VOXX vs. SGOV
Compare and contrast key facts about VOXX International Corporation (VOXX) and iShares 0-3 Month Treasury Bond ETF (SGOV).
SGOV is a passively managed fund by iShares that tracks the performance of the ICE 0-3 Month US Treasury Bill Index. It was launched on May 26, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VOXX or SGOV.
Performance
VOXX vs. SGOV - Performance Comparison
Returns By Period
In the year-to-date period, VOXX achieves a -39.23% return, which is significantly lower than SGOV's 4.71% return.
VOXX
-39.23%
-17.01%
62.25%
-36.50%
5.36%
-2.62%
SGOV
4.71%
0.41%
2.60%
5.37%
N/A
N/A
Key characteristics
| VOXX | SGOV | |
|---|---|---|
| Sharpe Ratio | -0.36 | 21.97 |
| Sortino Ratio | -0.04 | 530.73 |
| Omega Ratio | 0.99 | 531.73 |
| Calmar Ratio | -0.37 | 544.91 |
| Martin Ratio | -0.74 | 8,650.17 |
| Ulcer Index | 47.82% | 0.00% |
| Daily Std Dev | 98.28% | 0.25% |
| Max Drawdown | -97.39% | -0.03% |
| Current Drawdown | -90.73% | 0.00% |
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Correlation
The correlation between VOXX and SGOV is 0.00, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
VOXX vs. SGOV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VOXX International Corporation (VOXX) 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.
Dividends
VOXX vs. SGOV - Dividend Comparison
VOXX has not paid dividends to shareholders, while SGOV's dividend yield for the trailing twelve months is around 5.24%.
| TTM | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|
VOXX VOXX International Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SGOV iShares 0-3 Month Treasury Bond ETF | 5.24% | 4.87% | 1.45% | 0.03% | 0.04% |
Drawdowns
VOXX vs. SGOV - Drawdown Comparison
The maximum VOXX drawdown since its inception was -97.39%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for VOXX and SGOV. For additional features, visit the drawdowns tool.
Volatility
VOXX vs. SGOV - Volatility Comparison
VOXX International Corporation (VOXX) has a higher volatility of 13.51% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.09%. This indicates that VOXX'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.