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CLMB vs. SCHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CLMB vs. SCHX - Performance Comparison

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

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CLMB vs. SCHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CLMB
Climb Global Solutions
-20.97%-18.40%133.60%76.59%-8.29%88.47%22.14%70.90%-37.08%-7.01%
SCHX
Schwab U.S. Large-Cap ETF
-3.70%17.46%24.88%26.84%-19.41%26.81%20.81%31.22%-4.66%21.95%

Returns By Period

In the year-to-date period, CLMB achieves a -20.97% return, which is significantly lower than SCHX's -3.70% return. Over the past 10 years, CLMB has outperformed SCHX with an annualized return of 20.34%, while SCHX has yielded a comparatively lower 14.02% annualized return.


CLMB

1D
2.47%
1M
-8.47%
YTD
-20.97%
6M
-40.77%
1Y
-26.19%
3Y*
16.19%
5Y*
28.09%
10Y*
20.34%

SCHX

1D
0.78%
1M
-4.31%
YTD
-3.70%
6M
-1.70%
1Y
17.91%
3Y*
18.55%
5Y*
11.30%
10Y*
14.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

CLMB vs. SCHX — Risk / Return Rank

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

CLMB
CLMB Risk / Return Rank: 1717
Overall Rank
CLMB Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
CLMB Sortino Ratio Rank: 1717
Sortino Ratio Rank
CLMB Omega Ratio Rank: 1818
Omega Ratio Rank
CLMB Calmar Ratio Rank: 2222
Calmar Ratio Rank
CLMB Martin Ratio Rank: 1212
Martin Ratio Rank

SCHX
SCHX Risk / Return Rank: 5858
Overall Rank
SCHX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
SCHX Sortino Ratio Rank: 5656
Sortino Ratio Rank
SCHX Omega Ratio Rank: 5959
Omega Ratio Rank
SCHX Calmar Ratio Rank: 5757
Calmar Ratio Rank
SCHX Martin Ratio Rank: 6767
Martin Ratio Rank
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.

CLMB vs. SCHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Climb Global Solutions (CLMB) 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.


CLMBSCHXDifference

Sharpe ratio

Return per unit of total volatility

-0.56

0.98

-1.54

Sortino ratio

Return per unit of downside risk

-0.59

1.50

-2.09

Omega ratio

Gain probability vs. loss probability

0.93

1.23

-0.30

Calmar ratio

Return relative to maximum drawdown

-0.57

1.51

-2.08

Martin ratio

Return relative to average drawdown

-1.38

7.02

-8.40

CLMB vs. SCHX - Sharpe Ratio Comparison

The current CLMB Sharpe Ratio is -0.56, which is lower than the SCHX Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of CLMB and SCHX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CLMBSCHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.56

0.98

-1.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.66

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.78

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.80

-0.59

Correlation

The correlation between CLMB and SCHX 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.


Dividends

CLMB vs. SCHX - Dividend Comparison

CLMB's dividend yield for the trailing twelve months is around 0.63%, less than SCHX's 1.16% yield.


TTM20252024202320222021202020192018201720162015
CLMB
Climb Global Solutions
0.63%0.66%0.67%1.24%2.16%1.94%3.56%4.20%6.80%4.07%3.64%3.71%
SCHX
Schwab U.S. Large-Cap ETF
1.16%1.09%1.22%1.39%1.64%1.22%1.64%1.82%2.02%1.70%1.92%2.04%

Drawdowns

CLMB vs. SCHX - Drawdown Comparison

The maximum CLMB drawdown since its inception was -89.12%, which is greater than SCHX's maximum drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for CLMB and SCHX.


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Drawdown Indicators


CLMBSCHXDifference

Max Drawdown

Largest peak-to-trough decline

-89.12%

-34.33%

-54.79%

Max Drawdown (1Y)

Largest decline over 1 year

-45.94%

-12.19%

-33.75%

Max Drawdown (5Y)

Largest decline over 5 years

-45.94%

-25.41%

-20.53%

Max Drawdown (10Y)

Largest decline over 10 years

-49.51%

-34.33%

-15.18%

Current Drawdown

Current decline from peak

-43.26%

-5.67%

-37.59%

Average Drawdown

Average peak-to-trough decline

-32.18%

-4.00%

-28.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.07%

2.62%

+16.45%

Volatility

CLMB vs. SCHX - Volatility Comparison

Climb Global Solutions (CLMB) has a higher volatility of 10.87% compared to Schwab U.S. Large-Cap ETF (SCHX) at 5.36%. This indicates that CLMB's price experiences larger fluctuations and is considered to be riskier than SCHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CLMBSCHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.87%

5.36%

+5.51%

Volatility (6M)

Calculated over the trailing 6-month period

33.62%

9.67%

+23.95%

Volatility (1Y)

Calculated over the trailing 1-year period

46.72%

18.33%

+28.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.20%

17.13%

+27.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.86%

18.13%

+21.73%