BRZE vs. SCHG

In the year-to-date period, BRZE achieves a -13.71% return, which is significantly lower than SCHG's -2.92% return.

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This table presents a comparison of risk-adjusted performance metrics for Braze, Inc. (BRZE) 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 current BRZE Sharpe Ratio is -0.24, which is lower than the SCHG Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of BRZE 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.

BRZE has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.42%.

The maximum BRZE drawdown since its inception was -75.57%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for BRZE and SCHG. For additional features, visit the drawdowns tool.

Braze, Inc. (BRZE) has a higher volatility of 14.81% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 7.90%. This indicates that BRZE'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.