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AAON vs. SCHG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AAON and SCHG is 0.55, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

AAON vs. SCHG - Performance Comparison

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

1,000.00%2,000.00%3,000.00%4,000.00%NovemberDecember2025FebruaryMarchApril
2,492.81%
802.11%
AAON
SCHG

Key characteristics

Sharpe Ratio

AAON:

-0.01

SCHG:

0.56

Sortino Ratio

AAON:

0.35

SCHG:

0.93

Omega Ratio

AAON:

1.06

SCHG:

1.13

Calmar Ratio

AAON:

-0.01

SCHG:

0.59

Martin Ratio

AAON:

-0.03

SCHG:

2.11

Ulcer Index

AAON:

20.41%

SCHG:

6.57%

Daily Std Dev

AAON:

53.42%

SCHG:

25.00%

Max Drawdown

AAON:

-73.63%

SCHG:

-34.59%

Current Drawdown

AAON:

-38.90%

SCHG:

-14.31%

Returns By Period

In the year-to-date period, AAON achieves a -26.97% return, which is significantly lower than SCHG's -10.53% return. Over the past 10 years, AAON has outperformed SCHG with an annualized return of 18.87%, while SCHG has yielded a comparatively lower 14.72% annualized return.


AAON

YTD

-26.97%

1M

2.07%

6M

-19.07%

1Y

-3.90%

5Y*

22.75%

10Y*

18.87%

SCHG

YTD

-10.53%

1M

-5.76%

6M

-5.58%

1Y

12.06%

5Y*

18.22%

10Y*

14.72%

*Annualized

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Risk-Adjusted Performance

AAON vs. SCHG — Risk-Adjusted Performance Rank

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

AAON
The Risk-Adjusted Performance Rank of AAON is 5050
Overall Rank
The Sharpe Ratio Rank of AAON is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of AAON is 4848
Sortino Ratio Rank
The Omega Ratio Rank of AAON is 5050
Omega Ratio Rank
The Calmar Ratio Rank of AAON is 5151
Calmar Ratio Rank
The Martin Ratio Rank of AAON is 5151
Martin Ratio Rank

SCHG
The Risk-Adjusted Performance Rank of SCHG is 6565
Overall Rank
The Sharpe Ratio Rank of SCHG is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHG is 6565
Sortino Ratio Rank
The Omega Ratio Rank of SCHG is 6464
Omega Ratio Rank
The Calmar Ratio Rank of SCHG is 7070
Calmar Ratio Rank
The Martin Ratio Rank of SCHG is 6363
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.

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.


The chart of Sharpe ratio for AAON, currently valued at -0.01, compared to the broader market-2.00-1.000.001.002.003.00
AAON: -0.01
SCHG: 0.56
The chart of Sortino ratio for AAON, currently valued at 0.35, compared to the broader market-6.00-4.00-2.000.002.004.00
AAON: 0.35
SCHG: 0.93
The chart of Omega ratio for AAON, currently valued at 1.06, compared to the broader market0.501.001.502.00
AAON: 1.06
SCHG: 1.13
The chart of Calmar ratio for AAON, currently valued at -0.01, compared to the broader market0.001.002.003.004.005.00
AAON: -0.01
SCHG: 0.59
The chart of Martin ratio for AAON, currently valued at -0.03, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
AAON: -0.03
SCHG: 2.11

The current AAON Sharpe Ratio is -0.01, which is lower than the SCHG Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of AAON 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
-0.01
0.56
AAON
SCHG

Dividends

AAON vs. SCHG - Dividend Comparison

AAON's dividend yield for the trailing twelve months is around 0.40%, less than SCHG's 0.45% yield.


TTM20242023202220212020201920182017201620152014
AAON
AAON, Inc.
0.40%0.27%0.43%0.57%0.48%0.57%0.65%0.91%0.71%0.73%0.95%0.79%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.45%0.40%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%1.09%

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.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-38.90%
-14.31%
AAON
SCHG

Volatility

AAON vs. SCHG - Volatility Comparison

AAON, Inc. (AAON) has a higher volatility of 19.31% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 16.65%. 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.


5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
19.31%
16.65%
AAON
SCHG