SGOV vs. OTCM
SGOV (iShares 0-3 Month Treasury Bond ETF) is Ultrashort Bond fund tracking the ICE 0-3 Month US Treasury Securities Index, while OTCM (Otc Markets Group) is a stock. Over the past 5 years, SGOV returned 3.63%/yr vs 7.43%/yr for OTCM. At a correlation of -0.05, they often move in opposite directions.
Performance
SGOV vs. OTCM - Performance Comparison
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Returns By Period
In the year-to-date period, SGOV achieves a 1.99% return, which is significantly lower than OTCM's 3.52% return.
SGOV
- 1D
- 0.01%
- 1M
- 0.29%
- 6M
- 1.80%
- YTD
- 1.99%
- 1Y
- 3.87%
- 3Y*
- 4.64%
- 5Y*
- 3.63%
- 10Y*
- —
- ALL TIME*
- 2.96%
OTCM
- 1D
- -1.17%
- 1M
- 2.69%
- 6M
- -1.29%
- YTD
- 3.52%
- 1Y
- -4.66%
- 3Y*
- 0.77%
- 5Y*
- 7.43%
- 10Y*
- 16.84%
- ALL TIME*
- 19.97%
SGOV vs. OTCM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SGOV iShares 0-3 Month Treasury Bond ETF | 1.99% | 4.24% | 5.27% | 5.12% | 1.58% | 0.04% | 0.04% |
OTCM Otc Markets Group | 3.52% | 5.08% | -4.43% | 2.06% | -0.01% | 85.79% | 19.14% |
Correlation
The correlation between SGOV and OTCM is -0.01, 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 | -0.01 |
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. OTCM — Risk / Return Rank
SGOV
OTCM
SGOV vs. OTCM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares 0-3 Month Treasury Bond ETF (SGOV) and Otc Markets Group (OTCM). 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 | OTCM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +20.99 | ||
| Sortino ratioReturn per unit of downside risk | +382.84 | ||
| Omega ratioGain probability vs. loss probability | 383.06 | 1.00 | +382.06 |
| Calmar ratioReturn relative to maximum drawdown | 390.94 | -0.32 | +391.27 |
| Martin ratioReturn relative to average drawdown | 6,193.70 | -0.61 | +6,194.31 |
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Drawdowns
SGOV vs. OTCM - Drawdown Comparison
The maximum SGOV drawdown since its inception was -0.03%, smaller than the maximum OTCM drawdown of -39.87%. Use the drawdown chart below to compare losses from any high point for SGOV and OTCM.
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Drawdown Indicators
| SGOV | OTCM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.03% | -39.87% | +39.84% |
Max Drawdown (1Y)Largest decline over 1 year | -0.01% | -14.43% | +14.42% |
Max Drawdown (3Y)Largest decline over 3 years | -0.01% | -24.48% | +24.47% |
Max Drawdown (5Y)Largest decline over 5 years | -0.03% | -25.80% | +25.77% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.87% | — |
Current DrawdownCurrent decline from peak | 0.00% | -8.60% | +8.60% |
Average DrawdownAverage peak-to-trough decline | -0.00% | -8.57% | +8.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.00% | 7.65% | -7.65% |
Volatility
SGOV vs. OTCM - Volatility Comparison
The current volatility for iShares 0-3 Month Treasury Bond ETF (SGOV) is 0.05%, while Otc Markets Group (OTCM) has a volatility of 6.44%. This indicates that SGOV experiences smaller price fluctuations and is considered to be less risky than OTCM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGOV | OTCM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.05% | 6.44% | -6.39% |
Volatility (6M)Calculated over the trailing 6-month period | 0.13% | 17.14% | -17.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.19% | 29.84% | -29.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.24% | 28.60% | -28.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.24% | 33.08% | -32.84% |
Dividends
SGOV vs. OTCM - Dividend Comparison
SGOV's dividend yield for the trailing twelve months is around 3.80%, less than OTCM's 5.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OTCM Otc Markets Group | 5.16% | 4.81% | 4.33% | 3.97% | 3.90% | 6.19% | 3.68% | 3.57% | 4.24% | 3.99% | 2.43% | 6.63% |
SGOV iShares 0-3 Month Treasury Bond ETF | 3.80% | 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 OTCM have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OTCM has higher volatility (6.44%) compared to SGOV (0.05%). In terms of maximum drawdown, SGOV dropped -0.03% vs OTCM's -39.87%.
SGOV currently has the higher Sharpe Ratio (20.84 vs -0.16), 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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