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

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.


-0.50.00.51.00.5

Performance

AXON vs. SCHG - Performance Comparison

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

0.00%50.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
111.46%
12.48%
AXON
SCHG

Key characteristics

Sharpe Ratio

AXON:

3.14

SCHG:

2.19

Sortino Ratio

AXON:

5.78

SCHG:

2.83

Omega Ratio

AXON:

1.73

SCHG:

1.40

Calmar Ratio

AXON:

8.96

SCHG:

3.10

Martin Ratio

AXON:

24.05

SCHG:

12.18

Ulcer Index

AXON:

5.85%

SCHG:

3.14%

Daily Std Dev

AXON:

44.72%

SCHG:

17.43%

Max Drawdown

AXON:

-91.78%

SCHG:

-34.59%

Current Drawdown

AXON:

-10.74%

SCHG:

-3.09%

Returns By Period

In the year-to-date period, AXON achieves a 138.33% return, which is significantly higher than SCHG's 36.55% return. Over the past 10 years, AXON has outperformed SCHG with an annualized return of 37.28%, while SCHG has yielded a comparatively lower 16.72% annualized return.


AXON

YTD

138.33%

1M

0.90%

6M

110.03%

1Y

143.57%

5Y*

54.09%

10Y*

37.28%

SCHG

YTD

36.55%

1M

3.15%

6M

12.28%

1Y

38.24%

5Y*

20.15%

10Y*

16.72%

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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.


Sharpe ratio
The chart of Sharpe ratio for AXON, currently valued at 3.21, compared to the broader market-4.00-2.000.002.003.212.19
The chart of Sortino ratio for AXON, currently valued at 5.86, compared to the broader market-4.00-2.000.002.004.005.862.83
The chart of Omega ratio for AXON, currently valued at 1.75, compared to the broader market0.501.001.502.001.751.40
The chart of Calmar ratio for AXON, currently valued at 9.15, compared to the broader market0.002.004.006.009.153.10
The chart of Martin ratio for AXON, currently valued at 24.40, compared to the broader market0.0010.0020.0024.4012.18
AXON
SCHG

The current AXON Sharpe Ratio is 3.14, which is higher than the SCHG Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of AXON 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 Ratio1.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
3.21
2.19
AXON
SCHG

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%.


TTM20232022202120202019201820172016201520142013
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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.74%
-3.09%
AXON
SCHG

Volatility

AXON vs. SCHG - Volatility Comparison

Axon Enterprise, Inc. (AXON) has a higher volatility of 12.03% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 5.01%. 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.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
12.03%
5.01%
AXON
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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