SGOV vs. TSUKY
SGOV (iShares 0-3 Month Treasury Bond ETF) is Ultrashort Bond fund tracking the ICE 0-3 Month US Treasury Securities Index, while TSUKY (Toyo Suisan Kaisha Ltd ADR) is a stock. Over the past 5 years, SGOV returned 3.64%/yr vs 12.26%/yr for TSUKY. Their -0.00 correlation means they have often moved in opposite directions in the past.
Performance
SGOV vs. TSUKY - Performance Comparison
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Returns By Period
In the year-to-date period, SGOV achieves a 2.04% return, which is significantly higher than TSUKY's -1.19% return.
SGOV
- 1D
- 0.03%
- 1M
- 0.30%
- 6M
- 1.80%
- YTD
- 2.04%
- 1Y
- 3.85%
- 3Y*
- 4.65%
- 5Y*
- 3.64%
- 10Y*
- —
- ALL TIME*
- 2.96%
TSUKY
- 1D
- 3.09%
- 1M
- 5.54%
- 6M
- -6.50%
- YTD
- -1.19%
- 1Y
- -7.48%
- 3Y*
- 15.64%
- 5Y*
- 12.26%
- 10Y*
- 8.42%
- ALL TIME*
- 7.26%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.66B | $1.89B | $2.03B | |
| $607.48K | $411.96K | $383.08K |
SGOV vs. TSUKY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SGOV iShares 0-3 Month Treasury Bond ETF | 2.04% | 4.24% | 5.27% | 5.12% | 1.58% | 0.04% | 0.04% |
TSUKY Toyo Suisan Kaisha Ltd ADR | -1.19% | -4.13% | 35.23% | 31.91% | -9.20% | -8.59% | -7.19% |
Correlation
The correlation between SGOV and TSUKY is -0.12, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.12 |
Correlation (3Y) Balances recent behavior with more history. | -0.02 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.02 |
Correlation (All Time) Calculated using the full available price history since May 28, 2020 | -0.00 |
The correlation between SGOV and TSUKY shifts across timeframes, from -0.12 (1 year) to -0.00 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SGOV vs. TSUKY — Risk / Return Rank
SGOV
TSUKY
SGOV vs. TSUKY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares 0-3 Month Treasury Bond ETF (SGOV) and Toyo Suisan Kaisha Ltd ADR (TSUKY). 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 | TSUKY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +20.81 | ||
| Sortino ratioReturn per unit of downside risk | +382.46 | ||
| Omega ratioGain probability vs. loss probability | 383.06 | 1.05 | +382.01 |
| Calmar ratioReturn relative to maximum drawdown | 390.94 | -0.24 | +391.19 |
| Martin ratioReturn relative to average drawdown | 6,193.70 | -0.42 | +6,194.12 |
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Drawdowns
SGOV vs. TSUKY - Drawdown Comparison
The maximum SGOV drawdown since its inception was -0.03%, smaller than the maximum TSUKY drawdown of -54.81%. Use the drawdown chart below to compare losses from any high point for SGOV and TSUKY.
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Drawdown Indicators
| SGOV | TSUKY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.03% | -54.81% | +54.78% |
Max Drawdown (1Y)Largest decline over 1 year | -0.01% | -27.60% | +27.59% |
Max Drawdown (3Y)Largest decline over 3 years | -0.01% | -30.78% | +30.77% |
Max Drawdown (5Y)Largest decline over 5 years | -0.03% | -40.07% | +40.04% |
Max Drawdown (10Y)Largest decline over 10 years | — | -54.81% | — |
Current DrawdownCurrent decline from peak | 0.00% | -20.57% | +20.57% |
Average DrawdownAverage peak-to-trough decline | 0.00% | -19.62% | +19.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.00% | 15.78% | -15.78% |
Volatility
SGOV vs. TSUKY - Volatility Comparison
The current volatility for iShares 0-3 Month Treasury Bond ETF (SGOV) is 0.05%, while Toyo Suisan Kaisha Ltd ADR (TSUKY) has a volatility of 13.97%. This indicates that SGOV experiences smaller price fluctuations and is considered to be less risky than TSUKY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGOV | TSUKY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.05% | 13.97% | -13.92% |
Volatility (6M)Calculated over the trailing 6-month period | 0.13% | 42.21% | -42.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.19% | 69.93% | -69.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.24% | 58.27% | -58.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.24% | 77.97% | -77.73% |
Dividends
SGOV vs. TSUKY - Dividend Comparison
SGOV's dividend yield for the trailing twelve months is around 3.80%, while TSUKY has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
SGOV iShares 0-3 Month Treasury Bond ETF | 3.80% | 4.10% | 5.10% | 4.87% | 1.45% | 0.03% | 0.05% |
TSUKY Toyo Suisan Kaisha Ltd ADR | 0.00% | 1.25% | 0.76% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SGOV and TSUKY have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TSUKY has higher volatility (13.97%) compared to SGOV (0.05%). In terms of maximum drawdown, SGOV dropped -0.03% vs TSUKY's -54.81%.
SGOV currently has the higher Sharpe Ratio (20.72 vs -0.10), 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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