BULL vs. SCHG
BULL (Webull Corp) is a stock, while SCHG (Schwab U.S. Large-Cap Growth ETF) is Large Cap Growth Equities fund tracking the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. Over the past year, BULL returned -36.28% vs 17.91% for SCHG. At a 0.42 correlation, their price movements are largely independent.
Performance
BULL vs. SCHG - Performance Comparison
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Returns By Period
In the year-to-date period, BULL achieves a -14.54% return, which is significantly lower than SCHG's 1.35% return.
BULL
- 1D
- -3.21%
- 1M
- 7.44%
- YTD
- -14.54%
- 6M
- -20.67%
- 1Y
- -36.28%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SCHG
- 1D
- -1.37%
- 1M
- -3.93%
- YTD
- 1.35%
- 6M
- 0.09%
- 1Y
- 17.91%
- 3Y*
- 22.13%
- 5Y*
- 13.27%
- 10Y*
- 18.65%
BULL vs. SCHG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BULL Webull Corp | -14.54% | -33.13% |
SCHG Schwab U.S. Large-Cap Growth ETF | 1.35% | 31.65% |
Correlation
The correlation between BULL and SCHG is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Apr 10, 2025 | 0.42 |
The correlation between BULL and SCHG has been stable across timeframes, ranging from 0.42 to 0.51 - a consistent structural relationship.
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Return for Risk
BULL vs. SCHG — Risk / Return Rank
BULL
SCHG
BULL vs. SCHG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Webull Corp (BULL) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BULL | SCHG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.62 | ||
| Sortino ratioReturn per unit of downside risk | -1.99 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.20 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.49 | 1.10 | -1.59 |
| Martin ratioReturn relative to average drawdown | -0.73 | 3.58 | -4.31 |
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Drawdowns
BULL vs. SCHG - Drawdown Comparison
The maximum BULL drawdown since its inception was -92.64%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for BULL and SCHG.
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Drawdown Indicators
| BULL | SCHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.64% | -34.59% | -58.05% |
Max Drawdown (1Y)Largest decline over 1 year | -73.90% | -16.41% | -57.49% |
Max Drawdown (3Y)Largest decline over 3 years | — | -23.39% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -34.59% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.59% | — |
Current DrawdownCurrent decline from peak | -89.44% | -6.46% | -82.98% |
Average DrawdownAverage peak-to-trough decline | -82.74% | -5.20% | -77.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 49.85% | 5.02% | +44.83% |
Volatility
BULL vs. SCHG - Volatility Comparison
Webull Corp (BULL) has a higher volatility of 23.22% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 5.91%. This indicates that BULL'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
| BULL | SCHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.22% | 5.91% | +17.31% |
Volatility (6M)Calculated over the trailing 6-month period | 43.62% | 12.52% | +31.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 70.69% | 16.24% | +54.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 354.28% | 22.38% | +331.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 354.28% | 21.58% | +332.70% |
Dividends
BULL vs. SCHG - Dividend Comparison
BULL has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.38%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BULL Webull Corp | 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 | 0.38% | 0.36% | 0.39% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% |
Frequently Asked Questions
BULL and SCHG have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BULL has higher volatility (23.22%) compared to SCHG (5.91%). In terms of maximum drawdown, BULL dropped -92.64% vs SCHG's -34.59%.
SCHG currently has the higher Sharpe Ratio (1.11 vs -0.51), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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