SGOV vs. JD
SGOV (iShares 0-3 Month Treasury Bond ETF) is Ultrashort Bond fund tracking the ICE 0-3 Month US Treasury Securities Index, while JD (JD.com, Inc.) is a stock. Over the past 5 years, SGOV returned 3.56%/yr vs -14.46%/yr for JD. At a 0.02 correlation, their price movements are largely independent.
Performance
SGOV vs. JD - Performance Comparison
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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%
SGOV vs. JD - 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% |
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 |
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Return for Risk
SGOV vs. JD — Risk / Return Rank
SGOV
JD
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.
| SGOV | JD | Difference | |
|---|---|---|---|
| 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 |
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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.
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Drawdown Indicators
| SGOV | JD | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | -69.50% | +69.50% |
Average DrawdownAverage peak-to-trough decline | -0.00% | -37.62% | +37.62% |
Ulcer IndexDepth 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.
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Volatility by Period
| SGOV | JD | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
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.
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