RICK vs. SGOV

Last updated Jun 25, 2026

RICK (RCI Hospitality Holdings, Inc.) 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, RICK returned -15.72%/yr vs 3.58%/yr for SGOV. At a correlation of -0.07, they often move in opposite directions.

Performance

RICK vs. SGOV - Performance Comparison

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

Returns By Period

In the year-to-date period, RICK achieves a 17.77% return, which is significantly higher than SGOV's 1.72% return.

RICK

• 1D: 3.64%
• 1M: 15.11%
• YTD: 17.77%
• 6M: 20.81%
• 1Y: -28.91%
• 3Y*: -26.89%
• 5Y*: -15.72%
• 10Y*: 10.94%

SGOV

• 1D: 0.01%
• 1M: 0.29%
• YTD: 1.72%
• 6M: 1.79%
• 1Y: 3.92%
• 3Y*: 4.69%
• 5Y*: 3.58%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

RICK vs. SGOV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
RICK RCI Hospitality Holdings, Inc.	17.77%	-58.19%	-12.81%	-28.66%	20.04%	97.94%	150.46%
SGOV iShares 0-3 Month Treasury Bond ETF	1.72%	4.24%	5.27%	5.12%	1.58%	0.04%	0.04%

Correlation

The correlation between RICK and SGOV is -0.04, 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	-0.04
Correlation (3Y) Calculated over the trailing 3-year period	-0.08
Correlation (5Y) Calculated over the trailing 5-year period	-0.07
Correlation (All Time) Calculated using the full available price history since May 28, 2020	-0.07

Return for Risk

RICK vs. SGOV — Risk / Return Rank

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

RICK

RICK Risk / Return Rank: 21
RICK Sharpe Ratio Rank: 17
RICK Sortino Ratio Rank: 18
RICK Omega Ratio Rank: 20
RICK Calmar Ratio Rank: 21
RICK Martin Ratio Rank: 27

SGOV

SGOV Risk / Return Rank: 100
SGOV Sharpe Ratio Rank: 100
SGOV Sortino Ratio Rank: 100
SGOV Omega Ratio Rank: 100
SGOV Calmar Ratio Rank: 100
SGOV Martin Ratio Rank: 100

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.

RICK vs. SGOV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RCI Hospitality Holdings, Inc. (RICK) 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.

	RICK	SGOV	Difference
Sharpe ratio: Return per unit of total volatility	-0.59	20.32	-20.91
Sortino ratio: Return per unit of downside risk	-0.63	273.56	-274.19
Omega ratio: Gain probability vs. loss probability	0.93	194.05	-193.13
Calmar ratio: Return relative to maximum drawdown	-0.59	395.07	-395.66
Martin ratio: Return relative to average drawdown	-0.84	4,426.92	-4,427.76

RICK vs. SGOV - Sharpe Ratio Comparison

The current RICK Sharpe Ratio is -0.59, which is lower than the SGOV Sharpe Ratio of 20.32. The chart below compares the historical Sharpe Ratios of RICK 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.

Drawdowns

RICK vs. SGOV - Drawdown Comparison

The maximum RICK drawdown since its inception was -94.54%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for RICK and SGOV.

Drawdown Indicators

	RICK	SGOV	Difference
Max Drawdown Largest peak-to-trough decline	-94.54%	-0.03%	-94.51%
Max Drawdown (1Y) Largest decline over 1 year	-48.83%	-0.01%	-48.82%
Max Drawdown (3Y) Largest decline over 3 years	-72.58%	-0.01%	-72.57%
Max Drawdown (5Y) Largest decline over 5 years	-78.09%	-0.03%	-78.06%
Max Drawdown (10Y) Largest decline over 10 years	-78.72%	—	—
Current Drawdown Current decline from peak	-70.56%	0.00%	-70.56%
Average Drawdown Average peak-to-trough decline	-53.96%	-0.00%	-53.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	34.56%	0.00%	+34.56%

Volatility

RICK vs. SGOV - Volatility Comparison

RCI Hospitality Holdings, Inc. (RICK) has a higher volatility of 10.79% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.04%. This indicates that RICK'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.

Volatility by Period

	RICK	SGOV	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.79%	0.04%	+10.75%
Volatility (6M) Calculated over the trailing 6-month period	30.14%	0.13%	+30.01%
Volatility (1Y) Calculated over the trailing 1-year period	49.52%	0.19%	+49.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	43.10%	0.24%	+42.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	52.05%	0.24%	+51.81%

Dividends

RICK vs. SGOV - Dividend Comparison

RICK's dividend yield for the trailing twelve months is around 1.08%, less than SGOV's 3.85% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
RICK RCI Hospitality Holdings, Inc.	1.08%	1.17%	0.45%	0.36%	0.21%	0.21%	0.38%	0.63%	0.54%	0.43%	0.70%
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%

Frequently Asked Questions

Can I hold both RICK and SGOV in my portfolio?

RICK and SGOV have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RICK or SGOV?

RICK has higher volatility (10.79%) compared to SGOV (0.04%). In terms of maximum drawdown, RICK dropped -94.54% vs SGOV's -0.03%.

Which has better risk-adjusted returns?

SGOV currently has the higher Sharpe Ratio (20.32 vs -0.59), 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.