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 0.96%/yr vs 3.58%/yr for SGOV. At a correlation of -0.04, they often move in opposite directions.
Performance
SCM vs. SGOV - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SCM achieves a -33.67% return, which is significantly lower than SGOV's 1.72% return.
SCM
- 1D
- -4.22%
- 1M
- -11.35%
- YTD
- -33.67%
- 6M
- -31.99%
- 1Y
- -34.40%
- 3Y*
- -6.54%
- 5Y*
- 0.96%
- 10Y*
- 8.42%
SGOV
- 1D
- 0.01%
- 1M
- 0.29%
- YTD
- 1.72%
- 6M
- 1.79%
- 1Y
- 3.92%
- 3Y*
- 4.69%
- 5Y*
- 3.58%
- 10Y*
- —
SCM vs. SGOV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SCM Stellus Capital Investment Corporation | -33.67% | 3.74% | 20.35% | 8.71% | 10.60% | 30.12% | 42.87% |
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 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 | -0.02 |
Correlation (All Time) Calculated using the full available price history since May 28, 2020 | -0.04 |
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
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.
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.
| SCM | SGOV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -21.65 | ||
| Sortino ratioReturn per unit of downside risk | -275.44 | ||
| Omega ratioGain probability vs. loss probability | 0.78 | 194.05 | -193.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.83 | 395.07 | -395.90 |
| Martin ratioReturn relative to average drawdown | -1.58 | 4,426.92 | -4,428.51 |
Loading charts...
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.
Loading charts...
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 | -41.53% | -0.01% | -41.52% |
Max Drawdown (3Y)Largest decline over 3 years | -41.53% | -0.01% | -41.52% |
Max Drawdown (5Y)Largest decline over 5 years | -41.53% | -0.03% | -41.50% |
Max Drawdown (10Y)Largest decline over 10 years | -66.06% | — | — |
Current DrawdownCurrent decline from peak | -41.53% | 0.00% | -41.53% |
Average DrawdownAverage peak-to-trough decline | -9.76% | -0.00% | -9.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.75% | 0.00% | +21.75% |
Volatility
SCM vs. SGOV - Volatility Comparison
Stellus Capital Investment Corporation (SCM) has a higher volatility of 8.80% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.04%. 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.
Loading charts...
Volatility by Period
| SCM | SGOV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.80% | 0.04% | +8.76% |
Volatility (6M)Calculated over the trailing 6-month period | 22.19% | 0.13% | +22.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.07% | 0.19% | +25.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.28% | 0.24% | +22.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.84% | 0.24% | +36.60% |
Dividends
SCM vs. SGOV - Dividend Comparison
SCM's dividend yield for the trailing twelve months is around 18.86%, more than SGOV's 3.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCM Stellus Capital Investment Corporation | 18.86% | 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 | 3.85% | 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
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 (8.80%) compared to SGOV (0.04%). In terms of maximum drawdown, SCM dropped -66.06% vs SGOV's -0.03%.
SGOV currently has the higher Sharpe Ratio (20.32 vs -1.33), 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 SCM 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