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

Performance

AYX vs. SCHG - Performance Comparison

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

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember0
13.50%
AYX
SCHG

Returns By Period


AYX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

SCHG

YTD

30.50%

1M

2.16%

6M

14.17%

1Y

37.63%

5Y (annualized)

19.96%

10Y (annualized)

16.38%

Key characteristics


AYXSCHG

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Correlation

-0.50.00.51.00.5

The correlation between AYX and SCHG is 0.51, 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

AYX vs. SCHG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Alteryx, Inc. (AYX) 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 AYX, currently valued at 2.55, compared to the broader market-4.00-2.000.002.004.002.552.24
The chart of Sortino ratio for AYX, currently valued at 5.59, compared to the broader market-4.00-2.000.002.004.005.592.93
The chart of Omega ratio for AYX, currently valued at 3.47, compared to the broader market0.501.001.502.003.471.41
The chart of Calmar ratio for AYX, currently valued at 0.36, compared to the broader market0.002.004.006.000.363.08
The chart of Martin ratio for AYX, currently valued at 37.15, compared to the broader market0.0010.0020.0030.0037.1512.26
AYX
SCHG

Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.55
2.24
AYX
SCHG

Dividends

AYX vs. SCHG - Dividend Comparison

AYX has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.41%.


TTM20232022202120202019201820172016201520142013
AYX
Alteryx, 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

AYX vs. SCHG - Drawdown Comparison


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-73.48%
-3.02%
AYX
SCHG

Volatility

AYX vs. SCHG - Volatility Comparison

The current volatility for Alteryx, Inc. (AYX) is 0.00%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 5.73%. This indicates that AYX experiences smaller price fluctuations and is considered to be less risky than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember0
5.73%
AYX
SCHG