SGVT vs. ENVB
SGVT (Schwab Government Money Market ETF) is Money Market fund actively managed by Charles Schwab, while ENVB (Enveric Biosciences Inc) is a stock. Over the past year, SGVT returned 3.74% vs -89.81% for ENVB. At a correlation of -0.08, they often move in opposite directions.
Performance
SGVT vs. ENVB - Performance Comparison
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Returns By Period
In the year-to-date period, SGVT achieves a 1.51% return, which is significantly higher than ENVB's -59.23% return.
SGVT
- 1D
- -0.01%
- 1M
- 0.26%
- YTD
- 1.51%
- 6M
- 1.68%
- 1Y
- 3.74%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ENVB
- 1D
- -3.27%
- 1M
- -34.22%
- YTD
- -59.23%
- 6M
- -72.39%
- 1Y
- -89.81%
- 3Y*
- -87.52%
- 5Y*
- -85.10%
- 10Y*
- -74.86%
SGVT vs. ENVB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SGVT Schwab Government Money Market ETF | 1.51% | 2.22% |
ENVB Enveric Biosciences Inc | -59.23% | -75.41% |
Correlation
The correlation between SGVT and ENVB 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 (All Time) Calculated using the full available price history since Jun 12, 2025 | -0.08 |
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Return for Risk
SGVT vs. ENVB — Risk / Return Rank
SGVT
ENVB
SGVT vs. ENVB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Government Money Market ETF (SGVT) and Enveric Biosciences Inc (ENVB). 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.
| SGVT | ENVB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +18.84 | ||
| Sortino ratioReturn per unit of downside risk | +101.92 | ||
| Omega ratioGain probability vs. loss probability | 36.10 | 0.87 | +35.23 |
| Calmar ratioReturn relative to maximum drawdown | 138.97 | -0.98 | +139.96 |
| Martin ratioReturn relative to average drawdown | 1,477.41 | -1.34 | +1,478.76 |
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Drawdowns
SGVT vs. ENVB - Drawdown Comparison
The maximum SGVT drawdown since its inception was -0.03%, smaller than the maximum ENVB drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for SGVT and ENVB.
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Drawdown Indicators
| SGVT | ENVB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.03% | -100.00% | +99.97% |
Max Drawdown (1Y)Largest decline over 1 year | -0.03% | -91.49% | +91.46% |
Max Drawdown (3Y)Largest decline over 3 years | — | -99.81% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -100.00% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -100.00% | — |
Current DrawdownCurrent decline from peak | -0.01% | -100.00% | +99.99% |
Average DrawdownAverage peak-to-trough decline | -0.00% | -86.07% | +86.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.00% | 66.73% | -66.73% |
Volatility
SGVT vs. ENVB - Volatility Comparison
The current volatility for Schwab Government Money Market ETF (SGVT) is 0.07%, while Enveric Biosciences Inc (ENVB) has a volatility of 21.07%. This indicates that SGVT experiences smaller price fluctuations and is considered to be less risky than ENVB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGVT | ENVB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.07% | 21.07% | -21.00% |
Volatility (6M)Calculated over the trailing 6-month period | 0.13% | 105.59% | -105.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.21% | 175.01% | -174.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.21% | 155.96% | -155.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.21% | 164.65% | -164.44% |
Dividends
SGVT vs. ENVB - Dividend Comparison
SGVT's dividend yield for the trailing twelve months is around 3.12%, while ENVB has not paid dividends to shareholders.
| Position | TTM | 2025 |
|---|---|---|
ENVB Enveric Biosciences Inc | 0.00% | 0.00% |
SGVT Schwab Government Money Market ETF | 3.12% | 1.73% |
Frequently Asked Questions
SGVT and ENVB 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.
ENVB has higher volatility (21.07%) compared to SGVT (0.07%). In terms of maximum drawdown, SGVT dropped -0.03% vs ENVB's -100.00%.
SGVT currently has the higher Sharpe Ratio (18.33 vs -0.51), 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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