COO vs. SCHG
COO (The Cooper Companies, Inc.) is a stock, while SCHG (Schwab U.S. Large-Cap Growth ETF) is Large Cap Growth Equities fund tracking the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. Over the past 10 years, COO returned 4.98%/yr vs 18.33%/yr for SCHG. Their 0.50 correlation means they have sometimes moved together and sometimes differently.
Performance
COO vs. SCHG - Performance Comparison
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Returns By Period
In the year-to-date period, COO achieves a -9.43% return, which is significantly lower than SCHG's 7.11% return. Over the past 10 years, COO has underperformed SCHG with an annualized return of 4.98%, while SCHG has yielded a comparatively higher 18.33% annualized return.
COO
- 1D
- 2.64%
- 1M
- 0.04%
- 6M
- -7.96%
- YTD
- -9.43%
- 1Y
- 4.74%
- 3Y*
- -8.59%
- 5Y*
- -6.43%
- 10Y*
- 4.98%
- ALL TIME*
- 6.34%
SCHG
- 1D
- 2.02%
- 1M
- 2.17%
- 6M
- 8.95%
- YTD
- 7.11%
- 1Y
- 18.50%
- 3Y*
- 23.37%
- 5Y*
- 13.47%
- 10Y*
- 18.33%
- ALL TIME*
- 16.47%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $139.85M | $147.58M | $191.49M | |
| $249.58M | $250.01M | $339.80M |
COO vs. SCHG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
COO The Cooper Companies, Inc. | -9.43% | -10.85% | -2.83% | 14.47% | -21.06% | 15.33% | 13.10% | 26.27% | 16.84% | 24.59% |
SCHG Schwab U.S. Large-Cap Growth ETF | 7.11% | 17.50% | 34.95% | 50.10% | -31.80% | 28.11% | 39.14% | 36.02% | -1.36% | 28.05% |
Correlation
The correlation between COO and SCHG is 0.24, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.24 |
Correlation (3Y) Balances recent behavior with more history. | 0.28 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.44 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.48 |
Correlation (All Time) Calculated using the full available price history since Dec 11, 2009 | 0.50 |
Over the past year, the correlation between COO and SCHG has dropped to 0.24 - well below their long-term average of 0.50, suggesting their price drivers have been diverging.
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Return for Risk
COO vs. SCHG — Risk / Return Rank
COO
SCHG
COO vs. SCHG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Cooper Companies, Inc. (COO) 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.
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.
| COO | SCHG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.97 | ||
| Sortino ratioReturn per unit of downside risk | -1.15 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.20 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 0.16 | 1.13 | -0.97 |
| Martin ratioReturn relative to average drawdown | 0.35 | 3.58 | -3.23 |
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Drawdowns
COO vs. SCHG - Drawdown Comparison
The maximum COO drawdown since its inception was -98.88%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for COO and SCHG.
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Drawdown Indicators
| COO | SCHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.88% | -34.59% | -64.29% |
Max Drawdown (1Y)Largest decline over 1 year | -30.05% | -16.41% | -13.64% |
Max Drawdown (3Y)Largest decline over 3 years | -46.97% | -23.39% | -23.58% |
Max Drawdown (5Y)Largest decline over 5 years | -48.24% | -34.59% | -13.65% |
Max Drawdown (10Y)Largest decline over 10 years | -48.24% | -34.59% | -13.65% |
Current DrawdownCurrent decline from peak | -34.85% | -1.15% | -33.70% |
Average DrawdownAverage peak-to-trough decline | -40.55% | -5.19% | -35.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.64% | 5.19% | +8.45% |
Volatility
COO vs. SCHG - Volatility Comparison
The Cooper Companies, Inc. (COO) has a higher volatility of 9.10% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 4.76%. This indicates that COO'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.
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Volatility by Period
| COO | SCHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.10% | 4.76% | +4.34% |
Volatility (6M)Calculated over the trailing 6-month period | 20.45% | 13.02% | +7.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.27% | 16.66% | +14.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.49% | 22.45% | +7.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.00% | 21.60% | +6.40% |
Dividends
COO vs. SCHG - Dividend Comparison
COO has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.38%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COO The Cooper Companies, Inc. | 0.00% | 0.00% | 0.00% | 0.02% | 0.02% | 0.01% | 0.02% | 0.02% | 0.02% | 0.03% | 0.03% | 0.04% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.38% | 0.36% | 0.39% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% |
Frequently Asked Questions
COO and SCHG have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COO has higher volatility (9.10%) compared to SCHG (4.76%). In terms of maximum drawdown, COO dropped -98.88% vs SCHG's -34.59%.
SCHG currently has the higher Sharpe Ratio (1.12 vs 0.15), 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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