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

Correlation

The correlation between EADSY and SCHG is 0.35, 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.


-0.50.00.51.00.3

Performance

EADSY vs. SCHG - Performance Comparison

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

700.00%800.00%900.00%1,000.00%1,100.00%AugustSeptemberOctoberNovemberDecember2025
1,057.54%
923.48%
EADSY
SCHG

Key characteristics

Sharpe Ratio

EADSY:

0.22

SCHG:

2.05

Sortino Ratio

EADSY:

0.48

SCHG:

2.67

Omega Ratio

EADSY:

1.06

SCHG:

1.36

Calmar Ratio

EADSY:

0.22

SCHG:

2.97

Martin Ratio

EADSY:

0.38

SCHG:

11.32

Ulcer Index

EADSY:

14.14%

SCHG:

3.24%

Daily Std Dev

EADSY:

24.47%

SCHG:

17.91%

Max Drawdown

EADSY:

-68.25%

SCHG:

-34.59%

Current Drawdown

EADSY:

-9.46%

SCHG:

-2.78%

Returns By Period

In the year-to-date period, EADSY achieves a 3.66% return, which is significantly higher than SCHG's 1.51% return. Over the past 10 years, EADSY has underperformed SCHG with an annualized return of 13.77%, while SCHG has yielded a comparatively higher 17.04% annualized return.


EADSY

YTD

3.66%

1M

2.08%

6M

15.56%

1Y

3.79%

5Y*

3.36%

10Y*

13.77%

SCHG

YTD

1.51%

1M

1.14%

6M

12.87%

1Y

34.99%

5Y*

19.01%

10Y*

17.04%

*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

EADSY vs. SCHG — Risk-Adjusted Performance Rank

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

EADSY
The Risk-Adjusted Performance Rank of EADSY is 5050
Overall Rank
The Sharpe Ratio Rank of EADSY is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of EADSY is 4646
Sortino Ratio Rank
The Omega Ratio Rank of EADSY is 4444
Omega Ratio Rank
The Calmar Ratio Rank of EADSY is 5656
Calmar Ratio Rank
The Martin Ratio Rank of EADSY is 5151
Martin Ratio Rank

SCHG
The Risk-Adjusted Performance Rank of SCHG is 7777
Overall Rank
The Sharpe Ratio Rank of SCHG is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHG is 7575
Sortino Ratio Rank
The Omega Ratio Rank of SCHG is 7777
Omega Ratio Rank
The Calmar Ratio Rank of SCHG is 7777
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.

EADSY vs. SCHG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Airbus Group NV (EADSY) 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 EADSY, currently valued at 0.22, compared to the broader market-2.000.002.004.000.222.05
The chart of Sortino ratio for EADSY, currently valued at 0.48, compared to the broader market-4.00-2.000.002.004.000.482.67
The chart of Omega ratio for EADSY, currently valued at 1.06, compared to the broader market0.501.001.502.001.061.36
The chart of Calmar ratio for EADSY, currently valued at 0.22, compared to the broader market0.002.004.006.000.222.97
The chart of Martin ratio for EADSY, currently valued at 0.38, compared to the broader market-10.000.0010.0020.000.3811.32
EADSY
SCHG

The current EADSY Sharpe Ratio is 0.22, which is lower than the SCHG Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of EADSY 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
0.22
2.05
EADSY
SCHG

Dividends

EADSY vs. SCHG - Dividend Comparison

EADSY's dividend yield for the trailing twelve months is around 1.83%, more than SCHG's 0.39% yield.


TTM20242023202220212020201920182017201620152014
EADSY
Airbus Group NV
1.83%1.90%1.24%1.40%0.00%1.83%1.26%1.92%1.47%2.21%2.03%3.61%
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

EADSY vs. SCHG - Drawdown Comparison

The maximum EADSY drawdown since its inception was -68.25%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for EADSY and SCHG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-9.46%
-2.78%
EADSY
SCHG

Volatility

EADSY vs. SCHG - Volatility Comparison

The current volatility for Airbus Group NV (EADSY) is 5.51%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 6.48%. This indicates that EADSY 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%AugustSeptemberOctoberNovemberDecember2025
5.51%
6.48%
EADSY
SCHG
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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.

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