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^XAX vs. SCHA
Performance
Return for Risk
Drawdowns
Volatility

Performance

^XAX vs. SCHA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NYSE American Composite Index (^XAX) and Schwab U.S. Small-Cap ETF (SCHA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ^XAX achieves a 16.15% return, which is significantly lower than SCHA's 24.67% return. Over the past 10 years, ^XAX has outperformed SCHA with an annualized return of 13.34%, while SCHA has yielded a comparatively lower 11.91% annualized return.


^XAX

1D
0.47%
1M
-11.64%
YTD
16.15%
6M
15.58%
1Y
37.97%
3Y*
25.46%
5Y*
19.81%
10Y*
13.34%

SCHA

1D
0.77%
1M
6.39%
YTD
24.67%
6M
21.39%
1Y
45.75%
3Y*
20.54%
5Y*
7.90%
10Y*
11.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

^XAX vs. SCHA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
^XAX
NYSE American Composite Index
16.15%46.53%2.00%11.10%20.66%45.17%-7.51%11.36%-13.87%15.31%
SCHA
Schwab U.S. Small-Cap ETF
24.67%11.60%11.16%18.46%-19.81%16.45%19.34%26.50%-11.79%14.94%

Correlation

The correlation between ^XAX and SCHA is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.36

Correlation (3Y)
Calculated over the trailing 3-year period

0.42

Correlation (5Y)
Calculated over the trailing 5-year period

0.49

Correlation (10Y)
Calculated over the trailing 10-year period

0.56

Correlation (All Time)
Calculated using the full available price history since Nov 3, 2009

0.62

Over the past year, the correlation between ^XAX and SCHA has dropped to 0.36 - well below their long-term average of 0.62, suggesting their price drivers have been diverging.

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Return for Risk

^XAX vs. SCHA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^XAX
^XAX Risk / Return Rank: 6060
Overall Rank
^XAX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
^XAX Sortino Ratio Rank: 5454
Sortino Ratio Rank
^XAX Omega Ratio Rank: 5656
Omega Ratio Rank
^XAX Calmar Ratio Rank: 6363
Calmar Ratio Rank
^XAX Martin Ratio Rank: 6969
Martin Ratio Rank

SCHA
SCHA Risk / Return Rank: 8181
Overall Rank
SCHA Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
SCHA Sortino Ratio Rank: 8080
Sortino Ratio Rank
SCHA Omega Ratio Rank: 7272
Omega Ratio Rank
SCHA Calmar Ratio Rank: 8787
Calmar Ratio Rank
SCHA Martin Ratio Rank: 8787
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

^XAX vs. SCHA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NYSE American Composite Index (^XAX) and Schwab U.S. Small-Cap ETF (SCHA). 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.


^XAXSCHADifference
Sharpe ratioReturn per unit of total volatility

-0.69

Sortino ratioReturn per unit of downside risk

-1.06

Omega ratioGain probability vs. loss probability

1.30

1.41

-0.10

Calmar ratioReturn relative to maximum drawdown

2.65

4.84

-2.18

Martin ratioReturn relative to average drawdown

10.34

17.72

-7.38

^XAX vs. SCHA - Sharpe Ratio Comparison

The current ^XAX Sharpe Ratio is 1.78, which is comparable to the SCHA Sharpe Ratio of 2.46. The chart below compares the historical Sharpe Ratios of ^XAX and SCHA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

^XAX vs. SCHA - Drawdown Comparison

The maximum ^XAX drawdown since its inception was -54.41%, which is greater than SCHA's maximum drawdown of -42.41%. Use the drawdown chart below to compare losses from any high point for ^XAX and SCHA.


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Drawdown Indicators


^XAXSCHADifference

Max Drawdown

Largest peak-to-trough decline

-54.41%

-42.41%

-12.00%

Max Drawdown (1Y)

Largest decline over 1 year

-14.37%

-9.50%

-4.87%

Max Drawdown (3Y)

Largest decline over 3 years

-18.79%

-27.29%

+8.50%

Max Drawdown (5Y)

Largest decline over 5 years

-19.28%

-30.79%

+11.51%

Max Drawdown (10Y)

Largest decline over 10 years

-52.59%

-42.41%

-10.18%

Current Drawdown

Current decline from peak

-13.96%

0.00%

-13.96%

Average Drawdown

Average peak-to-trough decline

-10.30%

-7.56%

-2.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.68%

2.59%

+1.09%

Volatility

^XAX vs. SCHA - Volatility Comparison

NYSE American Composite Index (^XAX) has a higher volatility of 7.34% compared to Schwab U.S. Small-Cap ETF (SCHA) at 6.45%. This indicates that ^XAX's price experiences larger fluctuations and is considered to be riskier than SCHA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


^XAXSCHADifference

Volatility (1M)

Calculated over the trailing 1-month period

7.34%

6.45%

+0.89%

Volatility (6M)

Calculated over the trailing 6-month period

17.45%

13.80%

+3.65%

Volatility (1Y)

Calculated over the trailing 1-year period

21.53%

18.71%

+2.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.63%

22.03%

+0.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.90%

22.78%

-0.88%

Frequently Asked Questions


^XAX and SCHA have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

^XAX has higher volatility (7.34%) compared to SCHA (6.45%). In terms of maximum drawdown, ^XAX dropped -54.41% vs SCHA's -42.41%.

SCHA currently has the higher Sharpe Ratio (2.46 vs 1.78), 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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