TSUKY vs. SGOV
TSUKY (Toyo Suisan Kaisha Ltd ADR) 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, TSUKY returned 12.59%/yr vs 3.63%/yr for SGOV. At a correlation of -0.00, they often move in opposite directions.
Performance
TSUKY vs. SGOV - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, TSUKY achieves a -0.77% return, which is significantly lower than SGOV's 1.98% return.
TSUKY
- 1D
- 0.85%
- 1M
- 3.73%
- 6M
- -5.56%
- YTD
- -0.77%
- 1Y
- -2.34%
- 3Y*
- 14.19%
- 5Y*
- 12.59%
- 10Y*
- 5.35%
SGOV
- 1D
- 0.03%
- 1M
- 0.32%
- 6M
- 1.79%
- YTD
- 1.98%
- 1Y
- 3.89%
- 3Y*
- 4.67%
- 5Y*
- 3.63%
- 10Y*
- —
TSUKY vs. SGOV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
TSUKY Toyo Suisan Kaisha Ltd ADR | -0.77% | -4.13% | 35.23% | 31.91% | -9.20% | -8.59% | -7.19% |
SGOV iShares 0-3 Month Treasury Bond ETF | 1.98% | 4.24% | 5.27% | 5.12% | 1.58% | 0.04% | 0.04% |
Correlation
The correlation between TSUKY and SGOV is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.02 |
Correlation (All Time) Calculated using the full available price history since May 28, 2020 | -0.00 |
The correlation between TSUKY and SGOV shifts across timeframes, from -0.12 (1 year) to -0.00 (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
TSUKY vs. SGOV — Risk / Return Rank
TSUKY
SGOV
TSUKY vs. SGOV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Toyo Suisan Kaisha Ltd ADR (TSUKY) 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.
| TSUKY | SGOV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -20.92 | ||
| Sortino ratioReturn per unit of downside risk | -384.36 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 385.05 | -383.99 |
| Calmar ratioReturn relative to maximum drawdown | -0.09 | 393.03 | -393.11 |
| Martin ratioReturn relative to average drawdown | -0.15 | 6,226.73 | -6,226.88 |
Loading charts...
Drawdowns
TSUKY vs. SGOV - Drawdown Comparison
The maximum TSUKY drawdown since its inception was -54.81%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for TSUKY and SGOV.
Loading charts...
Drawdown Indicators
| TSUKY | SGOV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.81% | -0.03% | -54.78% |
Max Drawdown (1Y)Largest decline over 1 year | -27.60% | -0.01% | -27.59% |
Max Drawdown (3Y)Largest decline over 3 years | -30.78% | -0.01% | -30.77% |
Max Drawdown (5Y)Largest decline over 5 years | -40.07% | -0.03% | -40.04% |
Max Drawdown (10Y)Largest decline over 10 years | -54.81% | — | — |
Current DrawdownCurrent decline from peak | -20.24% | 0.00% | -20.24% |
Average DrawdownAverage peak-to-trough decline | -19.62% | -0.00% | -19.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.52% | 0.00% | +15.52% |
Volatility
TSUKY vs. SGOV - Volatility Comparison
Toyo Suisan Kaisha Ltd ADR (TSUKY) has a higher volatility of 12.62% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.05%. This indicates that TSUKY'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
| TSUKY | SGOV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.62% | 0.05% | +12.57% |
Volatility (6M)Calculated over the trailing 6-month period | 41.64% | 0.13% | +41.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 70.19% | 0.19% | +70.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 58.45% | 0.24% | +58.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 77.92% | 0.24% | +77.68% |
Dividends
TSUKY vs. SGOV - Dividend Comparison
TSUKY has not paid dividends to shareholders, while SGOV's dividend yield for the trailing twelve months is around 3.80%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
SGOV iShares 0-3 Month Treasury Bond ETF | 3.80% | 4.10% | 5.10% | 4.87% | 1.45% | 0.03% | 0.05% |
TSUKY Toyo Suisan Kaisha Ltd ADR | 0.00% | 1.25% | 0.76% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TSUKY and SGOV have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TSUKY has higher volatility (12.62%) compared to SGOV (0.05%). In terms of maximum drawdown, TSUKY dropped -54.81% vs SGOV's -0.03%.
SGOV currently has the higher Sharpe Ratio (20.89 vs -0.03), 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 TSUKY 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