SGOV vs. AMZN
SGOV (iShares 0-3 Month Treasury Bond ETF) is Ultrashort Bond fund tracking the ICE 0-3 Month US Treasury Securities Index, while AMZN (Amazon.com, Inc) is a stock. Over the past 5 years, SGOV returned 3.64%/yr vs 4.89%/yr for AMZN. Their 0.02 correlation means their historical movements had little consistent relationship.
Performance
SGOV vs. AMZN - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SGOV achieves a 2.04% return, which is significantly higher than AMZN's 0.56% return.
SGOV
- 1D
- 0.03%
- 1M
- 0.30%
- 6M
- 1.80%
- YTD
- 2.04%
- 1Y
- 3.85%
- 3Y*
- 4.65%
- 5Y*
- 3.64%
- 10Y*
- —
- ALL TIME*
- 2.96%
AMZN
- 1D
- -0.66%
- 1M
- 2.25%
- 6M
- -2.95%
- YTD
- 0.56%
- 1Y
- 0.29%
- 3Y*
- 21.59%
- 5Y*
- 4.89%
- 10Y*
- 20.23%
- ALL TIME*
- 29.53%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
AMZN Amazon.com, Inc | $9.21B | $12.90B | $12.21B |
| $1.66B | $1.89B | $2.03B |
SGOV vs. AMZN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SGOV iShares 0-3 Month Treasury Bond ETF | 2.04% | 4.24% | 5.27% | 5.12% | 1.58% | 0.04% | 0.04% |
AMZN Amazon.com, Inc | 0.56% | 5.21% | 44.39% | 80.88% | -49.62% | 2.38% | 35.12% |
Correlation
The correlation between SGOV and AMZN 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. | -0.00 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.03 |
Correlation (All Time) Calculated using the full available price history since May 28, 2020 | 0.02 |
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
SGOV vs. AMZN — Risk / Return Rank
SGOV
AMZN
SGOV vs. AMZN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares 0-3 Month Treasury Bond ETF (SGOV) and Amazon.com, Inc (AMZN). 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.
| SGOV | AMZN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +20.72 | ||
| Sortino ratioReturn per unit of downside risk | +382.60 | ||
| Omega ratioGain probability vs. loss probability | 383.06 | 1.03 | +382.03 |
| Calmar ratioReturn relative to maximum drawdown | 390.94 | -0.00 | +390.95 |
| Martin ratioReturn relative to average drawdown | 6,193.70 | -0.01 | +6,193.70 |
Loading charts...
Drawdowns
SGOV vs. AMZN - Drawdown Comparison
The maximum SGOV drawdown since its inception was -0.03%, smaller than the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for SGOV and AMZN.
Loading charts...
Drawdown Indicators
| SGOV | AMZN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.03% | -94.40% | +94.37% |
Max Drawdown (1Y)Largest decline over 1 year | -0.01% | -21.74% | +21.73% |
Max Drawdown (3Y)Largest decline over 3 years | -0.01% | -30.88% | +30.87% |
Max Drawdown (5Y)Largest decline over 5 years | -0.03% | -55.73% | +55.70% |
Max Drawdown (10Y)Largest decline over 10 years | — | -56.15% | — |
Current DrawdownCurrent decline from peak | 0.00% | -15.59% | +15.59% |
Average DrawdownAverage peak-to-trough decline | 0.00% | -28.13% | +28.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.00% | 10.06% | -10.06% |
Volatility
SGOV vs. AMZN - Volatility Comparison
The current volatility for iShares 0-3 Month Treasury Bond ETF (SGOV) is 0.05%, while Amazon.com, Inc (AMZN) has a volatility of 8.77%. This indicates that SGOV experiences smaller price fluctuations and is considered to be less risky than AMZN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SGOV | AMZN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.05% | 8.77% | -8.72% |
Volatility (6M)Calculated over the trailing 6-month period | 0.13% | 22.18% | -22.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.19% | 31.47% | -31.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.24% | 35.75% | -35.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.24% | 32.63% | -32.39% |
Dividends
SGOV vs. AMZN - Dividend Comparison
SGOV's dividend yield for the trailing twelve months is around 3.80%, while AMZN has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
AMZN Amazon.com, Inc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SGOV iShares 0-3 Month Treasury Bond ETF | 3.80% | 4.10% | 5.10% | 4.87% | 1.45% | 0.03% | 0.05% |
Frequently Asked Questions
SGOV and AMZN 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.
AMZN has higher volatility (8.77%) compared to SGOV (0.05%). In terms of maximum drawdown, SGOV dropped -0.03% vs AMZN's -94.40%.
SGOV currently has the higher Sharpe Ratio (20.72 vs -0.00), 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 SGOV and AMZN
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