AKAM vs. SCHG

In the year-to-date period, AKAM achieves a -16.58% return, which is significantly lower than SCHG's -9.20% return. Over the past 10 years, AKAM has underperformed SCHG with an annualized return of 0.61%, while SCHG has yielded a comparatively higher 14.97% annualized return.

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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.

The current AKAM Sharpe Ratio is -0.52, which is lower than the SCHG Sharpe Ratio of 0.55. 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.

AKAM has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.45%.

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.

Akamai Technologies, Inc. (AKAM) and Schwab U.S. Large-Cap Growth ETF (SCHG) have volatilities of 17.41% and 16.60%, 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.