BRBR vs. SCHG
Compare and contrast key facts about BellRing Brands, Inc. (BRBR) 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: BRBR or SCHG.
Performance
BRBR vs. SCHG - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with BRBR having a 30.06% return and SCHG slightly higher at 30.50%.
BRBR
30.06%
9.64%
25.57%
58.93%
30.13%
N/A
SCHG
30.50%
2.16%
14.17%
37.63%
19.96%
16.38%
Key characteristics
| BRBR | SCHG | |
|---|---|---|
| Sharpe Ratio | 2.02 | 2.24 |
| Sortino Ratio | 2.63 | 2.93 |
| Omega Ratio | 1.34 | 1.41 |
| Calmar Ratio | 2.73 | 3.08 |
| Martin Ratio | 7.73 | 12.26 |
| Ulcer Index | 7.17% | 3.11% |
| Daily Std Dev | 27.50% | 17.00% |
| Max Drawdown | -39.96% | -34.59% |
| Current Drawdown | -0.52% | -3.02% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between BRBR 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.
Risk-Adjusted Performance
BRBR vs. SCHG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BellRing Brands, Inc. (BRBR) 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
BRBR vs. SCHG - Dividend Comparison
BRBR 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRBR BellRing Brands, 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
BRBR vs. SCHG - Drawdown Comparison
The maximum BRBR drawdown since its inception was -39.96%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for BRBR and SCHG. For additional features, visit the drawdowns tool.
Volatility
BRBR vs. SCHG - Volatility Comparison
The current volatility for BellRing Brands, Inc. (BRBR) is 4.36%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 5.73%. This indicates that BRBR 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.