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

Key characteristics


AKAMSCHG
YTD Return-13.00%29.73%
1Y Return0.38%51.35%
3Y Return (Ann)-0.80%10.58%
5Y Return (Ann)3.56%20.59%
10Y Return (Ann)5.51%16.54%
Sharpe Ratio0.043.20
Sortino Ratio0.224.02
Omega Ratio1.031.57
Calmar Ratio0.013.88
Martin Ratio0.0517.26
Ulcer Index19.16%3.08%
Daily Std Dev24.77%16.65%
Max Drawdown-99.80%-34.59%
Current Drawdown-68.57%0.00%

Correlation

-0.50.00.51.00.6

The correlation between AKAM and SCHG is 0.60, 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

AKAM vs. SCHG - Performance Comparison

In the year-to-date period, AKAM achieves a -13.00% return, which is significantly lower than SCHG's 29.73% return. Over the past 10 years, AKAM has underperformed SCHG with an annualized return of 5.51%, while SCHG has yielded a comparatively higher 16.54% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%MayJuneJulyAugustSeptemberOctober
2.01%
20.73%
AKAM
SCHG

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Risk-Adjusted Performance

AKAM vs. SCHG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Akamai Technologies, Inc. (AKAM) 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.


AKAM
Sharpe ratio
The chart of Sharpe ratio for AKAM, currently valued at 0.04, compared to the broader market-4.00-2.000.002.004.000.04
Sortino ratio
The chart of Sortino ratio for AKAM, currently valued at 0.22, compared to the broader market-4.00-2.000.002.004.006.000.22
Omega ratio
The chart of Omega ratio for AKAM, currently valued at 1.03, compared to the broader market0.501.001.502.001.03
Calmar ratio
The chart of Calmar ratio for AKAM, currently valued at 0.03, compared to the broader market0.002.004.006.000.03
Martin ratio
The chart of Martin ratio for AKAM, currently valued at 0.05, compared to the broader market-10.000.0010.0020.0030.000.05
SCHG
Sharpe ratio
The chart of Sharpe ratio for SCHG, currently valued at 3.20, compared to the broader market-4.00-2.000.002.004.003.20
Sortino ratio
The chart of Sortino ratio for SCHG, currently valued at 4.02, compared to the broader market-4.00-2.000.002.004.006.004.02
Omega ratio
The chart of Omega ratio for SCHG, currently valued at 1.57, compared to the broader market0.501.001.502.001.57
Calmar ratio
The chart of Calmar ratio for SCHG, currently valued at 3.88, compared to the broader market0.002.004.006.003.88
Martin ratio
The chart of Martin ratio for SCHG, currently valued at 17.26, compared to the broader market-10.000.0010.0020.0030.0017.26

AKAM vs. SCHG - Sharpe Ratio Comparison

The current AKAM Sharpe Ratio is 0.04, which is lower than the SCHG Sharpe Ratio of 3.20. The chart below compares the historical Sharpe Ratios of AKAM 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 Ratio0.001.002.003.00MayJuneJulyAugustSeptemberOctober
0.04
3.20
AKAM
SCHG

Dividends

AKAM vs. SCHG - Dividend Comparison

AKAM has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.41%.


TTM20232022202120202019201820172016201520142013
AKAM
Akamai Technologies, 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%
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

AKAM vs. SCHG - Drawdown Comparison

The maximum AKAM drawdown since its inception was -99.80%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for AKAM and SCHG. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptemberOctober
-19.76%
0
AKAM
SCHG

Volatility

AKAM vs. SCHG - Volatility Comparison

Akamai Technologies, Inc. (AKAM) has a higher volatility of 4.71% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 3.75%. This indicates that AKAM'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.


4.00%6.00%8.00%10.00%12.00%14.00%MayJuneJulyAugustSeptemberOctober
4.71%
3.75%
AKAM
SCHG