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SGOV vs. CEG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SGOV vs. CEG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 0-3 Month Treasury Bond ETF (SGOV) and Constellation Energy Corp (CEG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SGOV achieves a 1.61% return, which is significantly higher than CEG's -27.96% return.


SGOV

1D
0.02%
1M
0.30%
YTD
1.61%
6M
1.78%
1Y
3.95%
3Y*
4.71%
5Y*
3.56%
10Y*

CEG

1D
2.86%
1M
-7.54%
YTD
-27.96%
6M
-27.70%
1Y
-15.08%
3Y*
40.06%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SGOV vs. CEG - Yearly Performance Comparison


2026 (YTD)2025202420232022
SGOV
iShares 0-3 Month Treasury Bond ETF
1.61%4.24%5.27%5.12%1.58%
CEG
Constellation Energy Corp
-27.96%58.80%92.71%37.24%73.87%

Correlation

The correlation between SGOV and CEG is -0.15, 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

-0.15

Correlation (3Y)
Calculated over the trailing 3-year period

-0.00

Correlation (All Time)
Calculated using the full available price history since Feb 2, 2022

-0.02

The correlation between SGOV and CEG shifts across timeframes, from -0.15 (1 year) to -0.00 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

SGOV vs. CEG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SGOV
SGOV Risk / Return Rank: 100100
Overall Rank
SGOV Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
SGOV Sortino Ratio Rank: 100100
Sortino Ratio Rank
SGOV Omega Ratio Rank: 100100
Omega Ratio Rank
SGOV Calmar Ratio Rank: 100100
Calmar Ratio Rank
SGOV Martin Ratio Rank: 100100
Martin Ratio Rank

CEG
CEG Risk / Return Rank: 2929
Overall Rank
CEG Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
CEG Sortino Ratio Rank: 2828
Sortino Ratio Rank
CEG Omega Ratio Rank: 2828
Omega Ratio Rank
CEG Calmar Ratio Rank: 3131
Calmar Ratio Rank
CEG Martin Ratio Rank: 2828
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SGOV vs. CEG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 0-3 Month Treasury Bond ETF (SGOV) and Constellation Energy Corp (CEG). 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.


SGOVCEGDifference
Sharpe ratioReturn per unit of total volatility

+20.60

Sortino ratioReturn per unit of downside risk

+275.85

Omega ratioGain probability vs. loss probability

195.55

0.98

+194.57

Calmar ratioReturn relative to maximum drawdown

398.20

-0.38

+398.58

Martin ratioReturn relative to average drawdown

4,461.98

-0.78

+4,462.76

SGOV vs. CEG - Sharpe Ratio Comparison

The current SGOV Sharpe Ratio is 20.28, which is higher than the CEG Sharpe Ratio of -0.32. The chart below compares the historical Sharpe Ratios of SGOV and CEG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SGOV vs. CEG - Drawdown Comparison

The maximum SGOV drawdown since its inception was -0.03%, smaller than the maximum CEG drawdown of -50.70%. Use the drawdown chart below to compare losses from any high point for SGOV and CEG.


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Drawdown Indicators


SGOVCEGDifference

Max Drawdown

Largest peak-to-trough decline

-0.03%

-50.70%

+50.67%

Max Drawdown (1Y)

Largest decline over 1 year

-0.01%

-39.77%

+39.76%

Max Drawdown (3Y)

Largest decline over 3 years

-0.01%

-50.70%

+50.69%

Max Drawdown (5Y)

Largest decline over 5 years

-0.03%

Current Drawdown

Current decline from peak

0.00%

-36.93%

+36.93%

Average Drawdown

Average peak-to-trough decline

-0.00%

-11.67%

+11.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

19.38%

-19.38%

Volatility

SGOV vs. CEG - Volatility Comparison

The current volatility for iShares 0-3 Month Treasury Bond ETF (SGOV) is 0.05%, while Constellation Energy Corp (CEG) has a volatility of 15.26%. This indicates that SGOV experiences smaller price fluctuations and is considered to be less risky than CEG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SGOVCEGDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.05%

15.26%

-15.21%

Volatility (6M)

Calculated over the trailing 6-month period

0.13%

37.72%

-37.59%

Volatility (1Y)

Calculated over the trailing 1-year period

0.20%

46.66%

-46.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.24%

49.38%

-49.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.24%

49.38%

-49.14%

Dividends

SGOV vs. CEG - Dividend Comparison

SGOV's dividend yield for the trailing twelve months is around 3.85%, more than CEG's 0.64% yield.


PositionTTM202520242023202220212020
CEG
Constellation Energy Corp
0.64%0.44%0.63%0.97%0.65%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 CEG have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CEG has higher volatility (15.26%) compared to SGOV (0.05%). In terms of maximum drawdown, SGOV dropped -0.03% vs CEG's -50.70%.

SGOV currently has the higher Sharpe Ratio (20.28 vs -0.32), 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.

Portfolio Optimizer

Find the right allocation for SGOV and CEG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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