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SGOV vs. MSFT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SGOV vs. MSFT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 0-3 Month Treasury Bond ETF (SGOV) and Microsoft Corporation (MSFT). 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 MSFT's -18.85% return.


SGOV

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

MSFT

1D
0.10%
1M
-3.36%
YTD
-18.85%
6M
-17.98%
1Y
-17.75%
3Y*
6.16%
5Y*
9.56%
10Y*
24.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SGOV vs. MSFT - 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%
MSFT
Microsoft Corporation
-18.85%15.58%12.93%58.19%-28.02%52.48%22.95%

Correlation

The correlation between SGOV and MSFT is -0.02, 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

-0.02

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

0.00

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. MSFT — 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

MSFT
MSFT Risk / Return Rank: 1717
Overall Rank
MSFT Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
MSFT Sortino Ratio Rank: 1515
Sortino Ratio Rank
MSFT Omega Ratio Rank: 1414
Omega Ratio Rank
MSFT Calmar Ratio Rank: 2424
Calmar Ratio Rank
MSFT Martin Ratio Rank: 2020
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. MSFT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 0-3 Month Treasury Bond ETF (SGOV) and Microsoft Corporation (MSFT). 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.


SGOVMSFTDifference
Sharpe ratioReturn per unit of total volatility

+20.98

Sortino ratioReturn per unit of downside risk

+276.53

Omega ratioGain probability vs. loss probability

195.55

0.89

+194.66

Calmar ratioReturn relative to maximum drawdown

398.20

-0.53

+398.72

Martin ratioReturn relative to average drawdown

4,461.98

-1.08

+4,463.06

SGOV vs. MSFT - Sharpe Ratio Comparison

The current SGOV Sharpe Ratio is 20.28, which is higher than the MSFT Sharpe Ratio of -0.70. The chart below compares the historical Sharpe Ratios of SGOV and MSFT, 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. MSFT - Drawdown Comparison

The maximum SGOV drawdown since its inception was -0.03%, smaller than the maximum MSFT drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for SGOV and MSFT.


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Drawdown Indicators


SGOVMSFTDifference

Max Drawdown

Largest peak-to-trough decline

-0.03%

-69.38%

+69.35%

Max Drawdown (1Y)

Largest decline over 1 year

-0.01%

-33.91%

+33.90%

Max Drawdown (3Y)

Largest decline over 3 years

-0.01%

-33.91%

+33.90%

Max Drawdown (5Y)

Largest decline over 5 years

-0.03%

-37.15%

+37.12%

Max Drawdown (10Y)

Largest decline over 10 years

-37.15%

Current Drawdown

Current decline from peak

0.00%

-27.46%

+27.46%

Average Drawdown

Average peak-to-trough decline

-0.00%

-21.78%

+21.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

16.48%

-16.48%

Volatility

SGOV vs. MSFT - Volatility Comparison

The current volatility for iShares 0-3 Month Treasury Bond ETF (SGOV) is 0.05%, while Microsoft Corporation (MSFT) has a volatility of 10.52%. This indicates that SGOV experiences smaller price fluctuations and is considered to be less risky than MSFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SGOVMSFTDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.05%

10.52%

-10.47%

Volatility (6M)

Calculated over the trailing 6-month period

0.13%

22.31%

-22.18%

Volatility (1Y)

Calculated over the trailing 1-year period

0.20%

25.42%

-25.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.24%

26.66%

-26.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.24%

27.06%

-26.82%

Dividends

SGOV vs. MSFT - Dividend Comparison

SGOV's dividend yield for the trailing twelve months is around 3.85%, more than MSFT's 0.91% yield.


PositionTTM20252024202320222021202020192018201720162015
MSFT
Microsoft Corporation
0.91%0.70%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%
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 MSFT have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MSFT has higher volatility (10.52%) compared to SGOV (0.05%). In terms of maximum drawdown, SGOV dropped -0.03% vs MSFT's -69.38%.

SGOV currently has the higher Sharpe Ratio (20.28 vs -0.70), 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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