ALGO-USD vs. SCHG
ALGO-USD (Algorand) is a cryptocurrency, while SCHG (Schwab U.S. Large-Cap Growth ETF) is Large Cap Growth Equities fund tracking the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. Over the past 5 years, ALGO-USD returned -36.36%/yr vs 13.54%/yr for SCHG. At a 0.23 correlation, their price movements are largely independent.
Performance
ALGO-USD vs. SCHG - Performance Comparison
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Returns By Period
In the year-to-date period, ALGO-USD achieves a -24.43% return, which is significantly lower than SCHG's 5.02% return.
ALGO-USD
- 1D
- 1.16%
- 1M
- -15.88%
- 6M
- -35.98%
- YTD
- -24.43%
- 1Y
- -73.84%
- 3Y*
- -9.91%
- 5Y*
- -36.36%
- 10Y*
- —
SCHG
- 1D
- -1.30%
- 1M
- 2.26%
- 6M
- 5.86%
- YTD
- 5.02%
- 1Y
- 15.45%
- 3Y*
- 21.11%
- 5Y*
- 13.54%
- 10Y*
- 18.34%
ALGO-USD vs. SCHG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
ALGO-USD Algorand | -24.43% | -66.96% | 49.75% | 29.22% | -89.60% | 393.28% | 55.98% | -93.42% |
SCHG Schwab U.S. Large-Cap Growth ETF | 5.02% | 17.50% | 34.95% | 50.10% | -31.80% | 28.11% | 39.14% | 12.47% |
Correlation
The correlation between ALGO-USD and SCHG is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Jun 20, 2019 | 0.23 |
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Return for Risk
ALGO-USD vs. SCHG — Risk / Return Rank
ALGO-USD
SCHG
ALGO-USD vs. SCHG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Algorand (ALGO-USD) 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.
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.
| ALGO-USD | SCHG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.89 | ||
| Sortino ratioReturn per unit of downside risk | -3.22 | ||
| Omega ratioGain probability vs. loss probability | 0.83 | 1.17 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | -1.01 | 0.95 | -1.96 |
| Martin ratioReturn relative to average drawdown | -1.35 | 3.03 | -4.38 |
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Drawdowns
ALGO-USD vs. SCHG - Drawdown Comparison
The maximum ALGO-USD drawdown since its inception was -97.53%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for ALGO-USD and SCHG.
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Drawdown Indicators
| ALGO-USD | SCHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.53% | -34.59% | -62.94% |
Max Drawdown (1Y)Largest decline over 1 year | -72.80% | -16.41% | -56.39% |
Max Drawdown (3Y)Largest decline over 3 years | -84.09% | -23.39% | -60.70% |
Max Drawdown (5Y)Largest decline over 5 years | -96.59% | -34.59% | -62.00% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.59% | — |
Current DrawdownCurrent decline from peak | -97.46% | -3.07% | -94.39% |
Average DrawdownAverage peak-to-trough decline | -87.15% | -5.19% | -81.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 43.19% | 5.12% | +38.07% |
Volatility
ALGO-USD vs. SCHG - Volatility Comparison
Algorand (ALGO-USD) has a higher volatility of 14.74% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 4.74%. This indicates that ALGO-USD'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.
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Volatility by Period
| ALGO-USD | SCHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.74% | 4.74% | +10.00% |
Volatility (6M)Calculated over the trailing 6-month period | 53.57% | 12.82% | +40.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 65.58% | 16.40% | +49.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 79.58% | 22.41% | +57.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 92.86% | 21.57% | +71.29% |
Frequently Asked Questions
ALGO-USD and SCHG have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ALGO-USD has higher volatility (14.74%) compared to SCHG (4.74%). In terms of maximum drawdown, ALGO-USD dropped -97.53% vs SCHG's -34.59%.
SCHG currently has the higher Sharpe Ratio (0.95 vs -0.95), 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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