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 -41.67% vs 17.59% 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 -6.31% return, which is significantly lower than SCHG's 5.60% return.
BULL
- 1D
- -1.36%
- 1M
- 11.31%
- 6M
- -12.08%
- YTD
- -6.31%
- 1Y
- -41.67%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SCHG
- 1D
- -0.81%
- 1M
- 2.95%
- 6M
- 4.67%
- YTD
- 5.60%
- 1Y
- 17.59%
- 3Y*
- 22.02%
- 5Y*
- 13.40%
- 10Y*
- 18.43%
BULL vs. SCHG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BULL Webull Corp | -6.31% | -33.13% |
SCHG Schwab U.S. Large-Cap Growth ETF | 5.60% | 31.65% |
Correlation
The correlation between BULL and SCHG is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Apr 10, 2025 | 0.42 |
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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 | -1.70 | ||
| Sortino ratioReturn per unit of downside risk | -2.20 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.19 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.57 | 1.08 | -1.64 |
| Martin ratioReturn relative to average drawdown | -0.81 | 3.45 | -4.26 |
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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 | -88.43% | -2.54% | -85.89% |
Average DrawdownAverage peak-to-trough decline | -82.99% | -5.19% | -77.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 51.66% | 5.11% | +46.55% |
Volatility
BULL vs. SCHG - Volatility Comparison
Webull Corp (BULL) has a higher volatility of 18.00% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 5.17%. 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 | 18.00% | 5.17% | +12.83% |
Volatility (6M)Calculated over the trailing 6-month period | 44.08% | 12.75% | +31.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 68.18% | 16.33% | +51.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 347.01% | 22.41% | +324.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 347.01% | 21.57% | +325.44% |
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 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BULL has higher volatility (18.00%) compared to SCHG (5.17%). In terms of maximum drawdown, BULL dropped -92.64% vs SCHG's -34.59%.
SCHG currently has the higher Sharpe Ratio (1.08 vs -0.61), 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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