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

Correlation

The correlation between COW and SCHG is 0.49, 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

COW vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iPath Series B Bloomberg Livestock Subindex Total Return ETN (COW) and Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember20250
5.47%
COW
SCHG

Key characteristics

Returns By Period


COW

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

SCHG

YTD

-1.29%

1M

-4.35%

6M

5.47%

1Y

32.23%

5Y*

18.46%

10Y*

16.78%

*Annualized

Compare stocks, funds, or ETFs

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


COW vs. SCHG - Expense Ratio Comparison

COW has a 0.45% expense ratio, which is higher than SCHG's 0.04% expense ratio.


COW
iPath Series B Bloomberg Livestock Subindex Total Return ETN
Expense ratio chart for COW: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%
Expense ratio chart for SCHG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

COW vs. SCHG — Risk-Adjusted Performance Rank

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

COW

SCHG
The Risk-Adjusted Performance Rank of SCHG is 7878
Overall Rank
The Sharpe Ratio Rank of SCHG is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHG is 7676
Sortino Ratio Rank
The Omega Ratio Rank of SCHG is 7878
Omega Ratio Rank
The Calmar Ratio Rank of SCHG is 7979
Calmar Ratio Rank
The Martin Ratio Rank of SCHG is 7878
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.

COW vs. SCHG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iPath Series B Bloomberg Livestock Subindex Total Return ETN (COW) 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
No data
The chart of Calmar ratio for COW, currently valued at 0.00, compared to the broader market0.005.0010.0015.000.002.60
COW
SCHG


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
-1.00
1.82
COW
SCHG

Dividends

COW vs. SCHG - Dividend Comparison

COW has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.40%.


TTM20242023202220212020201920182017201620152014
COW
iPath Series B Bloomberg Livestock Subindex Total Return ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.40%0.40%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%1.09%

Drawdowns

COW vs. SCHG - Drawdown Comparison


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-27.02%
-5.46%
COW
SCHG

Volatility

COW vs. SCHG - Volatility Comparison

The current volatility for iPath Series B Bloomberg Livestock Subindex Total Return ETN (COW) is 0.00%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 5.87%. This indicates that COW 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.


0.00%2.00%4.00%6.00%8.00%AugustSeptemberOctoberNovemberDecember20250
5.87%
COW
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