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EAR vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

EAR vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eargo, Inc. (EAR) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember0
10.83%
EAR
SCHD

Returns By Period


EAR

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

SCHD

YTD

16.58%

1M

-0.07%

6M

10.53%

1Y

26.04%

5Y (annualized)

12.78%

10Y (annualized)

11.44%

Key characteristics


EARSCHD

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Correlation

-0.50.00.51.00.2

The correlation between EAR and SCHD is 0.21, 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.

Risk-Adjusted Performance

EAR vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Eargo, Inc. (EAR) and Schwab US Dividend Equity ETF (SCHD). 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 EAR, currently valued at 0.09, compared to the broader market-4.00-2.000.002.004.000.092.41
The chart of Sortino ratio for EAR, currently valued at 0.15, compared to the broader market-4.00-2.000.002.004.000.153.46
The chart of Omega ratio for EAR, currently valued at 1.06, compared to the broader market0.501.001.502.001.061.42
The chart of Calmar ratio for EAR, currently valued at 0.01, compared to the broader market0.002.004.006.000.013.46
The chart of Martin ratio for EAR, currently valued at 0.11, compared to the broader market-10.000.0010.0020.0030.000.1113.08
EAR
SCHD

Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
0.09
2.41
EAR
SCHD

Dividends

EAR vs. SCHD - Dividend Comparison

EAR has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 3.39%.


TTM20232022202120202019201820172016201520142013
EAR
Eargo, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
3.39%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

EAR vs. SCHD - Drawdown Comparison


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-99.83%
-1.27%
EAR
SCHD

Volatility

EAR vs. SCHD - Volatility Comparison

The current volatility for Eargo, Inc. (EAR) is 0.00%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 3.60%. This indicates that EAR experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%JuneJulyAugustSeptemberOctoberNovember0
3.60%
EAR
SCHD