TGOPY vs. USFR
TGOPY (3i Group PLC ADR) is a stock, while USFR (WisdomTree Floating Rate Treasury Fund) is Government Bonds fund tracking the Bloomberg U.S. Treasury Floating Rate Bond Index. Over the past 5 years, TGOPY returned 22.63%/yr vs 3.81%/yr for USFR. Their -0.04 correlation means they have often moved in opposite directions in the past.
Performance
TGOPY vs. USFR - Performance Comparison
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Returns By Period
In the year-to-date period, TGOPY achieves a -7.48% return, which is significantly lower than USFR's 2.27% return.
TGOPY
- 1D
- 0.78%
- 1M
- 14.25%
- 6M
- -12.54%
- YTD
- -7.48%
- 1Y
- -26.33%
- 3Y*
- 18.79%
- 5Y*
- 22.63%
- 10Y*
- —
- ALL TIME*
- 18.33%
USFR
- 1D
- 0.02%
- 1M
- 0.34%
- 6M
- 1.89%
- YTD
- 2.27%
- 1Y
- 3.95%
- 3Y*
- 4.69%
- 5Y*
- 3.81%
- 10Y*
- 2.48%
- ALL TIME*
- 1.98%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
TGOPY 3i Group PLC ADR | $20.59M | $17.11M | $13.32M |
| $315.80M | $253.72M | $243.43M |
TGOPY vs. USFR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TGOPY 3i Group PLC ADR | -7.48% | -1.54% | 48.13% | 94.86% | -2.38% | 30.67% | 8.74% | 49.49% | -17.88% | -0.91% |
USFR WisdomTree Floating Rate Treasury Fund | 2.27% | 4.23% | 5.47% | 5.18% | 1.98% | -0.03% | 0.56% | 2.02% | 2.01% | 0.31% |
Correlation
The correlation between TGOPY and USFR is 0.05, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.05 |
Correlation (3Y) Balances recent behavior with more history. | 0.01 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.03 |
Correlation (All Time) Calculated using the full available price history since Sep 22, 2017 | -0.04 |
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Return for Risk
TGOPY vs. USFR — Risk / Return Rank
TGOPY
USFR
TGOPY vs. USFR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for 3i Group PLC ADR (TGOPY) and WisdomTree Floating Rate Treasury Fund (USFR). 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.
| TGOPY | USFR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -15.19 | ||
| Sortino ratioReturn per unit of downside risk | -52.09 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 14.07 | -13.14 |
| Calmar ratioReturn relative to maximum drawdown | -0.49 | 200.37 | -200.87 |
| Martin ratioReturn relative to average drawdown | -0.84 | 800.42 | -801.25 |
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Drawdowns
TGOPY vs. USFR - Drawdown Comparison
The maximum TGOPY drawdown since its inception was -58.64%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for TGOPY and USFR.
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Drawdown Indicators
| TGOPY | USFR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.64% | -1.36% | -57.28% |
Max Drawdown (1Y)Largest decline over 1 year | -52.74% | -0.02% | -52.72% |
Max Drawdown (3Y)Largest decline over 3 years | -52.74% | -0.06% | -52.68% |
Max Drawdown (5Y)Largest decline over 5 years | -52.74% | -0.18% | -52.56% |
Max Drawdown (10Y)Largest decline over 10 years | — | -0.80% | — |
Current DrawdownCurrent decline from peak | -32.84% | 0.00% | -32.84% |
Average DrawdownAverage peak-to-trough decline | -11.32% | -0.15% | -11.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 31.13% | 0.00% | +31.13% |
Volatility
TGOPY vs. USFR - Volatility Comparison
3i Group PLC ADR (TGOPY) has a higher volatility of 9.51% compared to WisdomTree Floating Rate Treasury Fund (USFR) at 0.09%. This indicates that TGOPY's price experiences larger fluctuations and is considered to be riskier than USFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TGOPY | USFR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.51% | 0.09% | +9.42% |
Volatility (6M)Calculated over the trailing 6-month period | 39.49% | 0.20% | +39.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 47.74% | 0.27% | +47.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.33% | 0.39% | +36.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 48.27% | 0.76% | +47.51% |
Dividends
TGOPY vs. USFR - Dividend Comparison
TGOPY's dividend yield for the trailing twelve months is around 2.85%, less than USFR's 3.79% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
TGOPY 3i Group PLC ADR | 2.85% | 2.42% | 1.83% | 2.23% | 14.27% | 2.62% | 2.70% | 3.04% | 1.66% | 0.75% | 0.00% |
USFR WisdomTree Floating Rate Treasury Fund | 3.79% | 4.15% | 5.17% | 5.12% | 1.78% | 0.01% | 0.40% | 2.08% | 1.67% | 1.03% | 0.29% |
Frequently Asked Questions
TGOPY and USFR have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TGOPY has higher volatility (9.51%) compared to USFR (0.09%). In terms of maximum drawdown, TGOPY dropped -58.64% vs USFR's -1.36%.
USFR currently has the higher Sharpe Ratio (14.64 vs -0.55), 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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