SGOV vs. RICK
SGOV (iShares 0-3 Month Treasury Bond ETF) is Ultrashort Bond fund tracking the ICE 0-3 Month US Treasury Securities Index, while RICK (RCI Hospitality Holdings, Inc.) is a stock. Over the past 5 years, SGOV returned 3.56%/yr vs -16.63%/yr for RICK. At a correlation of -0.07, they often move in opposite directions.
Performance
SGOV vs. RICK - 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 RICK's 15.11% return.
SGOV
- 1D
- 0.02%
- 1M
- 0.29%
- YTD
- 1.61%
- 6M
- 1.78%
- 1Y
- 3.91%
- 3Y*
- 4.71%
- 5Y*
- 3.56%
- 10Y*
- —
RICK
- 1D
- 1.60%
- 1M
- 13.59%
- YTD
- 15.11%
- 6M
- 1.90%
- 1Y
- -30.50%
- 3Y*
- -28.96%
- 5Y*
- -16.63%
- 10Y*
- 11.05%
SGOV vs. RICK - 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% |
RICK RCI Hospitality Holdings, Inc. | 15.11% | -58.19% | -12.81% | -28.66% | 20.04% | 97.94% | 150.46% |
Correlation
The correlation between SGOV and RICK 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 | -0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.07 |
Correlation (All Time) Calculated using the full available price history since May 28, 2020 | -0.07 |
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Return for Risk
SGOV vs. RICK — Risk / Return Rank
SGOV
RICK
SGOV vs. RICK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares 0-3 Month Treasury Bond ETF (SGOV) and RCI Hospitality Holdings, Inc. (RICK). 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 | RICK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +20.97 | ||
| Sortino ratioReturn per unit of downside risk | +276.53 | ||
| Omega ratioGain probability vs. loss probability | 195.55 | 0.90 | +194.65 |
| Calmar ratioReturn relative to maximum drawdown | 398.20 | -0.70 | +398.90 |
| Martin ratioReturn relative to average drawdown | 4,461.98 | -1.00 | +4,462.98 |
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Drawdowns
SGOV vs. RICK - Drawdown Comparison
The maximum SGOV drawdown since its inception was -0.03%, smaller than the maximum RICK drawdown of -94.54%. Use the drawdown chart below to compare losses from any high point for SGOV and RICK.
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Drawdown Indicators
| SGOV | RICK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.03% | -94.54% | +94.51% |
Max Drawdown (1Y)Largest decline over 1 year | -0.01% | -48.83% | +48.82% |
Max Drawdown (3Y)Largest decline over 3 years | -0.01% | -72.58% | +72.57% |
Max Drawdown (5Y)Largest decline over 5 years | -0.03% | -78.09% | +78.06% |
Max Drawdown (10Y)Largest decline over 10 years | — | -78.72% | — |
Current DrawdownCurrent decline from peak | 0.00% | -71.23% | +71.23% |
Average DrawdownAverage peak-to-trough decline | -0.00% | -53.94% | +53.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.00% | 35.20% | -35.20% |
Volatility
SGOV vs. RICK - Volatility Comparison
The current volatility for iShares 0-3 Month Treasury Bond ETF (SGOV) is 0.05%, while RCI Hospitality Holdings, Inc. (RICK) has a volatility of 10.13%. This indicates that SGOV experiences smaller price fluctuations and is considered to be less risky than RICK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGOV | RICK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.05% | 10.13% | -10.08% |
Volatility (6M)Calculated over the trailing 6-month period | 0.13% | 30.93% | -30.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.20% | 49.45% | -49.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.24% | 43.10% | -42.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.24% | 52.00% | -51.76% |
Dividends
SGOV vs. RICK - Dividend Comparison
SGOV's dividend yield for the trailing twelve months is around 3.85%, more than RICK's 1.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
RICK RCI Hospitality Holdings, Inc. | 1.06% | 1.17% | 0.45% | 0.36% | 0.21% | 0.21% | 0.38% | 0.63% | 0.54% | 0.43% | 0.70% |
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% |
Frequently Asked Questions
SGOV and RICK 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.
RICK has higher volatility (10.13%) compared to SGOV (0.05%). In terms of maximum drawdown, SGOV dropped -0.03% vs RICK's -94.54%.
SGOV currently has the higher Sharpe Ratio (20.28 vs -0.69), 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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