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SGOV vs. IMO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SGOV vs. IMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 0-3 Month Treasury Bond ETF (SGOV) and Imperial Oil Limited (IMO). 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 lower than IMO's 41.99% return.


SGOV

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

IMO

1D
0.26%
1M
-7.42%
YTD
41.99%
6M
33.35%
1Y
56.95%
3Y*
37.72%
5Y*
32.35%
10Y*
17.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SGOV vs. IMO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SGOV
iShares 0-3 Month Treasury Bond ETF
1.61%4.24%5.27%5.12%1.58%0.04%0.04%
IMO
Imperial Oil Limited
41.99%43.85%10.47%20.89%38.00%95.29%18.55%

Correlation

The correlation between SGOV and IMO is -0.00, 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

-0.00

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

-0.03

Correlation (5Y)
Calculated over the trailing 5-year period

-0.05

Correlation (All Time)
Calculated using the full available price history since May 28, 2020

-0.05

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Return for Risk

SGOV vs. IMO — 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

IMO
IMO Risk / Return Rank: 8787
Overall Rank
IMO Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
IMO Sortino Ratio Rank: 8686
Sortino Ratio Rank
IMO Omega Ratio Rank: 8484
Omega Ratio Rank
IMO Calmar Ratio Rank: 8787
Calmar Ratio Rank
IMO Martin Ratio Rank: 8989
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. IMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 0-3 Month Treasury Bond ETF (SGOV) and Imperial Oil Limited (IMO). 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.


SGOVIMODifference
Sharpe ratioReturn per unit of total volatility

+18.18

Sortino ratioReturn per unit of downside risk

+273.01

Omega ratioGain probability vs. loss probability

195.55

1.33

+194.23

Calmar ratioReturn relative to maximum drawdown

398.20

3.47

+394.73

Martin ratioReturn relative to average drawdown

4,461.98

10.04

+4,451.93

SGOV vs. IMO - Sharpe Ratio Comparison

The current SGOV Sharpe Ratio is 20.28, which is higher than the IMO Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of SGOV and IMO, 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. IMO - Drawdown Comparison

The maximum SGOV drawdown since its inception was -0.03%, smaller than the maximum IMO drawdown of -84.82%. Use the drawdown chart below to compare losses from any high point for SGOV and IMO.


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Drawdown Indicators


SGOVIMODifference

Max Drawdown

Largest peak-to-trough decline

-0.03%

-84.82%

+84.79%

Max Drawdown (1Y)

Largest decline over 1 year

-0.01%

-16.51%

+16.50%

Max Drawdown (3Y)

Largest decline over 3 years

-0.01%

-22.95%

+22.94%

Max Drawdown (5Y)

Largest decline over 5 years

-0.03%

-29.72%

+29.69%

Max Drawdown (10Y)

Largest decline over 10 years

-76.96%

Current Drawdown

Current decline from peak

0.00%

-11.88%

+11.88%

Average Drawdown

Average peak-to-trough decline

-0.00%

-21.19%

+21.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

5.69%

-5.69%

Volatility

SGOV vs. IMO - Volatility Comparison

The current volatility for iShares 0-3 Month Treasury Bond ETF (SGOV) is 0.05%, while Imperial Oil Limited (IMO) has a volatility of 9.97%. This indicates that SGOV experiences smaller price fluctuations and is considered to be less risky than IMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SGOVIMODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.05%

9.97%

-9.92%

Volatility (6M)

Calculated over the trailing 6-month period

0.13%

22.21%

-22.08%

Volatility (1Y)

Calculated over the trailing 1-year period

0.20%

27.31%

-27.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.24%

32.66%

-32.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.24%

35.55%

-35.31%

Dividends

SGOV vs. IMO - Dividend Comparison

SGOV's dividend yield for the trailing twelve months is around 3.85%, more than IMO's 1.90% yield.


PositionTTM20252024202320222021202020192018201720162015
IMO
Imperial Oil Limited
1.90%2.40%2.84%2.73%2.30%2.28%3.50%2.41%2.36%2.02%1.70%1.66%
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 IMO have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IMO has higher volatility (9.97%) compared to SGOV (0.05%). In terms of maximum drawdown, SGOV dropped -0.03% vs IMO's -84.82%.

SGOV currently has the higher Sharpe Ratio (20.28 vs 2.10), 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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