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

Correlation

The correlation between AYX and SCHG is 0.49, 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.


-0.50.00.51.0
Correlation: 0.5

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.

220.00%240.00%260.00%280.00%300.00%320.00%NovemberDecember2025FebruaryMarchApril
211.35%
251.29%
AYX
SCHG

Key characteristics

Returns By Period


AYX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

SCHG

YTD

-10.75%

1M

-0.89%

6M

-5.39%

1Y

7.94%

5Y*

19.17%

10Y*

14.71%

*Annualized

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Risk-Adjusted Performance

AYX vs. SCHG — Risk-Adjusted Performance Rank

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

AYX
The Risk-Adjusted Performance Rank of AYX is 3838
Overall Rank
The Sharpe Ratio Rank of AYX is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of AYX is 3737
Sortino Ratio Rank
The Omega Ratio Rank of AYX is 3636
Omega Ratio Rank
The Calmar Ratio Rank of AYX is 3939
Calmar Ratio Rank
The Martin Ratio Rank of AYX is 4141
Martin Ratio Rank

SCHG
The Risk-Adjusted Performance Rank of SCHG is 7474
Overall Rank
The Sharpe Ratio Rank of SCHG is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHG is 7474
Sortino Ratio Rank
The Omega Ratio Rank of SCHG is 7575
Omega Ratio Rank
The Calmar Ratio Rank of SCHG is 7777
Calmar Ratio Rank
The Martin Ratio Rank of SCHG is 7474
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.

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.


The chart of Calmar ratio for AYX, currently valued at 0.00, compared to the broader market0.001.002.003.004.00
AYX: 0.00
SCHG: 0.34


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
1.00
0.33
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 0.46%.


TTM20242023202220212020201920182017201620152014
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
0.46%0.40%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%1.09%

Drawdowns

AYX vs. SCHG - Drawdown Comparison


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-73.48%
-14.52%
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 15.63%. 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%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril0
15.63%
AYX
SCHG