EGLE vs. SCHP
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EGLE or SCHP.
Key characteristics
| EGLE | SCHP | |
|---|---|---|
| YTD Return | 14.07% | -1.52% |
| 1Y Return | 44.06% | -1.09% |
| 3Y Return (Ann) | 20.56% | -1.48% |
| 5Y Return (Ann) | 16.80% | 2.04% |
| 10Y Return (Ann) | -46.48% | 1.90% |
| Sharpe Ratio | 1.45 | -0.25 |
| Daily Std Dev | 33.32% | 5.94% |
| Max Drawdown | -100.00% | -14.26% |
| Current Drawdown | -99.99% | -10.47% |
Correlation
The correlation between EGLE and SCHP is -0.08. 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.
Performance
EGLE vs. SCHP - Performance Comparison
In the year-to-date period, EGLE achieves a 14.07% return, which is significantly higher than SCHP's -1.52% return. Over the past 10 years, EGLE has underperformed SCHP with an annualized return of -46.48%, while SCHP has yielded a comparatively higher 1.90% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
Dividends
EGLE vs. SCHP - Dividend Comparison
EGLE's dividend yield for the trailing twelve months is around 2.20%, less than SCHP's 3.06% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EGLE Eagle Bulk Shipping Inc. | 2.20% | 2.49% | 16.12% | 4.40% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHP Schwab U.S. TIPS ETF | 3.06% | 3.02% | 7.19% | 4.39% | 1.11% | 2.02% | 2.63% | 1.90% | 1.38% | 0.28% | 1.30% | 0.67% |
Drawdowns
EGLE vs. SCHP - Drawdown Comparison
The maximum EGLE drawdown since its inception was -100.00%, which is greater than SCHP's maximum 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.
Volatility
EGLE vs. SCHP - Volatility Comparison
Eagle Bulk Shipping Inc. (EGLE) has a higher volatility of 2.66% compared to Schwab U.S. TIPS ETF (SCHP) at 1.56%. This indicates that EGLE's price experiences larger fluctuations and is considered to be riskier than SCHP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.