ABCL vs. SCHF

Last updated Jul 14, 2026

ABCL (AbCellera Biologics Inc.) is a stock, while SCHF (Schwab International Equity ETF) is Foreign Large Cap Equities fund tracking the FTSE Developed ex U.S. Index. Over the past 5 years, ABCL returned -17.32%/yr vs 9.71%/yr for SCHF. At a 0.33 correlation, their price movements are largely independent.

Performance

ABCL vs. SCHF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AbCellera Biologics Inc. (ABCL) and Schwab International Equity ETF (SCHF). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ABCL achieves a 90.64% return, which is significantly higher than SCHF's 13.29% return.

ABCL

• 1D: -4.12%
• 1M: 24.43%
• 6M: 44.25%
• YTD: 90.64%
• 1Y: 62.59%
• 3Y*: -3.07%
• 5Y*: -17.32%
• 10Y*: —

SCHF

• 1D: -1.74%
• 1M: -1.82%
• 6M: 8.85%
• YTD: 13.29%
• 1Y: 27.10%
• 3Y*: 17.71%
• 5Y*: 9.71%
• 10Y*: 10.10%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ABCL vs. SCHF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
ABCL AbCellera Biologics Inc.	90.64%	16.72%	-48.69%	-43.63%	-29.16%	-64.46%	-34.03%
SCHF Schwab International Equity ETF	13.29%	34.55%	3.28%	18.35%	-14.80%	11.40%	1.78%

Correlation

The correlation between ABCL and SCHF is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.42
Correlation (3Y) Calculated over the trailing 3-year period	0.37
Correlation (5Y) Calculated over the trailing 5-year period	0.36
Correlation (All Time) Calculated using the full available price history since Dec 11, 2020	0.33

Return for Risk

ABCL vs. SCHF — Risk / Return Rank

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

ABCL

ABCL Risk / Return Rank: 69
ABCL Sharpe Ratio Rank: 71
ABCL Sortino Ratio Rank: 73
ABCL Omega Ratio Rank: 69
ABCL Calmar Ratio Rank: 69
ABCL Martin Ratio Rank: 66

SCHF

SCHF Risk / Return Rank: 60
SCHF Sharpe Ratio Rank: 59
SCHF Sortino Ratio Rank: 58
SCHF Omega Ratio Rank: 59
SCHF Calmar Ratio Rank: 59
SCHF Martin Ratio Rank: 63

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.

ABCL vs. SCHF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AbCellera Biologics Inc. (ABCL) and Schwab International Equity ETF (SCHF). 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	SCHF	Difference
Sharpe ratio: Return per unit of total volatility	0.80	1.59	-0.79
Sortino ratio: Return per unit of downside risk	1.62	2.20	-0.58
Omega ratio: Gain probability vs. loss probability	1.18	1.29	-0.11
Calmar ratio: Return relative to maximum drawdown	1.15	2.37	-1.23
Martin ratio: Return relative to average drawdown	2.07	8.97	-6.89

ABCL vs. SCHF - Sharpe Ratio Comparison

The current ABCL Sharpe Ratio is 0.80, which is lower than the SCHF Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of ABCL and SCHF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ABCL vs. SCHF - Drawdown Comparison

The maximum ABCL drawdown since its inception was -96.84%, which is greater than SCHF's maximum drawdown of -34.87%. Use the drawdown chart below to compare losses from any high point for ABCL and SCHF.

Drawdown Indicators

	ABCL	SCHF	Difference
Max Drawdown Largest peak-to-trough decline	-96.84%	-34.87%	-61.97%
Max Drawdown (1Y) Largest decline over 1 year	-54.94%	-11.48%	-43.46%
Max Drawdown (3Y) Largest decline over 3 years	-75.72%	-13.41%	-62.31%
Max Drawdown (5Y) Largest decline over 5 years	-90.96%	-29.14%	-61.82%
Max Drawdown (10Y) Largest decline over 10 years	—	-34.87%	—
Current Drawdown Current decline from peak	-89.31%	-3.73%	-85.58%
Average Drawdown Average peak-to-trough decline	-84.20%	-7.35%	-76.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	30.29%	3.03%	+27.26%

Volatility

ABCL vs. SCHF - Volatility Comparison

AbCellera Biologics Inc. (ABCL) has a higher volatility of 25.44% compared to Schwab International Equity ETF (SCHF) at 6.49%. This indicates that ABCL's price experiences larger fluctuations and is considered to be riskier than SCHF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ABCL	SCHF	Difference
Volatility (1M) Calculated over the trailing 1-month period	25.44%	6.49%	+18.95%
Volatility (6M) Calculated over the trailing 6-month period	57.96%	15.13%	+42.83%
Volatility (1Y) Calculated over the trailing 1-year period	79.28%	17.16%	+62.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	67.47%	16.64%	+50.83%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	70.67%	17.01%	+53.66%

Dividends

ABCL vs. SCHF - Dividend Comparison

ABCL has not paid dividends to shareholders, while SCHF's dividend yield for the trailing twelve months is around 3.11%.

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%
SCHF Schwab International Equity ETF	3.11%	3.42%	3.26%	2.97%	2.80%	3.19%	2.08%	2.95%	3.06%	2.35%	2.58%	2.26%

Frequently Asked Questions

Can I hold both ABCL and SCHF in my portfolio?

ABCL and SCHF have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ABCL or SCHF?

ABCL has higher volatility (25.44%) compared to SCHF (6.49%). In terms of maximum drawdown, ABCL dropped -96.84% vs SCHF's -34.87%.

Which has better risk-adjusted returns?

SCHF currently has the higher Sharpe Ratio (1.59 vs 0.80), 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.