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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.

-100.00%-50.00%0.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
-99.99%
43.08%
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

1.79%

1M

-0.85%

6M

0.76%

1Y

1.69%

5Y*

1.79%

10Y*

2.21%

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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.


Sharpe ratio
The chart of Sharpe ratio for EGLE, currently valued at 1.11, compared to the broader market-4.00-2.000.002.001.110.33
The chart of Sortino ratio for EGLE, currently valued at 1.71, compared to the broader market-4.00-2.000.002.004.001.710.49
The chart of Omega ratio for EGLE, currently valued at 1.36, compared to the broader market0.501.001.502.001.361.06
The chart of Calmar ratio for EGLE, currently valued at 0.17, compared to the broader market0.002.004.006.000.170.14
The chart of Martin ratio for EGLE, currently valued at 5.55, compared to the broader market-5.000.005.0010.0015.0020.0025.005.551.17
EGLE
SCHP


Rolling 12-month Sharpe Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.11
0.33
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 2.99%.


TTM20232022202120202019201820172016201520142013
EGLE
Eagle Bulk Shipping Inc.
0.96%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
2.99%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


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-99.99%
-7.45%
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 1.30%. 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%JulyAugustSeptemberOctoberNovemberDecember0
1.30%
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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