CHV.DE vs. SCHG
Compare and contrast key facts about Chevron Corporation (CHV.DE) and Schwab U.S. Large-Cap Growth ETF (SCHG).
SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Total Return Index. It was launched on Dec 11, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CHV.DE or SCHG.
Key characteristics
| CHV.DE | SCHG | |
|---|---|---|
| YTD Return | 12.73% | 12.87% |
| 1Y Return | 8.80% | 40.41% |
| 3Y Return (Ann) | 23.94% | 12.26% |
| 5Y Return (Ann) | 11.57% | 18.88% |
| 10Y Return (Ann) | 7.69% | 16.06% |
| Sharpe Ratio | 0.46 | 2.60 |
| Daily Std Dev | 21.51% | 15.77% |
| Max Drawdown | -54.66% | -34.59% |
| Current Drawdown | -13.86% | 0.00% |
Correlation
The correlation between CHV.DE and SCHG is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
CHV.DE vs. SCHG - Performance Comparison
The year-to-date returns for both investments are quite close, with CHV.DE having a 12.73% return and SCHG slightly higher at 12.87%. Over the past 10 years, CHV.DE has underperformed SCHG with an annualized return of 7.69%, while SCHG has yielded a comparatively higher 16.06% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
CHV.DE vs. SCHG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Chevron Corporation (CHV.DE) 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.
Dividends
CHV.DE vs. SCHG - Dividend Comparison
CHV.DE's dividend yield for the trailing twelve months is around 4.07%, more than SCHG's 0.43% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHV.DE Chevron Corporation | 4.07% | 4.44% | 3.42% | 5.10% | 7.48% | 4.42% | 4.71% | 4.10% | 3.81% | 5.19% | 4.54% | 4.28% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.43% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 0.82% | 1.22% | 1.09% | 1.07% |
Drawdowns
CHV.DE vs. SCHG - Drawdown Comparison
The maximum CHV.DE drawdown since its inception was -54.66%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for CHV.DE and SCHG. For additional features, visit the drawdowns tool.
Volatility
CHV.DE vs. SCHG - Volatility Comparison
Chevron Corporation (CHV.DE) has a higher volatility of 5.84% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 5.03%. This indicates that CHV.DE'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.