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ALGO-USD vs. SCHG
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ALGO-USD and SCHG is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

ALGO-USD vs. SCHG - Performance Comparison

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

0.00%100.00%200.00%300.00%400.00%SeptemberOctoberNovemberDecember2025February
159.47%
22.16%
ALGO-USD
SCHG

Key characteristics

Sharpe Ratio

ALGO-USD:

0.73

SCHG:

1.80

Sortino Ratio

ALGO-USD:

1.86

SCHG:

2.38

Omega Ratio

ALGO-USD:

1.18

SCHG:

1.32

Calmar Ratio

ALGO-USD:

0.39

SCHG:

2.63

Martin Ratio

ALGO-USD:

2.91

SCHG:

9.96

Ulcer Index

ALGO-USD:

27.75%

SCHG:

3.27%

Daily Std Dev

ALGO-USD:

87.25%

SCHG:

18.03%

Max Drawdown

ALGO-USD:

-96.27%

SCHG:

-34.59%

Current Drawdown

ALGO-USD:

-87.68%

SCHG:

-1.99%

Returns By Period

In the year-to-date period, ALGO-USD achieves a -12.46% return, which is significantly lower than SCHG's 2.33% return.


ALGO-USD

YTD

-12.46%

1M

-27.90%

6M

159.45%

1Y

82.82%

5Y*

0.33%

10Y*

N/A

SCHG

YTD

2.33%

1M

0.71%

6M

22.16%

1Y

29.88%

5Y*

18.76%

10Y*

16.80%

*Annualized

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Risk-Adjusted Performance

ALGO-USD vs. SCHG — Risk-Adjusted Performance Rank

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

ALGO-USD
The Risk-Adjusted Performance Rank of ALGO-USD is 8282
Overall Rank
The Sharpe Ratio Rank of ALGO-USD is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of ALGO-USD is 8181
Sortino Ratio Rank
The Omega Ratio Rank of ALGO-USD is 8282
Omega Ratio Rank
The Calmar Ratio Rank of ALGO-USD is 8282
Calmar Ratio Rank
The Martin Ratio Rank of ALGO-USD is 8282
Martin Ratio Rank

SCHG
The Risk-Adjusted Performance Rank of SCHG is 7474
Overall Rank
The Sharpe Ratio Rank of SCHG is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHG is 7272
Sortino Ratio Rank
The Omega Ratio Rank of SCHG is 7474
Omega Ratio Rank
The Calmar Ratio Rank of SCHG is 7676
Calmar Ratio Rank
The Martin Ratio Rank of SCHG is 7575
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.

ALGO-USD vs. SCHG - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for ALGO-USD, currently valued at 0.73, compared to the broader market0.001.002.003.004.005.000.731.48
The chart of Sortino ratio for ALGO-USD, currently valued at 1.86, compared to the broader market-1.000.001.002.003.004.001.861.95
The chart of Omega ratio for ALGO-USD, currently valued at 1.18, compared to the broader market1.001.201.401.181.27
The chart of Calmar ratio for ALGO-USD, currently valued at 0.39, compared to the broader market1.002.003.004.005.000.390.71
The chart of Martin ratio for ALGO-USD, currently valued at 2.91, compared to the broader market0.0010.0020.0030.0040.002.917.70
ALGO-USD
SCHG

The current ALGO-USD Sharpe Ratio is 0.73, which is lower than the SCHG Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of ALGO-USD 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 Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
0.73
1.48
ALGO-USD
SCHG

Drawdowns

ALGO-USD vs. SCHG - Drawdown Comparison

The maximum ALGO-USD drawdown since its inception was -96.27%, 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. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-87.68%
-1.99%
ALGO-USD
SCHG

Volatility

ALGO-USD vs. SCHG - Volatility Comparison

Algorand (ALGO-USD) has a higher volatility of 36.99% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 6.15%. 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.


0.00%10.00%20.00%30.00%40.00%50.00%60.00%SeptemberOctoberNovemberDecember2025February
36.99%
6.15%
ALGO-USD
SCHG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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