CHGG vs. SCHY
CHGG (Chegg, Inc.) is a stock, while SCHY (Schwab International Dividend Equity ETF) is Dividend fund tracking the Dow Jones International Dividend 100 Index. Over the past 5 years, CHGG returned -60.55%/yr vs 8.67%/yr for SCHY. At a 0.26 correlation, their price movements are largely independent.
Performance
CHGG vs. SCHY - Performance Comparison
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Returns By Period
In the year-to-date period, CHGG achieves a -16.18% return, which is significantly lower than SCHY's 10.53% return.
CHGG
- 1D
- -6.84%
- 1M
- -32.80%
- 6M
- -11.42%
- YTD
- -16.18%
- 1Y
- -45.11%
- 3Y*
- -55.95%
- 5Y*
- -60.55%
- 10Y*
- -17.73%
SCHY
- 1D
- 0.15%
- 1M
- 0.12%
- 6M
- 9.11%
- YTD
- 10.53%
- 1Y
- 22.69%
- 3Y*
- 14.57%
- 5Y*
- 8.67%
- 10Y*
- —
CHGG vs. SCHY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
CHGG Chegg, Inc. | -16.18% | -42.24% | -85.83% | -55.05% | -17.69% | -67.82% |
SCHY Schwab International Dividend Equity ETF | 10.53% | 33.98% | -1.79% | 14.27% | -9.43% | 3.42% |
Correlation
The correlation between CHGG and SCHY is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Apr 29, 2021 | 0.26 |
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Return for Risk
CHGG vs. SCHY — Risk / Return Rank
CHGG
SCHY
CHGG vs. SCHY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Chegg, Inc. (CHGG) and Schwab International Dividend Equity ETF (SCHY). 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.
| CHGG | SCHY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.29 | ||
| Sortino ratioReturn per unit of downside risk | -2.60 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.34 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | -0.60 | 2.50 | -3.10 |
| Martin ratioReturn relative to average drawdown | -1.01 | 7.13 | -8.14 |
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Drawdowns
CHGG vs. SCHY - Drawdown Comparison
The maximum CHGG drawdown since its inception was -99.60%, which is greater than SCHY's maximum drawdown of -24.04%. Use the drawdown chart below to compare losses from any high point for CHGG and SCHY.
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Drawdown Indicators
| CHGG | SCHY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.60% | -24.04% | -75.56% |
Max Drawdown (1Y)Largest decline over 1 year | -75.54% | -9.11% | -66.43% |
Max Drawdown (3Y)Largest decline over 3 years | -96.06% | -12.16% | -83.90% |
Max Drawdown (5Y)Largest decline over 5 years | -99.50% | -24.04% | -75.46% |
Max Drawdown (10Y)Largest decline over 10 years | -99.60% | — | — |
Current DrawdownCurrent decline from peak | -99.31% | -2.86% | -96.45% |
Average DrawdownAverage peak-to-trough decline | -48.14% | -4.95% | -43.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 44.90% | 3.19% | +41.71% |
Volatility
CHGG vs. SCHY - Volatility Comparison
Chegg, Inc. (CHGG) has a higher volatility of 24.05% compared to Schwab International Dividend Equity ETF (SCHY) at 3.14%. This indicates that CHGG's price experiences larger fluctuations and is considered to be riskier than SCHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CHGG | SCHY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 24.05% | 3.14% | +20.91% |
Volatility (6M)Calculated over the trailing 6-month period | 79.88% | 10.24% | +69.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 113.70% | 12.06% | +101.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 88.90% | 13.26% | +75.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 71.11% | 13.19% | +57.92% |
Dividends
CHGG vs. SCHY - Dividend Comparison
CHGG has not paid dividends to shareholders, while SCHY's dividend yield for the trailing twelve months is around 3.42%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
CHGG Chegg, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHY Schwab International Dividend Equity ETF | 3.42% | 3.55% | 4.64% | 3.97% | 3.67% | 1.73% |
Frequently Asked Questions
CHGG and SCHY have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CHGG has higher volatility (24.05%) compared to SCHY (3.14%). In terms of maximum drawdown, CHGG dropped -99.60% vs SCHY's -24.04%.
SCHY currently has the higher Sharpe Ratio (1.89 vs -0.40), 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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