STRT vs. SGOV
STRT (Strattec Security Corporation) is a stock, while SGOV (iShares 0-3 Month Treasury Bond ETF) is Ultrashort Bond fund tracking the ICE 0-3 Month US Treasury Securities Index. Over the past 5 years, STRT returned 17.74%/yr vs 3.66%/yr for SGOV. Their -0.04 correlation means they have often moved in opposite directions in the past.
Performance
STRT vs. SGOV - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, STRT achieves a 16.21% return, which is significantly higher than SGOV's 2.14% return.
STRT
- 1D
- 1.94%
- 1M
- 13.67%
- 6M
- 5.50%
- YTD
- 16.21%
- 1Y
- 37.16%
- 3Y*
- 56.49%
- 5Y*
- 17.74%
- 10Y*
- 7.54%
- ALL TIME*
- 7.22%
SGOV
- 1D
- 0.01%
- 1M
- 0.30%
- 6M
- 1.81%
- YTD
- 2.14%
- 1Y
- 3.84%
- 3Y*
- 4.62%
- 5Y*
- 3.66%
- 10Y*
- —
- ALL TIME*
- 2.96%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.10B | $1.90B | $2.07B | |
| $7.54M | $7.24M | $7.53M |
STRT vs. SGOV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
STRT Strattec Security Corporation | 16.21% | 84.81% | 62.59% | 23.31% | -44.49% | -25.00% | 291.44% |
SGOV iShares 0-3 Month Treasury Bond ETF | 2.14% | 4.24% | 5.27% | 5.12% | 1.58% | 0.04% | 0.04% |
Correlation
The correlation between STRT and SGOV is -0.14, 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. | -0.14 |
Correlation (3Y) Balances recent behavior with more history. | -0.08 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.04 |
Correlation (All Time) Calculated using the full available price history since May 28, 2020 | -0.04 |
The correlation between STRT and SGOV shifts across timeframes, from -0.14 (1 year) to -0.04 (all time), 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
STRT vs. SGOV — Risk / Return Rank
STRT
SGOV
STRT vs. SGOV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Strattec Security Corporation (STRT) and iShares 0-3 Month Treasury Bond ETF (SGOV). 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.
| STRT | SGOV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -19.95 | ||
| Sortino ratioReturn per unit of downside risk | -377.96 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 379.49 | -378.32 |
| Calmar ratioReturn relative to maximum drawdown | 1.19 | 387.22 | -386.03 |
| Martin ratioReturn relative to average drawdown | 2.67 | 6,134.73 | -6,132.06 |
Loading charts...
Drawdowns
STRT vs. SGOV - Drawdown Comparison
The maximum STRT drawdown since its inception was -89.98%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for STRT and SGOV.
Loading charts...
Drawdown Indicators
| STRT | SGOV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.98% | -0.03% | -89.95% |
Max Drawdown (1Y)Largest decline over 1 year | -31.31% | -0.01% | -31.30% |
Max Drawdown (3Y)Largest decline over 3 years | -36.82% | -0.01% | -36.81% |
Max Drawdown (5Y)Largest decline over 5 years | -61.60% | -0.03% | -61.57% |
Max Drawdown (10Y)Largest decline over 10 years | -74.35% | — | — |
Current DrawdownCurrent decline from peak | -10.66% | 0.00% | -10.66% |
Average DrawdownAverage peak-to-trough decline | -40.52% | 0.00% | -40.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.94% | 0.00% | +13.94% |
Volatility
STRT vs. SGOV - Volatility Comparison
Strattec Security Corporation (STRT) has a higher volatility of 7.97% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.04%. This indicates that STRT's price experiences larger fluctuations and is considered to be riskier than SGOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| STRT | SGOV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.97% | 0.04% | +7.93% |
Volatility (6M)Calculated over the trailing 6-month period | 33.51% | 0.13% | +33.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 48.41% | 0.19% | +48.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 49.12% | 0.24% | +48.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 53.52% | 0.23% | +53.29% |
Dividends
STRT vs. SGOV - Dividend Comparison
STRT has not paid dividends to shareholders, while SGOV's dividend yield for the trailing twelve months is around 3.75%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SGOV iShares 0-3 Month Treasury Bond ETF | 3.75% | 4.10% | 5.10% | 4.87% | 1.45% | 0.03% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
STRT Strattec Security Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.28% | 2.52% | 1.94% | 1.29% | 1.34% | 0.89% |
Frequently Asked Questions
STRT and SGOV have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STRT has higher volatility (7.97%) compared to SGOV (0.04%). In terms of maximum drawdown, STRT dropped -89.98% vs SGOV's -0.03%.
SGOV currently has the higher Sharpe Ratio (20.72 vs 0.77), 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 STRT and SGOV
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