AAON vs. SCHG
Compare and contrast key facts about AAON, Inc. (AAON) and Schwab U.S. Large-Cap Growth ETF (SCHG).
SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Total Return Index. It was launched on Dec 11, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AAON or SCHG.
Key characteristics
| AAON | SCHG | |
|---|---|---|
| YTD Return | 49.10% | 29.15% |
| 1Y Return | 107.41% | 48.57% |
| 3Y Return (Ann) | 33.51% | 11.48% |
| 5Y Return (Ann) | 29.33% | 20.98% |
| 10Y Return (Ann) | 25.56% | 16.80% |
| Sharpe Ratio | 3.15 | 2.72 |
| Sortino Ratio | 3.37 | 3.47 |
| Omega Ratio | 1.53 | 1.49 |
| Calmar Ratio | 4.34 | 3.06 |
| Martin Ratio | 12.87 | 14.83 |
| Ulcer Index | 8.44% | 3.11% |
| Daily Std Dev | 34.56% | 16.90% |
| Max Drawdown | -73.63% | -34.59% |
| Current Drawdown | -2.35% | 0.00% |
Correlation
The correlation between AAON and SCHG is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
AAON vs. SCHG - Performance Comparison
In the year-to-date period, AAON achieves a 49.10% return, which is significantly higher than SCHG's 29.15% return. Over the past 10 years, AAON has outperformed SCHG with an annualized return of 25.56%, while SCHG has yielded a comparatively lower 16.80% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
AAON vs. SCHG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AAON, Inc. (AAON) 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.
Dividends
AAON vs. SCHG - Dividend Comparison
AAON's dividend yield for the trailing twelve months is around 0.29%, less than SCHG's 0.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AAON AAON, Inc. | 0.29% | 0.43% | 0.57% | 0.48% | 0.57% | 0.65% | 0.91% | 0.71% | 0.73% | 0.95% | 0.79% | 0.52% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.41% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% | 1.07% |
Drawdowns
AAON vs. SCHG - Drawdown Comparison
The maximum AAON drawdown since its inception was -73.63%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for AAON and SCHG. For additional features, visit the drawdowns tool.
Volatility
AAON vs. SCHG - Volatility Comparison
AAON, Inc. (AAON) has a higher volatility of 5.83% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 3.31%. This indicates that AAON'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.