TM vs. SGOV
TM (Toyota Motor 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, TM returned 1.30%/yr vs 3.58%/yr for SGOV. At a correlation of -0.03, they often move in opposite directions.
Performance
TM vs. SGOV - Performance Comparison
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Returns By Period
In the year-to-date period, TM achieves a -21.88% return, which is significantly lower than SGOV's 1.71% return.
TM
- 1D
- -1.47%
- 1M
- -11.56%
- YTD
- -21.88%
- 6M
- -23.72%
- 1Y
- -0.69%
- 3Y*
- 5.39%
- 5Y*
- 1.30%
- 10Y*
- 7.70%
SGOV
- 1D
- 0.01%
- 1M
- 0.28%
- YTD
- 1.71%
- 6M
- 1.80%
- 1Y
- 3.92%
- 3Y*
- 4.68%
- 5Y*
- 3.58%
- 10Y*
- —
TM vs. SGOV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
TM Toyota Motor Corporation | -21.88% | 13.82% | 8.88% | 38.23% | -24.43% | 23.21% | 23.72% |
SGOV iShares 0-3 Month Treasury Bond ETF | 1.71% | 4.24% | 5.27% | 5.12% | 1.58% | 0.04% | 0.04% |
Correlation
The correlation between TM and SGOV is -0.02, 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 | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.01 |
Correlation (All Time) Calculated using the full available price history since May 28, 2020 | -0.03 |
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Return for Risk
TM vs. SGOV — Risk / Return Rank
TM
SGOV
TM vs. SGOV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Toyota Motor Corporation (TM) 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.
| TM | SGOV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -20.35 | ||
| Sortino ratioReturn per unit of downside risk | -273.37 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 194.05 | -193.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.02 | 395.07 | -395.09 |
| Martin ratioReturn relative to average drawdown | -0.06 | 4,426.92 | -4,426.98 |
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Drawdowns
TM vs. SGOV - Drawdown Comparison
The maximum TM drawdown since its inception was -60.15%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for TM and SGOV.
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Drawdown Indicators
| TM | SGOV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.15% | -0.03% | -60.12% |
Max Drawdown (1Y)Largest decline over 1 year | -32.65% | -0.01% | -32.64% |
Max Drawdown (3Y)Largest decline over 3 years | -34.92% | -0.01% | -34.91% |
Max Drawdown (5Y)Largest decline over 5 years | -36.80% | -0.03% | -36.77% |
Max Drawdown (10Y)Largest decline over 10 years | -36.80% | — | — |
Current DrawdownCurrent decline from peak | -32.65% | 0.00% | -32.65% |
Average DrawdownAverage peak-to-trough decline | -22.17% | -0.00% | -22.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.24% | 0.00% | +12.24% |
Volatility
TM vs. SGOV - Volatility Comparison
Toyota Motor Corporation (TM) has a higher volatility of 7.33% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.06%. This indicates that TM'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.
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Volatility by Period
| TM | SGOV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.33% | 0.06% | +7.27% |
Volatility (6M)Calculated over the trailing 6-month period | 20.53% | 0.13% | +20.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.47% | 0.19% | +29.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.96% | 0.24% | +26.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.60% | 0.24% | +23.36% |
Dividends
TM vs. SGOV - Dividend Comparison
TM's dividend yield for the trailing twelve months is around 1.71%, less than SGOV's 3.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SGOV iShares 0-3 Month Treasury Bond ETF | 3.85% | 4.10% | 5.10% | 4.87% | 1.45% | 0.03% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TM Toyota Motor Corporation | 1.71% | 2.95% | 2.81% | 2.45% | 2.90% | 2.45% | 2.74% | 1.30% | 3.40% | 2.96% | 3.23% | 5.59% |
Frequently Asked Questions
TM and SGOV have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TM has higher volatility (7.33%) compared to SGOV (0.06%). In terms of maximum drawdown, TM dropped -60.15% vs SGOV's -0.03%.
SGOV currently has the higher Sharpe Ratio (20.32 vs -0.02), 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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