SGOV vs. NFLX
SGOV (iShares 0-3 Month Treasury Bond ETF) is Ultrashort Bond fund tracking the ICE 0-3 Month US Treasury Securities Index, while NFLX (Netflix, Inc.) is a stock. Over the past 5 years, SGOV returned 3.57%/yr vs 9.09%/yr for NFLX. At a correlation of -0.00, they often move in opposite directions.
Performance
SGOV vs. NFLX - Performance Comparison
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Returns By Period
In the year-to-date period, SGOV achieves a 1.69% return, which is significantly higher than NFLX's -17.47% return.
SGOV
- 1D
- 0.04%
- 1M
- 0.31%
- YTD
- 1.69%
- 6M
- 1.79%
- 1Y
- 3.92%
- 3Y*
- 4.71%
- 5Y*
- 3.57%
- 10Y*
- —
NFLX
- 1D
- 0.55%
- 1M
- -13.35%
- YTD
- -17.47%
- 6M
- -18.02%
- 1Y
- -37.16%
- 3Y*
- 21.45%
- 5Y*
- 9.09%
- 10Y*
- 23.49%
SGOV vs. NFLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SGOV iShares 0-3 Month Treasury Bond ETF | 1.69% | 4.24% | 5.27% | 5.12% | 1.58% | 0.04% | 0.04% |
NFLX Netflix, Inc. | -17.47% | 5.19% | 83.07% | 65.11% | -51.05% | 11.41% | 28.78% |
Correlation
The correlation between SGOV and NFLX is -0.03, 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 | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.04 |
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 | -0.00 |
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Return for Risk
SGOV vs. NFLX — Risk / Return Rank
SGOV
NFLX
SGOV vs. NFLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares 0-3 Month Treasury Bond ETF (SGOV) and Netflix, Inc. (NFLX). 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 | NFLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +21.49 | ||
| Sortino ratioReturn per unit of downside risk | +278.00 | ||
| Omega ratioGain probability vs. loss probability | 196.05 | 0.80 | +195.25 |
| Calmar ratioReturn relative to maximum drawdown | 399.24 | -0.85 | +400.09 |
| Martin ratioReturn relative to average drawdown | 4,473.64 | -1.43 | +4,475.07 |
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Drawdowns
SGOV vs. NFLX - Drawdown Comparison
The maximum SGOV drawdown since its inception was -0.03%, smaller than the maximum NFLX drawdown of -81.99%. Use the drawdown chart below to compare losses from any high point for SGOV and NFLX.
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Drawdown Indicators
| SGOV | NFLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.03% | -81.99% | +81.96% |
Max Drawdown (1Y)Largest decline over 1 year | -0.01% | -43.35% | +43.34% |
Max Drawdown (3Y)Largest decline over 3 years | -0.01% | -43.35% | +43.34% |
Max Drawdown (5Y)Largest decline over 5 years | -0.03% | -75.95% | +75.92% |
Max Drawdown (10Y)Largest decline over 10 years | — | -75.95% | — |
Current DrawdownCurrent decline from peak | 0.00% | -42.22% | +42.22% |
Average DrawdownAverage peak-to-trough decline | -0.00% | -24.92% | +24.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.00% | 25.72% | -25.72% |
Volatility
SGOV vs. NFLX - Volatility Comparison
The current volatility for iShares 0-3 Month Treasury Bond ETF (SGOV) is 0.06%, while Netflix, Inc. (NFLX) has a volatility of 6.35%. This indicates that SGOV experiences smaller price fluctuations and is considered to be less risky than NFLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGOV | NFLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.06% | 6.35% | -6.29% |
Volatility (6M)Calculated over the trailing 6-month period | 0.13% | 24.86% | -24.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.19% | 33.33% | -33.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.24% | 43.14% | -42.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.24% | 41.52% | -41.28% |
Dividends
SGOV vs. NFLX - Dividend Comparison
SGOV's dividend yield for the trailing twelve months is around 3.85%, while NFLX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
NFLX Netflix, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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 NFLX have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NFLX has higher volatility (6.35%) compared to SGOV (0.06%). In terms of maximum drawdown, SGOV dropped -0.03% vs NFLX's -81.99%.
SGOV currently has the higher Sharpe Ratio (20.39 vs -1.10), 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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