EARN vs. SCHG
EARN (Ellington Residential Mortgage REIT) is a stock, while SCHG (Schwab U.S. Large-Cap Growth ETF) is Large Cap Growth Equities fund tracking the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. Over the past 10 years, EARN returned 3.41%/yr vs 18.81%/yr for SCHG. At a 0.33 correlation, their price movements are largely independent.
Performance
EARN vs. SCHG - Performance Comparison
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Returns By Period
In the year-to-date period, EARN achieves a 1.49% return, which is significantly lower than SCHG's 2.76% return. Over the past 10 years, EARN has underperformed SCHG with an annualized return of 3.41%, while SCHG has yielded a comparatively higher 18.81% annualized return.
EARN
- 1D
- -0.68%
- 1M
- 4.14%
- YTD
- 1.49%
- 6M
- 2.46%
- 1Y
- 3.06%
- 3Y*
- 3.64%
- 5Y*
- -3.85%
- 10Y*
- 3.41%
SCHG
- 1D
- -1.24%
- 1M
- -2.59%
- YTD
- 2.76%
- 6M
- 2.11%
- 1Y
- 20.89%
- 3Y*
- 22.70%
- 5Y*
- 13.68%
- 10Y*
- 18.81%
EARN vs. SCHG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EARN Ellington Residential Mortgage REIT | 1.49% | -5.88% | 24.65% | 2.97% | -25.04% | -11.96% | 35.60% | 17.85% | -3.09% | 3.42% |
SCHG Schwab U.S. Large-Cap Growth ETF | 2.76% | 17.50% | 34.95% | 50.10% | -31.80% | 28.11% | 39.14% | 36.02% | -1.36% | 28.05% |
Correlation
The correlation between EARN and SCHG is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since May 1, 2013 | 0.33 |
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Return for Risk
EARN vs. SCHG — Risk / Return Rank
EARN
SCHG
EARN vs. SCHG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ellington Residential Mortgage REIT (EARN) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EARN | SCHG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.17 | ||
| Sortino ratioReturn per unit of downside risk | -1.43 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.23 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 0.14 | 1.28 | -1.14 |
| Martin ratioReturn relative to average drawdown | 0.33 | 4.19 | -3.86 |
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Drawdowns
EARN vs. SCHG - Drawdown Comparison
The maximum EARN drawdown since its inception was -66.44%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for EARN and SCHG.
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Drawdown Indicators
| EARN | SCHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.44% | -34.59% | -31.85% |
Max Drawdown (1Y)Largest decline over 1 year | -21.53% | -16.41% | -5.12% |
Max Drawdown (3Y)Largest decline over 3 years | -31.19% | -23.39% | -7.80% |
Max Drawdown (5Y)Largest decline over 5 years | -47.06% | -34.59% | -12.47% |
Max Drawdown (10Y)Largest decline over 10 years | -66.44% | -34.59% | -31.85% |
Current DrawdownCurrent decline from peak | -25.06% | -5.16% | -19.90% |
Average DrawdownAverage peak-to-trough decline | -17.07% | -5.20% | -11.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.30% | 5.00% | +4.30% |
Volatility
EARN vs. SCHG - Volatility Comparison
Ellington Residential Mortgage REIT (EARN) has a higher volatility of 12.21% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 5.78%. This indicates that EARN's price experiences larger fluctuations and is considered to be riskier than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EARN | SCHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.21% | 5.78% | +6.43% |
Volatility (6M)Calculated over the trailing 6-month period | 20.27% | 12.50% | +7.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.86% | 16.21% | +8.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.07% | 22.37% | +4.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.83% | 21.61% | +16.22% |
Dividends
EARN vs. SCHG - Dividend Comparison
EARN's dividend yield for the trailing twelve months is around 34.20%, more than SCHG's 0.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EARN Ellington Residential Mortgage REIT | 34.20% | 18.22% | 14.50% | 15.66% | 15.16% | 11.36% | 8.59% | 10.88% | 14.17% | 13.04% | 12.68% | 16.19% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.38% | 0.36% | 0.39% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% |
Frequently Asked Questions
EARN and SCHG have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EARN has higher volatility (12.21%) compared to SCHG (5.78%). In terms of maximum drawdown, EARN dropped -66.44% vs SCHG's -34.59%.
SCHG currently has the higher Sharpe Ratio (1.30 vs 0.12), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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