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

Correlation

The correlation between BBY 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

BBY vs. SCHG - Performance Comparison

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

-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
-3.16%
5.47%
BBY
SCHG

Key characteristics

Sharpe Ratio

BBY:

0.48

SCHG:

1.82

Sortino Ratio

BBY:

1.06

SCHG:

2.40

Omega Ratio

BBY:

1.12

SCHG:

1.33

Calmar Ratio

BBY:

0.36

SCHG:

2.60

Martin Ratio

BBY:

1.79

SCHG:

9.98

Ulcer Index

BBY:

8.79%

SCHG:

3.22%

Daily Std Dev

BBY:

32.58%

SCHG:

17.73%

Max Drawdown

BBY:

-80.90%

SCHG:

-34.59%

Current Drawdown

BBY:

-30.81%

SCHG:

-5.46%

Returns By Period

In the year-to-date period, BBY achieves a -3.50% return, which is significantly lower than SCHG's -1.29% return. Over the past 10 years, BBY has underperformed SCHG with an annualized return of 12.91%, while SCHG has yielded a comparatively higher 16.78% annualized return.


BBY

YTD

-3.50%

1M

-4.47%

6M

-3.16%

1Y

16.97%

5Y*

2.36%

10Y*

12.91%

SCHG

YTD

-1.29%

1M

-4.35%

6M

5.47%

1Y

32.23%

5Y*

18.46%

10Y*

16.78%

*Annualized

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Risk-Adjusted Performance

BBY vs. SCHG — Risk-Adjusted Performance Rank

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

BBY
The Risk-Adjusted Performance Rank of BBY is 6565
Overall Rank
The Sharpe Ratio Rank of BBY is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of BBY is 6565
Sortino Ratio Rank
The Omega Ratio Rank of BBY is 6060
Omega Ratio Rank
The Calmar Ratio Rank of BBY is 6666
Calmar Ratio Rank
The Martin Ratio Rank of BBY is 6868
Martin Ratio Rank

SCHG
The Risk-Adjusted Performance Rank of SCHG is 7878
Overall Rank
The Sharpe Ratio Rank of SCHG is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHG is 7676
Sortino Ratio Rank
The Omega Ratio Rank of SCHG is 7878
Omega Ratio Rank
The Calmar Ratio Rank of SCHG is 7979
Calmar Ratio Rank
The Martin Ratio Rank of SCHG is 7878
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.

BBY vs. SCHG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Best Buy Co., Inc. (BBY) 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 BBY, currently valued at 0.48, compared to the broader market-2.000.002.000.481.82
The chart of Sortino ratio for BBY, currently valued at 1.06, compared to the broader market-4.00-2.000.002.004.001.062.40
The chart of Omega ratio for BBY, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.33
The chart of Calmar ratio for BBY, currently valued at 0.36, compared to the broader market0.002.004.006.000.362.60
The chart of Martin ratio for BBY, currently valued at 1.79, compared to the broader market0.0010.0020.001.799.98
BBY
SCHG

The current BBY Sharpe Ratio is 0.48, which is lower than the SCHG Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of BBY 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 Ratio0.000.501.001.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
0.48
1.82
BBY
SCHG

Dividends

BBY vs. SCHG - Dividend Comparison

BBY's dividend yield for the trailing twelve months is around 4.54%, more than SCHG's 0.40% yield.


TTM20242023202220212020201920182017201620152014
BBY
Best Buy Co., Inc.
4.54%4.38%4.70%4.39%2.76%2.20%2.28%3.40%1.99%3.68%4.70%1.85%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.40%0.40%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%1.09%

Drawdowns

BBY vs. SCHG - Drawdown Comparison

The maximum BBY drawdown since its inception was -80.90%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for BBY and SCHG. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-30.81%
-5.46%
BBY
SCHG

Volatility

BBY vs. SCHG - Volatility Comparison

Best Buy Co., Inc. (BBY) has a higher volatility of 6.87% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 5.87%. This indicates that BBY'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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%AugustSeptemberOctoberNovemberDecember2025
6.87%
5.87%
BBY
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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