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

Correlation

The correlation between EGLE and SCHP is -0.05. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.1

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.

0.00%1.00%2.00%3.00%4.00%AugustSeptemberOctoberNovemberDecember20250
0.84%
EGLE
SCHP

Key characteristics

Returns By Period


EGLE

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

SCHP

YTD

0.46%

1M

0.62%

6M

0.84%

1Y

2.92%

5Y*

1.78%

10Y*

2.02%

*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 2121
Overall Rank
The Sharpe Ratio Rank of SCHP is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHP is 2222
Sortino Ratio Rank
The Omega Ratio Rank of SCHP is 2121
Omega Ratio Rank
The Calmar Ratio Rank of SCHP is 1616
Calmar Ratio Rank
The Martin Ratio Rank of SCHP is 2222
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.


Sharpe ratio
The chart of Sharpe ratio for EGLE, currently valued at 1.21, compared to the broader market-2.000.002.004.001.210.66
The chart of Sortino ratio for EGLE, currently valued at 1.90, compared to the broader market-4.00-2.000.002.004.006.001.900.93
The chart of Omega ratio for EGLE, currently valued at 1.46, compared to the broader market0.501.001.502.001.461.11
The chart of Calmar ratio for EGLE, currently valued at 0.17, compared to the broader market0.002.004.006.000.170.28
The chart of Martin ratio for EGLE, currently valued at 5.73, compared to the broader market-10.000.0010.0020.0030.005.731.92
EGLE
SCHP


Rolling 12-month Sharpe Ratio0.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
1.21
0.66
EGLE
SCHP

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 2.98%.


TTM20242023202220212020201920182017201620152014
EGLE
Eagle Bulk Shipping Inc.
0.96%0.96%2.49%16.12%4.40%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHP
Schwab U.S. TIPS ETF
2.98%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


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-99.99%
-6.88%
EGLE
SCHP

Volatility

EGLE vs. SCHP - Volatility Comparison

The current volatility for Eagle Bulk Shipping Inc. (EGLE) is 0.00%, while Schwab U.S. TIPS ETF (SCHP) has a volatility of 1.32%. This indicates that EGLE experiences smaller price fluctuations and is considered to be less risky than SCHP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%0.50%1.00%1.50%AugustSeptemberOctoberNovemberDecember20250
1.32%
EGLE
SCHP
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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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