AZO vs. SCHG
Compare and contrast key facts about AutoZone, Inc. (AZO) 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 Index. It was launched on Dec 11, 2009.
Performance
AZO vs. SCHG - Performance Comparison
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AZO vs. SCHG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AZO AutoZone, Inc. | 1.03% | 5.92% | 23.84% | 4.84% | 17.64% | 76.84% | -0.49% | 42.10% | 17.85% | -9.93% |
SCHG Schwab U.S. Large-Cap Growth ETF | -9.73% | 17.50% | 34.95% | 50.10% | -31.80% | 28.11% | 39.14% | 36.02% | -1.36% | 28.05% |
Returns By Period
In the year-to-date period, AZO achieves a 1.03% return, which is significantly higher than SCHG's -9.73% return. Over the past 10 years, AZO has underperformed SCHG with an annualized return of 15.58%, while SCHG has yielded a comparatively higher 16.95% annualized return.
AZO
- 1D
- 1.44%
- 1M
- -11.75%
- YTD
- 1.03%
- 6M
- -19.34%
- 1Y
- -10.14%
- 3Y*
- 11.71%
- 5Y*
- 19.28%
- 10Y*
- 15.58%
SCHG
- 1D
- 0.96%
- 1M
- -4.46%
- YTD
- -9.73%
- 6M
- -8.15%
- 1Y
- 17.00%
- 3Y*
- 22.30%
- 5Y*
- 12.76%
- 10Y*
- 16.95%
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Return for Risk
AZO vs. SCHG — Risk / Return Rank
AZO
SCHG
AZO vs. SCHG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AutoZone, Inc. (AZO) 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.
| AZO | SCHG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.40 | 0.76 | -1.16 |
Sortino ratioReturn per unit of downside risk | -0.39 | 1.24 | -1.63 |
Omega ratioGain probability vs. loss probability | 0.95 | 1.17 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | -0.40 | 1.09 | -1.49 |
Martin ratioReturn relative to average drawdown | -0.85 | 3.71 | -4.56 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AZO | SCHG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.40 | 0.76 | -1.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.57 | +0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.79 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.79 | -0.15 |
Correlation
The correlation between AZO and SCHG is 0.35, 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.
Dividends
AZO vs. SCHG - Dividend Comparison
AZO has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.43%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AZO AutoZone, 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 | 0.43% | 0.36% | 0.39% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% |
Drawdowns
AZO vs. SCHG - Drawdown Comparison
The maximum AZO drawdown since its inception was -46.32%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for AZO and SCHG.
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Drawdown Indicators
| AZO | SCHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.32% | -34.59% | -11.73% |
Max Drawdown (1Y)Largest decline over 1 year | -25.48% | -16.41% | -9.07% |
Max Drawdown (5Y)Largest decline over 5 years | -25.48% | -34.59% | +9.11% |
Max Drawdown (10Y)Largest decline over 10 years | -42.14% | -34.59% | -7.55% |
Current DrawdownCurrent decline from peak | -21.31% | -12.51% | -8.80% |
Average DrawdownAverage peak-to-trough decline | -10.82% | -5.22% | -5.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.88% | 4.84% | +7.04% |
Volatility
AZO vs. SCHG - Volatility Comparison
AutoZone, Inc. (AZO) has a higher volatility of 7.50% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 6.77%. This indicates that AZO'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.
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Volatility by Period
| AZO | SCHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.50% | 6.77% | +0.73% |
Volatility (6M)Calculated over the trailing 6-month period | 19.74% | 12.54% | +7.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.31% | 22.45% | +2.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.77% | 22.31% | +1.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.16% | 21.51% | +4.65% |