WFRD vs. SGOV
WFRD (Weatherford International plc) 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, WFRD returned 48.42%/yr vs 3.54%/yr for SGOV. At a correlation of -0.04, they often move in opposite directions.
Performance
WFRD vs. SGOV - Performance Comparison
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Returns By Period
In the year-to-date period, WFRD achieves a 33.24% return, which is significantly higher than SGOV's 1.52% return.
WFRD
- 1D
- -0.35%
- 1M
- -4.25%
- YTD
- 33.24%
- 6M
- 35.28%
- 1Y
- 125.47%
- 3Y*
- 19.05%
- 5Y*
- 48.42%
- 10Y*
- —
SGOV
- 1D
- 0.01%
- 1M
- 0.29%
- YTD
- 1.52%
- 6M
- 1.79%
- 1Y
- 3.95%
- 3Y*
- 4.72%
- 5Y*
- 3.54%
- 10Y*
- —
WFRD vs. SGOV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
WFRD Weatherford International plc | 33.24% | 11.14% | -26.39% | 92.12% | 83.69% | 116.39% |
SGOV iShares 0-3 Month Treasury Bond ETF | 1.52% | 4.24% | 5.27% | 5.12% | 1.58% | 0.02% |
Correlation
The correlation between WFRD and SGOV is -0.04, 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 | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.03 |
Correlation (All Time) Calculated using the full available price history since Jun 3, 2021 | -0.04 |
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Return for Risk
WFRD vs. SGOV — Risk / Return Rank
WFRD
SGOV
WFRD vs. SGOV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Weatherford International plc (WFRD) 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.
| WFRD | SGOV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -17.18 | ||
| Sortino ratioReturn per unit of downside risk | -272.05 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 195.55 | -194.10 |
| Calmar ratioReturn relative to maximum drawdown | 6.20 | 398.20 | -392.00 |
| Martin ratioReturn relative to average drawdown | 20.88 | 4,462.00 | -4,441.12 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WFRD | SGOV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.10 | 20.28 | -17.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.94 | 14.74 | -13.79 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.02 | 12.49 | -11.47 |
Drawdowns
WFRD vs. SGOV - Drawdown Comparison
The maximum WFRD drawdown since its inception was -70.56%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for WFRD and SGOV.
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Drawdown Indicators
| WFRD | SGOV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.56% | -0.03% | -70.53% |
Max Drawdown (1Y)Largest decline over 1 year | -20.34% | -0.01% | -20.33% |
Max Drawdown (3Y)Largest decline over 3 years | -70.56% | -0.01% | -70.55% |
Max Drawdown (5Y)Largest decline over 5 years | -70.56% | -0.03% | -70.53% |
Current DrawdownCurrent decline from peak | -20.56% | 0.00% | -20.56% |
Average DrawdownAverage peak-to-trough decline | -22.08% | -0.00% | -22.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.03% | 0.00% | +6.03% |
Volatility
WFRD vs. SGOV - Volatility Comparison
Weatherford International plc (WFRD) has a higher volatility of 9.62% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.05%. This indicates that WFRD'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
| WFRD | SGOV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.62% | 0.05% | +9.57% |
Volatility (6M)Calculated over the trailing 6-month period | 28.14% | 0.13% | +28.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.73% | 0.20% | +40.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 51.63% | 0.24% | +51.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 51.82% | 0.24% | +51.58% |
Dividends
WFRD vs. SGOV - Dividend Comparison
WFRD's dividend yield for the trailing twelve months is around 1.01%, less than SGOV's 3.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
SGOV iShares 0-3 Month Treasury Bond ETF | 3.86% | 4.10% | 5.10% | 4.87% | 1.45% | 0.03% | 0.05% |
WFRD Weatherford International plc | 1.01% | 1.28% | 0.70% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
WFRD and SGOV have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WFRD has higher volatility (9.62%) compared to SGOV (0.05%). In terms of maximum drawdown, WFRD dropped -70.56% vs SGOV's -0.03%.
SGOV currently has the higher Sharpe Ratio (20.28 vs 3.10), 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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