ELTK vs. SCHG
ELTK (Eltek Ltd) is a stock, while SCHG (Schwab U.S. Large-Cap Growth ETF) is Large Cap Growth Equities fund tracking the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. Over the past 10 years, ELTK returned 4.59%/yr vs 18.27%/yr for SCHG. Their 0.15 correlation means their historical movements had little consistent relationship.
Performance
ELTK vs. SCHG - Performance Comparison
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Returns By Period
In the year-to-date period, ELTK achieves a -2.02% return, which is significantly lower than SCHG's 4.99% return. Over the past 10 years, ELTK has underperformed SCHG with an annualized return of 4.59%, while SCHG has yielded a comparatively higher 18.27% annualized return.
ELTK
- 1D
- 2.42%
- 1M
- -8.87%
- 6M
- -3.47%
- YTD
- -2.02%
- 1Y
- -19.52%
- 3Y*
- 3.67%
- 5Y*
- 6.58%
- 10Y*
- 4.59%
- ALL TIME*
- -3.94%
SCHG
- 1D
- 1.12%
- 1M
- 0.15%
- 6M
- 7.02%
- YTD
- 4.99%
- 1Y
- 16.16%
- 3Y*
- 21.39%
- 5Y*
- 13.15%
- 10Y*
- 18.27%
- ALL TIME*
- 16.34%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
ELTK Eltek Ltd | $135.38K | $76.63K | $74.20K |
| $247.66M | $249.87M | $339.91M |
ELTK vs. SCHG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ELTK Eltek Ltd | -2.02% | -19.97% | -20.72% | 244.16% | 15.09% | -26.04% | 39.72% | 69.82% | -48.04% | 3.29% |
SCHG Schwab U.S. Large-Cap Growth ETF | 4.99% | 17.50% | 34.95% | 50.10% | -31.80% | 28.11% | 39.14% | 36.02% | -1.36% | 28.05% |
Correlation
The correlation between ELTK and SCHG is 0.20, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.20 |
Correlation (3Y) Balances recent behavior with more history. | 0.12 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.14 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.15 |
Correlation (All Time) Calculated using the full available price history since Dec 11, 2009 | 0.15 |
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Return for Risk
ELTK vs. SCHG — Risk / Return Rank
ELTK
SCHG
ELTK vs. SCHG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eltek Ltd (ELTK) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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.
| ELTK | SCHG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.25 | ||
| Sortino ratioReturn per unit of downside risk | -1.54 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.15 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | -0.58 | 0.83 | -1.41 |
| Martin ratioReturn relative to average drawdown | -0.95 | 2.62 | -3.57 |
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Drawdowns
ELTK vs. SCHG - Drawdown Comparison
The maximum ELTK drawdown since its inception was -96.70%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for ELTK and SCHG.
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Drawdown Indicators
| ELTK | SCHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.70% | -34.59% | -62.11% |
Max Drawdown (1Y)Largest decline over 1 year | -32.90% | -16.41% | -16.49% |
Max Drawdown (3Y)Largest decline over 3 years | -65.71% | -23.39% | -42.32% |
Max Drawdown (5Y)Largest decline over 5 years | -65.71% | -34.59% | -31.12% |
Max Drawdown (10Y)Largest decline over 10 years | -77.39% | -34.59% | -42.80% |
Current DrawdownCurrent decline from peak | -76.74% | -3.10% | -73.64% |
Average DrawdownAverage peak-to-trough decline | -77.45% | -5.19% | -72.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.15% | 5.19% | +14.96% |
Volatility
ELTK vs. SCHG - Volatility Comparison
Eltek Ltd (ELTK) has a higher volatility of 18.80% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 4.32%. This indicates that ELTK's price experiences larger fluctuations and is considered to be riskier than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ELTK | SCHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.80% | 4.32% | +14.48% |
Volatility (6M)Calculated over the trailing 6-month period | 33.05% | 12.90% | +20.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.30% | 16.67% | +27.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 57.50% | 22.42% | +35.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 126.33% | 21.59% | +104.74% |
Dividends
ELTK vs. SCHG - Dividend Comparison
ELTK has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.38%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ELTK Eltek Ltd | 0.00% | 2.20% | 0.00% | 1.58% | 4.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.38% | 0.36% | 0.39% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% |
Frequently Asked Questions
ELTK and SCHG have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ELTK has higher volatility (18.80%) compared to SCHG (4.32%). In terms of maximum drawdown, ELTK dropped -96.70% vs SCHG's -34.59%.
SCHG currently has the higher Sharpe Ratio (0.82 vs -0.43), 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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