ABCL vs. SCHB
ABCL (AbCellera Biologics Inc.) is a stock, while SCHB (Schwab U.S. Broad Market ETF) is Large Cap Blend Equities fund tracking the Dow Jones U.S. Broad Stock Market Index. Over the past 5 years, ABCL returned -18.31%/yr vs 12.36%/yr for SCHB. At a 0.39 correlation, their price movements are largely independent.
Performance
ABCL vs. SCHB - Performance Comparison
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Returns By Period
In the year-to-date period, ABCL achieves a 80.12% return, which is significantly higher than SCHB's 11.27% return.
ABCL
- 1D
- -8.61%
- 1M
- 21.02%
- 6M
- 47.37%
- YTD
- 80.12%
- 1Y
- 51.72%
- 3Y*
- -6.56%
- 5Y*
- -18.31%
- 10Y*
- —
SCHB
- 1D
- -0.45%
- 1M
- 0.37%
- 6M
- 9.11%
- YTD
- 11.27%
- 1Y
- 21.89%
- 3Y*
- 19.71%
- 5Y*
- 12.36%
- 10Y*
- 14.65%
ABCL vs. SCHB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ABCL AbCellera Biologics Inc. | 80.12% | 16.72% | -48.69% | -43.63% | -29.16% | -64.46% | -34.03% |
SCHB Schwab U.S. Broad Market ETF | 11.27% | 16.94% | 23.93% | 26.16% | -19.46% | 25.84% | 2.45% |
Correlation
The correlation between ABCL and SCHB is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Dec 11, 2020 | 0.39 |
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Return for Risk
ABCL vs. SCHB — Risk / Return Rank
ABCL
SCHB
ABCL vs. SCHB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AbCellera Biologics Inc. (ABCL) and Schwab U.S. Broad Market ETF (SCHB). 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.
| ABCL | SCHB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.89 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.31 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 0.95 | 2.47 | -1.52 |
| Martin ratioReturn relative to average drawdown | 1.71 | 10.75 | -9.04 |
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Drawdowns
ABCL vs. SCHB - Drawdown Comparison
The maximum ABCL drawdown since its inception was -96.84%, which is greater than SCHB's maximum drawdown of -35.27%. Use the drawdown chart below to compare losses from any high point for ABCL and SCHB.
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Drawdown Indicators
| ABCL | SCHB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.84% | -35.27% | -61.57% |
Max Drawdown (1Y)Largest decline over 1 year | -54.94% | -8.91% | -46.03% |
Max Drawdown (3Y)Largest decline over 3 years | -75.72% | -19.34% | -56.38% |
Max Drawdown (5Y)Largest decline over 5 years | -90.96% | -25.41% | -65.55% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.27% | — |
Current DrawdownCurrent decline from peak | -89.90% | -0.73% | -89.17% |
Average DrawdownAverage peak-to-trough decline | -84.21% | -4.10% | -80.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 30.35% | 2.04% | +28.31% |
Volatility
ABCL vs. SCHB - Volatility Comparison
AbCellera Biologics Inc. (ABCL) has a higher volatility of 27.37% compared to Schwab U.S. Broad Market ETF (SCHB) at 3.32%. This indicates that ABCL's price experiences larger fluctuations and is considered to be riskier than SCHB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ABCL | SCHB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 27.37% | 3.32% | +24.05% |
Volatility (6M)Calculated over the trailing 6-month period | 58.10% | 10.17% | +47.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 79.15% | 12.83% | +66.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 67.54% | 17.35% | +50.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 70.70% | 18.30% | +52.40% |
Dividends
ABCL vs. SCHB - Dividend Comparison
ABCL has not paid dividends to shareholders, while SCHB's dividend yield for the trailing twelve months is around 1.04%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABCL AbCellera Biologics Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHB Schwab U.S. Broad Market ETF | 1.04% | 1.11% | 1.24% | 1.40% | 1.61% | 1.21% | 1.63% | 1.80% | 2.00% | 1.65% | 1.86% | 2.00% |
Frequently Asked Questions
ABCL and SCHB have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ABCL has higher volatility (27.37%) compared to SCHB (3.32%). In terms of maximum drawdown, ABCL dropped -96.84% vs SCHB's -35.27%.
SCHB currently has the higher Sharpe Ratio (1.71 vs 0.66), 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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