PortfoliosLab logoPortfoliosLab logo
SGOV vs. JD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SGOV vs. JD - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, SGOV achieves a 1.61% return, which is significantly lower than JD's 3.06% return.


SGOV

1D
0.02%
1M
0.29%
YTD
1.61%
6M
1.78%
1Y
3.91%
3Y*
4.71%
5Y*
3.56%
10Y*

JD

1D
1.78%
1M
-10.78%
YTD
3.06%
6M
0.47%
1Y
-9.71%
3Y*
-6.23%
5Y*
-14.46%
10Y*
4.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SGOV vs. JD - 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%
JD
JD.com, Inc.
3.06%-14.78%23.45%-47.76%-17.87%-20.28%68.52%

Correlation

The correlation between SGOV and JD is -0.07, 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

-0.07

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

0.03

Correlation (5Y)
Calculated over the trailing 5-year 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. JD — 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

JD
JD Risk / Return Rank: 2727
Overall Rank
JD Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
JD Sortino Ratio Rank: 2424
Sortino Ratio Rank
JD Omega Ratio Rank: 2525
Omega Ratio Rank
JD Calmar Ratio Rank: 3030
Calmar Ratio Rank
JD 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. JD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 0-3 Month Treasury Bond ETF (SGOV) and JD.com, Inc. (JD). 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.


SGOVJDDifference
Sharpe ratioReturn per unit of total volatility

+20.65

Sortino ratioReturn per unit of downside risk

+276.06

Omega ratioGain probability vs. loss probability

195.55

0.96

+194.59

Calmar ratioReturn relative to maximum drawdown

398.20

-0.40

+398.60

Martin ratioReturn relative to average drawdown

4,461.98

-0.80

+4,462.78

SGOV vs. JD - Sharpe Ratio Comparison

The current SGOV Sharpe Ratio is 20.28, which is higher than the JD Sharpe Ratio of -0.37. The chart below compares the historical Sharpe Ratios of SGOV and JD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

SGOV vs. JD - Drawdown Comparison

The maximum SGOV drawdown since its inception was -0.03%, smaller than the maximum JD drawdown of -79.12%. Use the drawdown chart below to compare losses from any high point for SGOV and JD.


Loading charts...

Drawdown Indicators


SGOVJDDifference

Max Drawdown

Largest peak-to-trough decline

-0.03%

-79.12%

+79.09%

Max Drawdown (1Y)

Largest decline over 1 year

-0.01%

-29.78%

+29.77%

Max Drawdown (3Y)

Largest decline over 3 years

-0.01%

-48.10%

+48.09%

Max Drawdown (5Y)

Largest decline over 5 years

-0.03%

-75.63%

+75.60%

Max Drawdown (10Y)

Largest decline over 10 years

-79.12%

Current Drawdown

Current decline from peak

0.00%

-69.50%

+69.50%

Average Drawdown

Average peak-to-trough decline

-0.00%

-37.62%

+37.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

15.06%

-15.06%

Volatility

SGOV vs. JD - Volatility Comparison

The current volatility for iShares 0-3 Month Treasury Bond ETF (SGOV) is 0.05%, while JD.com, Inc. (JD) has a volatility of 8.35%. This indicates that SGOV experiences smaller price fluctuations and is considered to be less risky than JD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SGOVJDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.05%

8.35%

-8.30%

Volatility (6M)

Calculated over the trailing 6-month period

0.13%

22.73%

-22.60%

Volatility (1Y)

Calculated over the trailing 1-year period

0.20%

32.27%

-32.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.24%

53.75%

-53.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.24%

47.77%

-47.53%

Dividends

SGOV vs. JD - Dividend Comparison

SGOV's dividend yield for the trailing twelve months is around 3.85%, more than JD's 3.50% yield.


PositionTTM202520242023202220212020
JD
JD.com, Inc.
3.50%3.48%2.19%2.15%2.24%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 JD 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.

JD has higher volatility (8.35%) compared to SGOV (0.05%). In terms of maximum drawdown, SGOV dropped -0.03% vs JD's -79.12%.

SGOV currently has the higher Sharpe Ratio (20.28 vs -0.37), 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 JD

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