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

Correlation

The correlation between ADYEY and SCHG is 0.54, 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

ADYEY vs. SCHG - Performance Comparison

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

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Key characteristics

Sharpe Ratio

ADYEY:

0.90

SCHG:

0.67

Sortino Ratio

ADYEY:

1.82

SCHG:

1.11

Omega Ratio

ADYEY:

1.21

SCHG:

1.16

Calmar Ratio

ADYEY:

0.52

SCHG:

0.74

Martin Ratio

ADYEY:

4.14

SCHG:

2.47

Ulcer Index

ADYEY:

10.20%

SCHG:

7.02%

Daily Std Dev

ADYEY:

41.88%

SCHG:

25.26%

Max Drawdown

ADYEY:

-89.30%

SCHG:

-34.59%

Current Drawdown

ADYEY:

-70.12%

SCHG:

-7.02%

Returns By Period

In the year-to-date period, ADYEY achieves a 25.72% return, which is significantly higher than SCHG's -2.92% return.


ADYEY

YTD

25.72%

1M

19.29%

6M

33.74%

1Y

37.33%

5Y*

-3.39%

10Y*

N/A

SCHG

YTD

-2.92%

1M

10.96%

6M

-2.63%

1Y

16.87%

5Y*

19.58%

10Y*

15.66%

*Annualized

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Risk-Adjusted Performance

ADYEY vs. SCHG — Risk-Adjusted Performance Rank

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

ADYEY
The Risk-Adjusted Performance Rank of ADYEY is 8080
Overall Rank
The Sharpe Ratio Rank of ADYEY is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of ADYEY is 8383
Sortino Ratio Rank
The Omega Ratio Rank of ADYEY is 7878
Omega Ratio Rank
The Calmar Ratio Rank of ADYEY is 7272
Calmar Ratio Rank
The Martin Ratio Rank of ADYEY is 8383
Martin Ratio Rank

SCHG
The Risk-Adjusted Performance Rank of SCHG is 6666
Overall Rank
The Sharpe Ratio Rank of SCHG is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHG is 6666
Sortino Ratio Rank
The Omega Ratio Rank of SCHG is 6767
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.

ADYEY vs. SCHG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Adyen NV (ADYEY) 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 current ADYEY Sharpe Ratio is 0.90, which is higher than the SCHG Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of ADYEY 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.


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Dividends

ADYEY vs. SCHG - Dividend Comparison

ADYEY has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.42%.


TTM20242023202220212020201920182017201620152014
ADYEY
Adyen NV
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.42%0.40%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%1.09%

Drawdowns

ADYEY vs. SCHG - Drawdown Comparison

The maximum ADYEY drawdown since its inception was -89.30%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for ADYEY and SCHG. For additional features, visit the drawdowns tool.


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Volatility

ADYEY vs. SCHG - Volatility Comparison

Adyen NV (ADYEY) and Schwab U.S. Large-Cap Growth ETF (SCHG) have volatilities of 7.86% and 7.90%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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