EIG vs. SCHL
EIG (Employers Holdings, Inc.) and SCHL (Scholastic Corporation) are both stocks. EIG operates in Insurance - Specialty (Financial Services), while SCHL operates in Publishing (Communication Services). Over the past 10 years, EIG returned 8.15%/yr vs 3.50%/yr for SCHL. At a 0.40 correlation, their price movements are largely independent.
Performance
EIG vs. SCHL - Performance Comparison
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Returns By Period
In the year-to-date period, EIG achieves a 18.44% return, which is significantly lower than SCHL's 60.18% return. Over the past 10 years, EIG has outperformed SCHL with an annualized return of 8.15%, while SCHL has yielded a comparatively lower 3.50% annualized return.
EIG
- 1D
- 1.02%
- 1M
- 8.38%
- 6M
- 12.12%
- YTD
- 18.44%
- 1Y
- 11.11%
- 3Y*
- 15.02%
- 5Y*
- 7.70%
- 10Y*
- 8.15%
SCHL
- 1D
- 0.92%
- 1M
- 9.85%
- 6M
- 37.97%
- YTD
- 60.18%
- 1Y
- 125.06%
- 3Y*
- 7.17%
- 5Y*
- 9.33%
- 10Y*
- 3.50%
EIG vs. SCHL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EIG Employers Holdings, Inc. | 18.44% | -13.32% | 33.36% | -6.10% | 12.57% | 31.88% | -20.54% | 1.59% | -3.67% | 13.72% |
SCHL Scholastic Corporation | 60.18% | 43.96% | -42.00% | -2.52% | 0.48% | 62.97% | -33.43% | -3.00% | 1.86% | -14.30% |
Correlation
The correlation between EIG and SCHL is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Jan 31, 2007 | 0.40 |
Over the past year, the correlation between EIG and SCHL has dropped to 0.19 - well below their long-term average of 0.40, suggesting their price drivers have been diverging.
Fundamentals
EIG:
$1.11B
SCHL:
$1.18B
EIG:
$0.51
SCHL:
$3.69
EIG:
98.74
SCHL:
12.72
EIG:
34.20
SCHL:
0.18
EIG:
0.94
SCHL:
0.62
EIG:
$863.40M
SCHL:
$1.29B
EIG:
$217.50M
SCHL:
$678.60M
EIG:
$3.50M
SCHL:
$82.20M
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Return for Risk
EIG vs. SCHL — Risk / Return Rank
EIG
SCHL
EIG vs. SCHL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Employers Holdings, Inc. (EIG) and Scholastic Corporation (SCHL). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EIG | SCHL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.53 | ||
| Sortino ratioReturn per unit of downside risk | -3.13 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.53 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | 0.52 | 10.47 | -9.95 |
| Martin ratioReturn relative to average drawdown | 1.28 | 33.52 | -32.24 |
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Drawdowns
EIG vs. SCHL - Drawdown Comparison
The maximum EIG drawdown since its inception was -63.87%, smaller than the maximum SCHL drawdown of -83.12%. Use the drawdown chart below to compare losses from any high point for EIG and SCHL.
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Drawdown Indicators
| EIG | SCHL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.87% | -83.12% | +19.25% |
Max Drawdown (1Y)Largest decline over 1 year | -21.66% | -12.02% | -9.64% |
Max Drawdown (3Y)Largest decline over 3 years | -31.29% | -63.84% | +32.55% |
Max Drawdown (5Y)Largest decline over 5 years | -31.29% | -64.52% | +33.23% |
Max Drawdown (10Y)Largest decline over 10 years | -43.83% | -64.52% | +20.69% |
Current DrawdownCurrent decline from peak | -3.10% | -0.80% | -2.30% |
Average DrawdownAverage peak-to-trough decline | -17.64% | -30.82% | +13.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.15% | 3.74% | +5.41% |
Volatility
EIG vs. SCHL - Volatility Comparison
Employers Holdings, Inc. (EIG) has a higher volatility of 8.35% compared to Scholastic Corporation (SCHL) at 7.02%. This indicates that EIG's price experiences larger fluctuations and is considered to be riskier than SCHL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EIG | SCHL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.35% | 7.02% | +1.33% |
Volatility (6M)Calculated over the trailing 6-month period | 18.32% | 22.93% | -4.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.37% | 42.58% | -16.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.08% | 41.42% | -17.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.74% | 37.40% | -10.66% |
Dividends
EIG vs. SCHL - Dividend Comparison
EIG's dividend yield for the trailing twelve months is around 2.58%, more than SCHL's 1.70% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EIG Employers Holdings, Inc. | 2.58% | 2.92% | 2.30% | 2.79% | 7.60% | 2.42% | 3.11% | 2.11% | 1.91% | 1.35% | 0.91% | 0.88% |
SCHL Scholastic Corporation | 1.70% | 2.70% | 3.75% | 2.12% | 1.77% | 1.50% | 2.40% | 1.56% | 1.49% | 1.50% | 1.26% | 1.56% |
Financials
EIG vs. SCHL - Financials Comparison
This section allows you to compare key financial metrics between Employers Holdings, Inc. and Scholastic Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
EIG and SCHL have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EIG has higher volatility (8.35%) compared to SCHL (7.02%). In terms of maximum drawdown, EIG dropped -63.87% vs SCHL's -83.12%.
SCHL currently has the higher Sharpe Ratio (2.96 vs 0.42), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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