SGOV vs. ASR
SGOV (iShares 0-3 Month Treasury Bond ETF) is Ultrashort Bond fund tracking the ICE 0-3 Month US Treasury Securities Index, while ASR (Grupo Aeroportuario del Sureste, S. A. B. de C. V.) is a stock. Over the past 5 years, SGOV returned 3.56%/yr vs 14.67%/yr for ASR. At a correlation of -0.05, they often move in opposite directions.
Performance
SGOV vs. ASR - Performance Comparison
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Returns By Period
In the year-to-date period, SGOV achieves a 1.61% return, which is significantly higher than ASR's -9.55% return.
SGOV
- 1D
- 0.02%
- 1M
- 0.30%
- YTD
- 1.61%
- 6M
- 1.78%
- 1Y
- 3.95%
- 3Y*
- 4.71%
- 5Y*
- 3.56%
- 10Y*
- —
ASR
- 1D
- 1.07%
- 1M
- -4.15%
- YTD
- -9.55%
- 6M
- -8.65%
- 1Y
- -3.36%
- 3Y*
- 6.19%
- 5Y*
- 14.67%
- 10Y*
- 10.32%
SGOV vs. ASR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SGOV iShares 0-3 Month Treasury Bond ETF | 1.61% | 4.24% | 5.27% | 5.12% | 1.58% | 0.04% | 0.04% |
ASR Grupo Aeroportuario del Sureste, S. A. B. de C. V. | -9.55% | 42.19% | -9.20% | 32.09% | 16.98% | 27.81% | 58.18% |
Correlation
The correlation between SGOV and ASR is -0.19, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.04 |
Correlation (All Time) Calculated using the full available price history since May 28, 2020 | -0.05 |
The correlation between SGOV and ASR shifts across timeframes, from -0.19 (1 year) to -0.04 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
SGOV vs. ASR — Risk / Return Rank
SGOV
ASR
SGOV vs. ASR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares 0-3 Month Treasury Bond ETF (SGOV) and Grupo Aeroportuario del Sureste, S. A. B. de C. V. (ASR). 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 | ASR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +20.41 | ||
| Sortino ratioReturn per unit of downside risk | +275.69 | ||
| Omega ratioGain probability vs. loss probability | 195.55 | 1.00 | +194.55 |
| Calmar ratioReturn relative to maximum drawdown | 398.20 | -0.13 | +398.33 |
| Martin ratioReturn relative to average drawdown | 4,461.98 | -0.33 | +4,462.30 |
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Drawdowns
SGOV vs. ASR - Drawdown Comparison
The maximum SGOV drawdown since its inception was -0.03%, smaller than the maximum ASR drawdown of -61.33%. Use the drawdown chart below to compare losses from any high point for SGOV and ASR.
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Drawdown Indicators
| SGOV | ASR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.03% | -61.33% | +61.30% |
Max Drawdown (1Y)Largest decline over 1 year | -0.01% | -26.13% | +26.12% |
Max Drawdown (3Y)Largest decline over 3 years | -0.01% | -33.81% | +33.80% |
Max Drawdown (5Y)Largest decline over 5 years | -0.03% | -35.28% | +35.25% |
Max Drawdown (10Y)Largest decline over 10 years | — | -61.33% | — |
Current DrawdownCurrent decline from peak | 0.00% | -23.25% | +23.25% |
Average DrawdownAverage peak-to-trough decline | -0.00% | -14.45% | +14.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.00% | 10.30% | -10.30% |
Volatility
SGOV vs. ASR - Volatility Comparison
The current volatility for iShares 0-3 Month Treasury Bond ETF (SGOV) is 0.05%, while Grupo Aeroportuario del Sureste, S. A. B. de C. V. (ASR) has a volatility of 8.54%. This indicates that SGOV experiences smaller price fluctuations and is considered to be less risky than ASR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGOV | ASR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.05% | 8.54% | -8.49% |
Volatility (6M)Calculated over the trailing 6-month period | 0.13% | 21.56% | -21.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.20% | 26.10% | -25.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.24% | 32.53% | -32.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.24% | 34.82% | -34.58% |
Dividends
SGOV vs. ASR - Dividend Comparison
SGOV's dividend yield for the trailing twelve months is around 3.85%, less than ASR's 7.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASR Grupo Aeroportuario del Sureste, S. A. B. de C. V. | 7.64% | 12.61% | 4.68% | 3.86% | 3.18% | 2.00% | 0.00% | 2.80% | 2.29% | 0.05% | 0.05% | 0.52% |
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
SGOV and ASR have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ASR has higher volatility (8.54%) compared to SGOV (0.05%). In terms of maximum drawdown, SGOV dropped -0.03% vs ASR's -61.33%.
SGOV currently has the higher Sharpe Ratio (20.28 vs -0.13), 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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