SGOV vs. BKNG
SGOV (iShares 0-3 Month Treasury Bond ETF) is Ultrashort Bond fund tracking the ICE 0-3 Month US Treasury Securities Index, while BKNG (Booking Holdings Inc.) is a stock. Over the past 5 years, SGOV returned 3.56%/yr vs 12.82%/yr for BKNG. At a correlation of -0.01, they often move in opposite directions.
Performance
SGOV vs. BKNG - 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 BKNG's -22.63% return.
SGOV
- 1D
- 0.02%
- 1M
- 0.29%
- YTD
- 1.61%
- 6M
- 1.78%
- 1Y
- 3.91%
- 3Y*
- 4.71%
- 5Y*
- 3.56%
- 10Y*
- —
BKNG
- 1D
- 0.83%
- 1M
- 7.04%
- YTD
- -22.63%
- 6M
- -21.85%
- 1Y
- -21.52%
- 3Y*
- 17.23%
- 5Y*
- 12.82%
- 10Y*
- 12.44%
SGOV vs. BKNG - 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% |
BKNG Booking Holdings Inc. | -22.63% | 8.59% | 41.31% | 76.02% | -16.00% | 7.72% | 31.11% |
Correlation
The correlation between SGOV and BKNG is -0.09, 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 | -0.09 |
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 28, 2020 | -0.01 |
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Return for Risk
SGOV vs. BKNG — Risk / Return Rank
SGOV
BKNG
SGOV vs. BKNG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares 0-3 Month Treasury Bond ETF (SGOV) and Booking Holdings Inc. (BKNG). 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 | BKNG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +21.03 | ||
| Sortino ratioReturn per unit of downside risk | +276.62 | ||
| Omega ratioGain probability vs. loss probability | 195.55 | 0.89 | +194.66 |
| Calmar ratioReturn relative to maximum drawdown | 398.20 | -0.72 | +398.91 |
| Martin ratioReturn relative to average drawdown | 4,461.98 | -1.36 | +4,463.34 |
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Drawdowns
SGOV vs. BKNG - Drawdown Comparison
The maximum SGOV drawdown since its inception was -0.03%, smaller than the maximum BKNG drawdown of -99.32%. Use the drawdown chart below to compare losses from any high point for SGOV and BKNG.
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Drawdown Indicators
| SGOV | BKNG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.03% | -99.32% | +99.29% |
Max Drawdown (1Y)Largest decline over 1 year | -0.01% | -33.35% | +33.34% |
Max Drawdown (3Y)Largest decline over 3 years | -0.01% | -33.35% | +33.34% |
Max Drawdown (5Y)Largest decline over 5 years | -0.03% | -39.53% | +39.50% |
Max Drawdown (10Y)Largest decline over 10 years | — | -47.77% | — |
Current DrawdownCurrent decline from peak | 0.00% | -28.50% | +28.50% |
Average DrawdownAverage peak-to-trough decline | -0.00% | -47.05% | +47.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.00% | 17.53% | -17.53% |
Volatility
SGOV vs. BKNG - Volatility Comparison
The current volatility for iShares 0-3 Month Treasury Bond ETF (SGOV) is 0.05%, while Booking Holdings Inc. (BKNG) has a volatility of 6.54%. This indicates that SGOV experiences smaller price fluctuations and is considered to be less risky than BKNG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGOV | BKNG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.05% | 6.54% | -6.49% |
Volatility (6M)Calculated over the trailing 6-month period | 0.13% | 26.83% | -26.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.20% | 31.94% | -31.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.24% | 32.26% | -32.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.24% | 32.45% | -32.21% |
Dividends
SGOV vs. BKNG - Dividend Comparison
SGOV's dividend yield for the trailing twelve months is around 3.85%, more than BKNG's 0.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
BKNG Booking Holdings Inc. | 0.97% | 0.72% | 0.70% | 0.00% | 0.00% | 0.00% | 0.00% |
SGOV iShares 0-3 Month Treasury Bond ETF | 3.85% | 4.10% | 5.10% | 4.87% | 1.45% | 0.03% | 0.05% |
Frequently Asked Questions
SGOV and BKNG have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BKNG has higher volatility (6.54%) compared to SGOV (0.05%). In terms of maximum drawdown, SGOV dropped -0.03% vs BKNG's -99.32%.
SGOV currently has the higher Sharpe Ratio (20.28 vs -0.75), 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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