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COO vs. SCHG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between COO and SCHG is 0.54, 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.


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.

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Key characteristics

Sharpe Ratio

COO:

-0.46

SCHG:

0.50

Sortino Ratio

COO:

-0.44

SCHG:

0.86

Omega Ratio

COO:

0.95

SCHG:

1.12

Calmar Ratio

COO:

-0.32

SCHG:

0.53

Martin Ratio

COO:

-0.80

SCHG:

1.78

Ulcer Index

COO:

14.96%

SCHG:

7.00%

Daily Std Dev

COO:

28.86%

SCHG:

24.88%

Max Drawdown

COO:

-98.75%

SCHG:

-34.59%

Current Drawdown

COO:

-27.80%

SCHG:

-10.70%

Returns By Period

In the year-to-date period, COO achieves a -10.51% return, which is significantly lower than SCHG's -6.76% return. Over the past 10 years, COO has underperformed SCHG with an annualized return of 6.35%, while SCHG has yielded a comparatively higher 15.33% annualized return.


COO

YTD

-10.51%

1M

9.15%

6M

-20.70%

1Y

-13.18%

5Y*

1.36%

10Y*

6.35%

SCHG

YTD

-6.76%

1M

8.57%

6M

-6.25%

1Y

12.24%

5Y*

17.79%

10Y*

15.33%

*Annualized

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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 2828
Overall Rank
The Sharpe Ratio Rank of COO is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of COO is 2525
Sortino Ratio Rank
The Omega Ratio Rank of COO is 2525
Omega Ratio Rank
The Calmar Ratio Rank of COO is 3131
Calmar Ratio Rank
The Martin Ratio Rank of COO is 3333
Martin Ratio Rank

SCHG
The Risk-Adjusted Performance Rank of SCHG is 6060
Overall Rank
The Sharpe Ratio Rank of SCHG is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHG is 6060
Sortino Ratio Rank
The Omega Ratio Rank of SCHG is 6060
Omega Ratio Rank
The Calmar Ratio Rank of SCHG is 6565
Calmar Ratio Rank
The Martin Ratio Rank of SCHG is 5757
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.


The current COO Sharpe Ratio is -0.46, which is lower than the SCHG Sharpe Ratio of 0.50. 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.


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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 0.44%.


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
0.44%0.40%0.46%0.55%0.42%0.52%0.82%1.27%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.


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Volatility

COO vs. SCHG - Volatility Comparison

The current volatility for The Cooper Companies, Inc. (COO) is 7.24%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 8.21%. 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.


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