SCM vs. SGOV
SCM (Stellus Capital Investment 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, SCM returned 2.19%/yr vs 3.54%/yr for SGOV. At a correlation of -0.04, they often move in opposite directions.
Performance
SCM vs. SGOV - Performance Comparison
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Returns By Period
In the year-to-date period, SCM achieves a -27.58% return, which is significantly lower than SGOV's 1.51% return.
SCM
- 1D
- -3.13%
- 1M
- -10.05%
- YTD
- -27.58%
- 6M
- -24.66%
- 1Y
- -25.51%
- 3Y*
- -3.65%
- 5Y*
- 2.19%
- 10Y*
- 9.80%
SGOV
- 1D
- 0.01%
- 1M
- 0.29%
- YTD
- 1.51%
- 6M
- 1.80%
- 1Y
- 3.95%
- 3Y*
- 4.72%
- 5Y*
- 3.54%
- 10Y*
- —
SCM vs. SGOV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SCM Stellus Capital Investment Corporation | -27.58% | 3.74% | 20.35% | 8.71% | 10.60% | 30.12% | 50.10% |
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 SCM and SGOV is -0.05, 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 | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.01 |
Correlation (All Time) Calculated using the full available price history since May 29, 2020 | -0.04 |
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Return for Risk
SCM vs. SGOV — Risk / Return Rank
SCM
SGOV
SCM vs. SGOV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Stellus Capital Investment Corporation (SCM) 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.
| SCM | SGOV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -21.30 | ||
| Sortino ratioReturn per unit of downside risk | -277.04 | ||
| Omega ratioGain probability vs. loss probability | 0.84 | 195.55 | -194.72 |
| Calmar ratioReturn relative to maximum drawdown | -0.67 | 398.20 | -398.87 |
| Martin ratioReturn relative to average drawdown | -1.28 | 4,462.00 | -4,463.28 |
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
| SCM | SGOV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.02 | 20.28 | -21.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | 14.73 | -14.63 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.27 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 12.48 | -12.28 |
Drawdowns
SCM vs. SGOV - Drawdown Comparison
The maximum SCM drawdown since its inception was -66.06%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for SCM and SGOV.
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Drawdown Indicators
| SCM | SGOV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.06% | -0.03% | -66.03% |
Max Drawdown (1Y)Largest decline over 1 year | -38.26% | -0.01% | -38.25% |
Max Drawdown (3Y)Largest decline over 3 years | -38.26% | -0.01% | -38.25% |
Max Drawdown (5Y)Largest decline over 5 years | -38.26% | -0.03% | -38.23% |
Max Drawdown (10Y)Largest decline over 10 years | -66.06% | — | — |
Current DrawdownCurrent decline from peak | -36.16% | 0.00% | -36.16% |
Average DrawdownAverage peak-to-trough decline | -9.66% | -0.00% | -9.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.97% | 0.00% | +19.97% |
Volatility
SCM vs. SGOV - Volatility Comparison
Stellus Capital Investment Corporation (SCM) has a higher volatility of 6.29% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.05%. This indicates that SCM'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
| SCM | SGOV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.29% | 0.05% | +6.24% |
Volatility (6M)Calculated over the trailing 6-month period | 21.37% | 0.13% | +21.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.09% | 0.20% | +24.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.12% | 0.24% | +21.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.76% | 0.24% | +36.52% |
Dividends
SCM vs. SGOV - Dividend Comparison
SCM's dividend yield for the trailing twelve months is around 17.28%, more than SGOV's 3.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCM Stellus Capital Investment Corporation | 17.28% | 12.62% | 11.62% | 12.45% | 8.14% | 8.29% | 10.57% | 9.55% | 10.50% | 10.35% | 11.27% | 14.10% |
SGOV iShares 0-3 Month Treasury Bond ETF | 3.86% | 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
SCM and SGOV have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCM has higher volatility (6.29%) compared to SGOV (0.05%). In terms of maximum drawdown, SCM dropped -66.06% vs SGOV's -0.03%.
SGOV currently has the higher Sharpe Ratio (20.28 vs -1.02), 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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