EGLE vs. SCHP

Last updated Apr 2, 2026

Compare and contrast key facts about Eagle Bulk Shipping Inc. (EGLE) and Schwab U.S. TIPS ETF (SCHP).

SCHP is a passively managed fund by Charles Schwab that tracks the performance of the Barclays Capital U.S. Treasury Inflation Protected Securities (TIPS) Index (Series-L). It was launched on Aug 5, 2010.

Performance

EGLE vs. SCHP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eagle Bulk Shipping Inc. (EGLE) and Schwab U.S. TIPS ETF (SCHP). The values are adjusted to include any dividend payments, if applicable.

EGLE vs. SCHP - Yearly Performance Comparison

	2026 (YTD)	2025
EGLE Eagle Bulk Shipping Inc.	-5.56%	20.14%
SCHP Schwab U.S. TIPS ETF	0.37%	4.01%

Returns By Period

In the year-to-date period, EGLE achieves a -5.56% return, which is significantly lower than SCHP's 0.37% return.

EGLE

• 1D: 0.56%
• 1M: -4.47%
• YTD: -5.56%
• 6M: -5.14%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

SCHP

• 1D: -0.09%
• 1M: -1.16%
• YTD: 0.37%
• 6M: 0.14%
• 1Y: 2.84%
• 3Y*: 3.12%
• 5Y*: 1.37%
• 10Y*: 2.56%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

EGLE vs. SCHP — Risk / Return Rank

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

SCHP

SCHP Risk / Return Rank: 34
SCHP Sharpe Ratio Rank: 36
SCHP Sortino Ratio Rank: 32
SCHP Omega Ratio Rank: 29
SCHP Calmar Ratio Rank: 38
SCHP Martin Ratio Rank: 33

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EGLE vs. SCHP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eagle Bulk Shipping Inc. (EGLE) and Schwab U.S. TIPS ETF (SCHP). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	EGLE	SCHP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.71	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.22	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.46	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.21	0.50	+0.72

Correlation

The correlation between EGLE and SCHP is 0.19, 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.

Dividends

EGLE vs. SCHP - Dividend Comparison

EGLE's dividend yield for the trailing twelve months is around 1.04%, less than SCHP's 3.72% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EGLE Eagle Bulk Shipping Inc.	1.04%	0.99%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SCHP Schwab U.S. TIPS ETF	3.72%	4.06%	2.99%	3.02%	7.19%	4.39%	1.11%	2.02%	2.26%	1.90%	1.38%	0.28%

Drawdowns

EGLE vs. SCHP - Drawdown Comparison

The maximum EGLE drawdown since its inception was -9.78%, smaller than the maximum SCHP drawdown of -14.26%. Use the drawdown chart below to compare losses from any high point for EGLE and SCHP.

Drawdown Indicators

	EGLE	SCHP	Difference
Max Drawdown Largest peak-to-trough decline	-9.78%	-14.26%	+4.48%
Max Drawdown (1Y) Largest decline over 1 year	—	-2.78%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-14.26%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-14.26%	—
Current Drawdown Current decline from peak	-7.39%	-1.35%	-6.04%
Average Drawdown Average peak-to-trough decline	-1.57%	-3.97%	+2.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.94%	—

Volatility

Volatility by Period

	EGLE	SCHP	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	1.36%	—
Volatility (6M) Calculated over the trailing 6-month period	—	2.22%	—
Volatility (1Y) Calculated over the trailing 1-year period	11.73%	4.04%	+7.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.73%	6.13%	+5.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.73%	5.60%	+6.13%