SIGA vs. AGG
SIGA (SIGA Technologies, Inc.) is a stock, while AGG (iShares Core U.S. Aggregate Bond ETF) is Total Bond Market fund tracking the Bloomberg U.S. Aggregate Bond Index. Over the past 10 years, SIGA returned 10.09%/yr vs 1.44%/yr for AGG. At a correlation of -0.01, they often move in opposite directions.
Performance
SIGA vs. AGG - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SIGA achieves a -36.36% return, which is significantly lower than AGG's 0.28% return. Over the past 10 years, SIGA has outperformed AGG with an annualized return of 10.09%, while AGG has yielded a comparatively lower 1.44% annualized return.
SIGA
- 1D
- -3.37%
- 1M
- -20.19%
- 6M
- -40.90%
- YTD
- -36.36%
- 1Y
- -41.96%
- 3Y*
- -2.28%
- 5Y*
- -2.02%
- 10Y*
- 10.09%
AGG
- 1D
- 0.07%
- 1M
- -0.08%
- 6M
- 0.11%
- YTD
- 0.28%
- 1Y
- 4.32%
- 3Y*
- 3.86%
- 5Y*
- -0.13%
- 10Y*
- 1.44%
SIGA vs. AGG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SIGA SIGA Technologies, Inc. | -36.36% | 12.27% | 15.21% | -17.64% | 4.16% | 3.44% | 52.41% | -39.62% | 62.89% | 68.40% |
AGG iShares Core U.S. Aggregate Bond ETF | 0.28% | 7.19% | 1.31% | 5.65% | -13.02% | -1.77% | 7.48% | 8.46% | 0.09% | 3.55% |
Correlation
The correlation between SIGA and AGG is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Sep 26, 2003 | -0.01 |
The correlation between SIGA and AGG shifts across timeframes, from -0.01 (all time) to 0.13 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SIGA vs. AGG — Risk / Return Rank
SIGA
AGG
SIGA vs. AGG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SIGA Technologies, Inc. (SIGA) and iShares Core U.S. Aggregate Bond ETF (AGG). 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.
| SIGA | AGG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.99 | ||
| Sortino ratioReturn per unit of downside risk | -2.83 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 1.20 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | -0.71 | 1.57 | -2.28 |
| Martin ratioReturn relative to average drawdown | -1.21 | 4.31 | -5.52 |
Loading charts...
Drawdowns
SIGA vs. AGG - Drawdown Comparison
The maximum SIGA drawdown since its inception was -98.01%, which is greater than AGG's maximum drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for SIGA and AGG.
Loading charts...
Drawdown Indicators
| SIGA | AGG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.01% | -18.43% | -79.58% |
Max Drawdown (1Y)Largest decline over 1 year | -59.22% | -2.76% | -56.46% |
Max Drawdown (3Y)Largest decline over 3 years | -64.33% | -6.11% | -58.22% |
Max Drawdown (5Y)Largest decline over 5 years | -82.12% | -17.82% | -64.30% |
Max Drawdown (10Y)Largest decline over 10 years | -82.12% | -18.43% | -63.69% |
Current DrawdownCurrent decline from peak | -80.92% | -2.11% | -78.81% |
Average DrawdownAverage peak-to-trough decline | -66.96% | -2.70% | -64.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 34.63% | 1.00% | +33.63% |
Volatility
SIGA vs. AGG - Volatility Comparison
SIGA Technologies, Inc. (SIGA) has a higher volatility of 15.74% compared to iShares Core U.S. Aggregate Bond ETF (AGG) at 1.15%. This indicates that SIGA's price experiences larger fluctuations and is considered to be riskier than AGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SIGA | AGG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.74% | 1.15% | +14.59% |
Volatility (6M)Calculated over the trailing 6-month period | 30.06% | 2.95% | +27.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 49.57% | 3.78% | +45.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 69.16% | 6.10% | +63.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 59.70% | 5.41% | +54.29% |
Dividends
SIGA vs. AGG - Dividend Comparison
SIGA's dividend yield for the trailing twelve months is around 17.44%, more than AGG's 4.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGG iShares Core U.S. Aggregate Bond ETF | 4.01% | 3.89% | 3.74% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.72% | 2.32% | 2.39% | 2.45% |
SIGA SIGA Technologies, Inc. | 17.44% | 9.82% | 9.98% | 8.04% | 6.11% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SIGA and AGG have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SIGA has higher volatility (15.74%) compared to AGG (1.15%). In terms of maximum drawdown, SIGA dropped -98.01% vs AGG's -18.43%.
AGG currently has the higher Sharpe Ratio (1.15 vs -0.85), 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.
Find the right allocation for SIGA and AGG
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer