PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
COO vs. SCHG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between COO and SCHG is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

COO vs. SCHG - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
5.00%
14.28%
COO
SCHG

Key characteristics

Sharpe Ratio

COO:

0.21

SCHG:

1.77

Sortino Ratio

COO:

0.56

SCHG:

2.35

Omega Ratio

COO:

1.06

SCHG:

1.32

Calmar Ratio

COO:

0.21

SCHG:

2.62

Martin Ratio

COO:

0.55

SCHG:

9.95

Ulcer Index

COO:

9.37%

SCHG:

3.26%

Daily Std Dev

COO:

24.91%

SCHG:

18.28%

Max Drawdown

COO:

-98.75%

SCHG:

-34.59%

Current Drawdown

COO:

-13.99%

SCHG:

-2.16%

Returns By Period

In the year-to-date period, COO achieves a 6.60% return, which is significantly higher than SCHG's 2.15% return. Over the past 10 years, COO has underperformed SCHG with an annualized return of 9.58%, while SCHG has yielded a comparatively higher 17.10% annualized return.


COO

YTD

6.60%

1M

7.19%

6M

5.00%

1Y

4.48%

5Y*

2.50%

10Y*

9.58%

SCHG

YTD

2.15%

1M

1.17%

6M

14.28%

1Y

31.34%

5Y*

19.69%

10Y*

17.10%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

COO vs. SCHG — Risk-Adjusted Performance Rank

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

COO
The Risk-Adjusted Performance Rank of COO is 5151
Overall Rank
The Sharpe Ratio Rank of COO is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of COO is 4747
Sortino Ratio Rank
The Omega Ratio Rank of COO is 4545
Omega Ratio Rank
The Calmar Ratio Rank of COO is 5656
Calmar Ratio Rank
The Martin Ratio Rank of COO is 5353
Martin Ratio Rank

SCHG
The Risk-Adjusted Performance Rank of SCHG is 7474
Overall Rank
The Sharpe Ratio Rank of SCHG is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHG is 7171
Sortino Ratio Rank
The Omega Ratio Rank of SCHG is 7373
Omega Ratio Rank
The Calmar Ratio Rank of SCHG is 7575
Calmar Ratio Rank
The Martin Ratio Rank of SCHG is 7676
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

COO vs. SCHG - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for COO, currently valued at 0.21, compared to the broader market-2.000.002.000.211.77
The chart of Sortino ratio for COO, currently valued at 0.56, compared to the broader market-4.00-2.000.002.004.000.562.35
The chart of Omega ratio for COO, currently valued at 1.06, compared to the broader market0.501.001.502.001.061.32
The chart of Calmar ratio for COO, currently valued at 0.21, compared to the broader market0.002.004.006.000.212.62
The chart of Martin ratio for COO, currently valued at 0.55, compared to the broader market0.0010.0020.000.559.95
COO
SCHG

The current COO Sharpe Ratio is 0.21, which is lower than the SCHG Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of COO and SCHG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
0.21
1.77
COO
SCHG

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 0.39%.


TTM20242023202220212020201920182017201620152014
COO
The Cooper Companies, Inc.
0.00%0.00%0.02%0.02%0.01%0.02%0.02%0.02%0.03%0.03%0.04%0.04%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.39%0.40%0.47%0.55%0.42%0.52%0.82%1.28%1.01%1.04%1.22%1.09%

Drawdowns

COO vs. SCHG - Drawdown Comparison

The maximum COO drawdown since its inception was -98.75%, 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. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-13.99%
-2.16%
COO
SCHG

Volatility

COO vs. SCHG - Volatility Comparison

The current volatility for The Cooper Companies, Inc. (COO) is 6.21%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 6.57%. This indicates that COO experiences smaller price fluctuations and is considered to be less risky than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
6.21%
6.57%
COO
SCHG
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab