AXON vs. SCHG
Compare and contrast key facts about Axon Enterprise, Inc. (AXON) and Schwab U.S. Large-Cap Growth ETF (SCHG).
SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Total Return Index. It was launched on Dec 11, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AXON or SCHG.
Performance
AXON vs. SCHG - Performance Comparison
Returns By Period
In the year-to-date period, AXON achieves a 132.01% return, which is significantly higher than SCHG's 30.50% return. Over the past 10 years, AXON has outperformed SCHG with an annualized return of 40.23%, while SCHG has yielded a comparatively lower 16.38% annualized return.
AXON
132.01%
36.82%
107.54%
168.19%
54.53%
40.23%
SCHG
30.50%
2.16%
14.17%
37.63%
19.96%
16.38%
Key characteristics
| AXON | SCHG | |
|---|---|---|
| Sharpe Ratio | 3.94 | 2.24 |
| Sortino Ratio | 7.47 | 2.93 |
| Omega Ratio | 1.93 | 1.41 |
| Calmar Ratio | 10.90 | 3.08 |
| Martin Ratio | 30.36 | 12.26 |
| Ulcer Index | 5.64% | 3.11% |
| Daily Std Dev | 43.41% | 17.00% |
| Max Drawdown | -91.78% | -34.59% |
| Current Drawdown | -2.73% | -3.02% |
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Correlation
The correlation between AXON and SCHG is 0.47, 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.
Risk-Adjusted Performance
AXON vs. SCHG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Axon Enterprise, Inc. (AXON) 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.
Dividends
AXON vs. SCHG - Dividend Comparison
AXON has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.41%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AXON Axon Enterprise, 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
AXON vs. SCHG - Drawdown Comparison
The maximum AXON drawdown since its inception was -91.78%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for AXON and SCHG. For additional features, visit the drawdowns tool.
Volatility
AXON vs. SCHG - Volatility Comparison
Axon Enterprise, Inc. (AXON) has a higher volatility of 26.19% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 5.73%. This indicates that AXON'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.