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CARR vs. SCHG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CARR and SCHG is 0.62, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

CARR vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Carrier Global Corporation (CARR) and Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

150.00%200.00%250.00%300.00%350.00%400.00%NovemberDecember2025FebruaryMarchApril
279.97%
168.37%
CARR
SCHG

Key characteristics

Sharpe Ratio

CARR:

0.42

SCHG:

0.56

Sortino Ratio

CARR:

0.83

SCHG:

0.93

Omega Ratio

CARR:

1.10

SCHG:

1.13

Calmar Ratio

CARR:

0.43

SCHG:

0.59

Martin Ratio

CARR:

1.06

SCHG:

2.11

Ulcer Index

CARR:

13.06%

SCHG:

6.57%

Daily Std Dev

CARR:

32.58%

SCHG:

25.00%

Max Drawdown

CARR:

-40.82%

SCHG:

-34.59%

Current Drawdown

CARR:

-26.61%

SCHG:

-14.31%

Returns By Period

In the year-to-date period, CARR achieves a -11.65% return, which is significantly lower than SCHG's -10.53% return.


CARR

YTD

-11.65%

1M

-11.45%

6M

-16.77%

1Y

11.45%

5Y*

31.78%

10Y*

N/A

SCHG

YTD

-10.53%

1M

-5.76%

6M

-5.58%

1Y

12.06%

5Y*

18.22%

10Y*

14.72%

*Annualized

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Risk-Adjusted Performance

CARR vs. SCHG — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CARR
The Risk-Adjusted Performance Rank of CARR is 6666
Overall Rank
The Sharpe Ratio Rank of CARR is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of CARR is 6262
Sortino Ratio Rank
The Omega Ratio Rank of CARR is 6060
Omega Ratio Rank
The Calmar Ratio Rank of CARR is 7171
Calmar Ratio Rank
The Martin Ratio Rank of CARR is 6565
Martin Ratio Rank

SCHG
The Risk-Adjusted Performance Rank of SCHG is 6565
Overall Rank
The Sharpe Ratio Rank of SCHG is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHG is 6565
Sortino Ratio Rank
The Omega Ratio Rank of SCHG is 6464
Omega Ratio Rank
The Calmar Ratio Rank of SCHG is 7070
Calmar Ratio Rank
The Martin Ratio Rank of SCHG is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CARR vs. SCHG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Carrier Global Corporation (CARR) 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 chart of Sharpe ratio for CARR, currently valued at 0.42, compared to the broader market-2.00-1.000.001.002.003.00
CARR: 0.42
SCHG: 0.56
The chart of Sortino ratio for CARR, currently valued at 0.83, compared to the broader market-6.00-4.00-2.000.002.004.00
CARR: 0.83
SCHG: 0.93
The chart of Omega ratio for CARR, currently valued at 1.10, compared to the broader market0.501.001.502.00
CARR: 1.10
SCHG: 1.13
The chart of Calmar ratio for CARR, currently valued at 0.43, compared to the broader market0.001.002.003.004.005.00
CARR: 0.43
SCHG: 0.59
The chart of Martin ratio for CARR, currently valued at 1.06, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
CARR: 1.06
SCHG: 2.11

The current CARR Sharpe Ratio is 0.42, which is comparable to the SCHG Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of CARR 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.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.42
0.56
CARR
SCHG

Dividends

CARR vs. SCHG - Dividend Comparison

CARR's dividend yield for the trailing twelve months is around 1.32%, more than SCHG's 0.45% yield.


TTM20242023202220212020201920182017201620152014
CARR
Carrier Global Corporation
1.32%1.16%1.30%1.54%0.94%0.74%0.00%0.00%0.00%0.00%0.00%0.00%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.45%0.40%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%1.09%

Drawdowns

CARR vs. SCHG - Drawdown Comparison

The maximum CARR drawdown since its inception was -40.82%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for CARR and SCHG. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-26.61%
-14.31%
CARR
SCHG

Volatility

CARR vs. SCHG - Volatility Comparison

The current volatility for Carrier Global Corporation (CARR) is 15.57%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 16.65%. This indicates that CARR 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
15.57%
16.65%
CARR
SCHG