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0B2.DE vs. SCHG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between 0B2.DE and SCHG is 0.13, 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.


-0.50.00.51.0
Correlation: 0.1

Performance

0B2.DE vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BAWAG Group AG (0B2.DE) and Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%NovemberDecember2025FebruaryMarchApril
171.44%
169.20%
0B2.DE
SCHG

Key characteristics

Sharpe Ratio

0B2.DE:

2.94

SCHG:

0.22

Sortino Ratio

0B2.DE:

3.37

SCHG:

0.48

Omega Ratio

0B2.DE:

1.47

SCHG:

1.07

Calmar Ratio

0B2.DE:

4.41

SCHG:

0.23

Martin Ratio

0B2.DE:

20.70

SCHG:

0.88

Ulcer Index

0B2.DE:

4.23%

SCHG:

6.18%

Daily Std Dev

0B2.DE:

30.57%

SCHG:

24.57%

Max Drawdown

0B2.DE:

-53.63%

SCHG:

-34.59%

Current Drawdown

0B2.DE:

-9.45%

SCHG:

-18.51%

Returns By Period

In the year-to-date period, 0B2.DE achieves a 17.58% return, which is significantly higher than SCHG's -14.91% return.


0B2.DE

YTD

17.58%

1M

-7.14%

6M

33.12%

1Y

67.48%

5Y*

64.62%

10Y*

N/A

SCHG

YTD

-14.91%

1M

-7.15%

6M

-10.61%

1Y

9.33%

5Y*

17.18%

10Y*

14.15%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

0B2.DE vs. SCHG — Risk-Adjusted Performance Rank

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

0B2.DE
The Risk-Adjusted Performance Rank of 0B2.DE is 9898
Overall Rank
The Sharpe Ratio Rank of 0B2.DE is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of 0B2.DE is 9696
Sortino Ratio Rank
The Omega Ratio Rank of 0B2.DE is 9696
Omega Ratio Rank
The Calmar Ratio Rank of 0B2.DE is 9999
Calmar Ratio Rank
The Martin Ratio Rank of 0B2.DE is 9999
Martin Ratio Rank

SCHG
The Risk-Adjusted Performance Rank of SCHG is 4949
Overall Rank
The Sharpe Ratio Rank of SCHG is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHG is 5050
Sortino Ratio Rank
The Omega Ratio Rank of SCHG is 4949
Omega Ratio Rank
The Calmar Ratio Rank of SCHG is 5151
Calmar Ratio Rank
The Martin Ratio Rank of SCHG is 4848
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

0B2.DE vs. SCHG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BAWAG Group AG (0B2.DE) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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.


Sharpe ratio
The chart of Sharpe ratio for 0B2.DE, currently valued at 2.34, compared to the broader market-2.00-1.000.001.002.003.00
0B2.DE: 2.34
SCHG: 0.27
The chart of Sortino ratio for 0B2.DE, currently valued at 2.94, compared to the broader market-6.00-4.00-2.000.002.004.00
0B2.DE: 2.94
SCHG: 0.54
The chart of Omega ratio for 0B2.DE, currently valued at 1.42, compared to the broader market0.501.001.502.00
0B2.DE: 1.42
SCHG: 1.08
The chart of Calmar ratio for 0B2.DE, currently valued at 3.85, compared to the broader market0.001.002.003.004.00
0B2.DE: 3.85
SCHG: 0.28
The chart of Martin ratio for 0B2.DE, currently valued at 17.57, compared to the broader market-5.000.005.0010.0015.0020.00
0B2.DE: 17.57
SCHG: 1.06

The current 0B2.DE Sharpe Ratio is 2.94, which is higher than the SCHG Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of 0B2.DE and SCHG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
2.34
0.27
0B2.DE
SCHG

Dividends

0B2.DE vs. SCHG - Dividend Comparison

0B2.DE's dividend yield for the trailing twelve months is around 6.21%, more than SCHG's 0.48% yield.


TTM20242023202220212020201920182017201620152014
0B2.DE
BAWAG Group AG
6.21%6.21%7.69%6.11%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.48%0.40%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%1.09%

Drawdowns

0B2.DE vs. SCHG - Drawdown Comparison

The maximum 0B2.DE drawdown since its inception was -53.63%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for 0B2.DE and SCHG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-4.58%
-18.51%
0B2.DE
SCHG

Volatility

0B2.DE vs. SCHG - Volatility Comparison

BAWAG Group AG (0B2.DE) has a higher volatility of 17.23% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 15.88%. This indicates that 0B2.DE's price experiences larger fluctuations and is considered to be riskier than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
17.23%
15.88%
0B2.DE
SCHG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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