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EGLE vs. SCHP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EGLE and SCHP is 0.09, 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.


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.

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Key characteristics

Daily Std Dev

EGLE:

17.63%

SCHP:

4.72%

Max Drawdown

EGLE:

-2.44%

SCHP:

-14.26%

Current Drawdown

EGLE:

0.00%

SCHP:

-4.31%

Returns By Period


EGLE

YTD

N/A

1M

10.86%

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

SCHP

YTD

3.23%

1M

0.46%

6M

2.87%

1Y

5.37%

5Y*

1.56%

10Y*

2.49%

*Annualized

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Risk-Adjusted Performance

EGLE vs. SCHP — Risk-Adjusted Performance Rank

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

EGLE
The Risk-Adjusted Performance Rank of EGLE is 7878
Overall Rank
The Sharpe Ratio Rank of EGLE is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of EGLE is 8080
Sortino Ratio Rank
The Omega Ratio Rank of EGLE is 7878
Omega Ratio Rank
The Calmar Ratio Rank of EGLE is 6767
Calmar Ratio Rank
The Martin Ratio Rank of EGLE is 8383
Martin Ratio Rank

SCHP
The Risk-Adjusted Performance Rank of SCHP is 7777
Overall Rank
The Sharpe Ratio Rank of SCHP is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHP is 8484
Sortino Ratio Rank
The Omega Ratio Rank of SCHP is 8181
Omega Ratio Rank
The Calmar Ratio Rank of SCHP is 5959
Calmar Ratio Rank
The Martin Ratio Rank of SCHP is 7777
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.

EGLE vs. SCHP - Risk-Adjusted Performance 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.



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Dividends

EGLE vs. SCHP - Dividend Comparison

EGLE has not paid dividends to shareholders, while SCHP's dividend yield for the trailing twelve months is around 3.28%.


TTM20242023202220212020201920182017201620152014
EGLE
Eagle Bulk Shipping 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%
SCHP
Schwab U.S. TIPS ETF
3.28%2.99%3.02%7.19%4.39%1.11%2.02%2.63%1.90%1.38%0.28%1.30%

Drawdowns

EGLE vs. SCHP - Drawdown Comparison

The maximum EGLE drawdown since its inception was -2.44%, 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. For additional features, visit the drawdowns tool.


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Volatility

EGLE vs. SCHP - Volatility Comparison


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