BEAM vs. SCHG
Compare and contrast key facts about Beam Therapeutics Inc. (BEAM) 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 Total Return Index. It was launched on Dec 11, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BEAM or SCHG.
Performance
BEAM vs. SCHG - Performance Comparison
Returns By Period
In the year-to-date period, BEAM achieves a -11.39% return, which is significantly lower than SCHG's 31.08% return.
BEAM
-11.39%
1.99%
-2.90%
-12.20%
N/A
N/A
SCHG
31.08%
2.03%
14.01%
38.24%
20.05%
16.38%
Key characteristics
| BEAM | SCHG | |
|---|---|---|
| Sharpe Ratio | -0.04 | 2.25 |
| Sortino Ratio | 0.54 | 2.94 |
| Omega Ratio | 1.06 | 1.41 |
| Calmar Ratio | -0.03 | 3.09 |
| Martin Ratio | -0.07 | 12.29 |
| Ulcer Index | 36.93% | 3.11% |
| Daily Std Dev | 73.82% | 17.04% |
| Max Drawdown | -86.76% | -34.59% |
| Current Drawdown | -81.95% | -2.59% |
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Correlation
The correlation between BEAM and SCHG is 0.44, 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
BEAM vs. SCHG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Beam Therapeutics Inc. (BEAM) 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.
Dividends
BEAM vs. SCHG - Dividend Comparison
BEAM has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.41%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BEAM Beam Therapeutics 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
BEAM vs. SCHG - Drawdown Comparison
The maximum BEAM drawdown since its inception was -86.76%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for BEAM and SCHG. For additional features, visit the drawdowns tool.
Volatility
BEAM vs. SCHG - Volatility Comparison
Beam Therapeutics Inc. (BEAM) has a higher volatility of 24.02% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 5.72%. This indicates that BEAM'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.