
- 10Y*
- —
- ALL TIME*
- 2.96%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
PRNDY Pernod Ricard SA. | $20.85M | $12.27M | $10.04M |
| $1.83B | $1.81B | $2.03B |
PRNDY vs. SGOV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
PRNDY Pernod Ricard SA. | -5.77% | -19.27% | -33.61% | -7.89% | -17.06% | 3.67% |
SGOV iShares 0-3 Month Treasury Bond ETF | 2.11% | 4.24% | 5.27% | 5.12% | 1.58% | 0.01% |
Correlation
The correlation between PRNDY and SGOV is 0.07, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.07 |
Correlation (3Y) Balances recent behavior with more history. | 0.05 |
Correlation (All Time) Calculated using the full available price history since Nov 5, 2021 | 0.01 |
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
PRNDY vs. SGOV — Risk / Return Rank
PRNDY
SGOV
PRNDY vs. SGOV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pernod Ricard SA. (PRNDY) 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.
| PRNDY | SGOV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -21.41 | ||
| Sortino ratioReturn per unit of downside risk | -382.57 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 382.06 | -381.15 |
| Calmar ratioReturn relative to maximum drawdown | -0.47 | 389.90 | -390.37 |
| Martin ratioReturn relative to average drawdown | -0.72 | 6,177.21 | -6,177.93 |
Loading charts...
Drawdowns
PRNDY vs. SGOV - Drawdown Comparison
The maximum PRNDY drawdown since its inception was -67.59%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for PRNDY and SGOV.
Loading charts...
Drawdown Indicators
| PRNDY | SGOV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.59% | -0.03% | -67.56% |
Max Drawdown (1Y)Largest decline over 1 year | -41.41% | -0.01% | -41.40% |
Max Drawdown (3Y)Largest decline over 3 years | -65.14% | -0.01% | -65.13% |
Max Drawdown (5Y)Largest decline over 5 years | — | -0.03% | — |
Current DrawdownCurrent decline from peak | -61.65% | 0.00% | -61.65% |
Average DrawdownAverage peak-to-trough decline | -33.47% | 0.00% | -33.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.97% | 0.00% | +26.97% |
Volatility
PRNDY vs. SGOV - Volatility Comparison
Pernod Ricard SA. (PRNDY) has a higher volatility of 9.72% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.05%. This indicates that PRNDY'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
| PRNDY | SGOV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.72% | 0.05% | +9.67% |
Volatility (6M)Calculated over the trailing 6-month period | 25.69% | 0.13% | +25.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.55% | 0.19% | +31.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.46% | 0.24% | +27.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.46% | 0.23% | +27.23% |
Dividends
PRNDY vs. SGOV - Dividend Comparison
PRNDY's dividend yield for the trailing twelve months is around 7.01%, more than SGOV's 3.79% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
PRNDY Pernod Ricard SA. | 7.01% | 6.44% | 4.53% | 2.86% | 2.10% | 0.83% | 0.00% |
SGOV iShares 0-3 Month Treasury Bond ETF | 3.43% | 4.10% | 5.10% | 4.87% | 1.45% | 0.03% | 0.05% |
Frequently Asked Questions
PRNDY and SGOV have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PRNDY has higher volatility (9.72%) compared to SGOV (0.05%). In terms of maximum drawdown, PRNDY dropped -67.59% vs SGOV's -0.03%.
SGOV currently has the higher Sharpe Ratio (20.78 vs -0.63), 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 PRNDY 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