CETXP vs. SCHX

Last updated Jul 11, 2026

CETXP (Cemtrex, Inc.) is a stock, while SCHX (Schwab U.S. Large-Cap ETF) is Large Cap Blend Equities fund tracking the Dow Jones U.S. Large-Cap Total Stock Market Index. Over the past 5 years, CETXP returned -21.07%/yr vs 12.56%/yr for SCHX. At a 0.05 correlation, their price movements are largely independent.

Performance

CETXP vs. SCHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cemtrex, Inc. (CETXP) and Schwab U.S. Large-Cap ETF (SCHX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CETXP achieves a 141.50% return, which is significantly higher than SCHX's 11.12% return.

CETXP

• 1D: 0.00%
• 1M: 0.00%
• 6M: 56.91%
• YTD: 141.50%
• 1Y: 137.00%
• 3Y*: -16.27%
• 5Y*: -21.07%
• 10Y*: —

SCHX

• 1D: 0.37%
• 1M: 2.08%
• 6M: 9.06%
• YTD: 11.12%
• 1Y: 21.77%
• 3Y*: 20.92%
• 5Y*: 12.56%
• 10Y*: 15.15%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CETXP vs. SCHX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CETXP Cemtrex, Inc.	141.50%	87.50%	-84.94%	167.04%	-80.14%	-11.10%	254.72%	-39.18%	-74.03%	-39.44%
SCHX Schwab U.S. Large-Cap ETF	11.12%	17.46%	24.88%	26.84%	-19.41%	26.81%	20.81%	31.22%	-4.66%	15.86%

Correlation

The correlation between CETXP and SCHX is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.08
Correlation (3Y) Calculated over the trailing 3-year period	0.04
Correlation (5Y) Calculated over the trailing 5-year period	0.06
Correlation (All Time) Calculated using the full available price history since Feb 17, 2017	0.05

Return for Risk

CETXP vs. SCHX — Risk / Return Rank

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

CETXP

CETXP Risk / Return Rank: 70
CETXP Sharpe Ratio Rank: 49
CETXP Sortino Ratio Rank: 92
CETXP Omega Ratio Rank: 98
CETXP Calmar Ratio Rank: 55
CETXP Martin Ratio Rank: 58

SCHX

SCHX Risk / Return Rank: 64
SCHX Sharpe Ratio Rank: 65
SCHX Sortino Ratio Rank: 63
SCHX Omega Ratio Rank: 64
SCHX Calmar Ratio Rank: 59
SCHX Martin Ratio Rank: 70

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CETXP vs. SCHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cemtrex, Inc. (CETXP) and Schwab U.S. Large-Cap ETF (SCHX). 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.

	CETXP	SCHX	Difference
Sharpe ratio: Return per unit of total volatility	0.10	1.70	-1.60
Sortino ratio: Return per unit of downside risk	3.00	2.34	+0.66
Omega ratio: Gain probability vs. loss probability	1.69	1.31	+0.39
Calmar ratio: Return relative to maximum drawdown	0.39	2.38	-1.98
Martin ratio: Return relative to average drawdown	1.07	10.21	-9.13

CETXP vs. SCHX - Sharpe Ratio Comparison

The current CETXP Sharpe Ratio is 0.10, which is lower than the SCHX Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of CETXP and SCHX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

CETXP vs. SCHX - Drawdown Comparison

The maximum CETXP drawdown since its inception was -99.35%, which is greater than SCHX's maximum drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for CETXP and SCHX.

Drawdown Indicators

	CETXP	SCHX	Difference
Max Drawdown Largest peak-to-trough decline	-99.35%	-34.33%	-65.02%
Max Drawdown (1Y) Largest decline over 1 year	-77.86%	-9.02%	-68.84%
Max Drawdown (3Y) Largest decline over 3 years	-96.76%	-19.04%	-77.72%
Max Drawdown (5Y) Largest decline over 5 years	-98.64%	-25.41%	-73.23%
Max Drawdown (10Y) Largest decline over 10 years	—	-34.33%	—
Current Drawdown Current decline from peak	-89.64%	-0.34%	-89.30%
Average Drawdown Average peak-to-trough decline	-75.37%	-3.96%	-71.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	28.66%	2.10%	+26.56%

Volatility

CETXP vs. SCHX - Volatility Comparison

The current volatility for Cemtrex, Inc. (CETXP) is 0.00%, while Schwab U.S. Large-Cap ETF (SCHX) has a volatility of 4.34%. This indicates that CETXP experiences smaller price fluctuations and is considered to be less risky than SCHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CETXP	SCHX	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.00%	4.34%	-4.34%
Volatility (6M) Calculated over the trailing 6-month period	112.62%	9.99%	+102.63%
Volatility (1Y) Calculated over the trailing 1-year period	315.89%	12.64%	+303.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	254.43%	17.23%	+237.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	206.95%	18.13%	+188.82%

Dividends

CETXP vs. SCHX - Dividend Comparison

CETXP has not paid dividends to shareholders, while SCHX's dividend yield for the trailing twelve months is around 1.02%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CETXP Cemtrex, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	3.44%	0.00%	0.00%
SCHX Schwab U.S. Large-Cap ETF	1.02%	1.09%	1.22%	1.39%	1.64%	1.22%	1.64%	1.82%	2.02%	1.70%	1.92%	2.04%

Frequently Asked Questions

Can I hold both CETXP and SCHX in my portfolio?

CETXP and SCHX have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CETXP or SCHX?

SCHX has higher volatility (4.34%) compared to CETXP (0.00%). In terms of maximum drawdown, CETXP dropped -99.35% vs SCHX's -34.33%.

Which has better risk-adjusted returns?

SCHX currently has the higher Sharpe Ratio (1.70 vs 0.10), 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.