Correlation
The correlation between EQUEY and SCHG is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
EQUEY vs. SCHG
Compare and contrast key facts about Equatorial Energia SA ADR (EQUEY) and Schwab U.S. Large-Cap Growth ETF (SCHG).
SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Total Return Index. It was launched on Dec 11, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EQUEY or SCHG.
Performance
EQUEY vs. SCHG - Performance Comparison
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Key characteristics
EQUEY:
0.27
SCHG:
0.68
EQUEY:
0.47
SCHG:
0.98
EQUEY:
1.06
SCHG:
1.13
EQUEY:
0.02
SCHG:
0.63
EQUEY:
0.05
SCHG:
2.07
EQUEY:
20.37%
SCHG:
7.13%
EQUEY:
65.88%
SCHG:
25.37%
EQUEY:
-53.20%
SCHG:
-34.59%
EQUEY:
-7.76%
SCHG:
-5.20%
Returns By Period
In the year-to-date period, EQUEY achieves a 66.51% return, which is significantly higher than SCHG's -1.01% return. Over the past 10 years, EQUEY has underperformed SCHG with an annualized return of 13.83%, while SCHG has yielded a comparatively higher 15.84% annualized return.
EQUEY
66.51%
6.62%
30.29%
12.90%
14.70%
15.01%
13.83%
SCHG
-1.01%
8.42%
-0.61%
17.19%
21.07%
18.23%
15.84%
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Risk-Adjusted Performance
EQUEY vs. SCHG — Risk-Adjusted Performance Rank
EQUEY
SCHG
EQUEY vs. SCHG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Equatorial Energia SA ADR (EQUEY) 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.
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Dividends
EQUEY vs. SCHG - Dividend Comparison
EQUEY's dividend yield for the trailing twelve months is around 2.22%, more than SCHG's 0.41% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EQUEY Equatorial Energia SA ADR | 2.22% | 2.37% | 1.05% | 2.57% | 3.36% | 1.32% | 0.85% | 0.34% | 1.82% | 1.66% | 1.75% | 1.48% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.41% | 0.40% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% |
Drawdowns
EQUEY vs. SCHG - Drawdown Comparison
The maximum EQUEY drawdown since its inception was -53.20%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for EQUEY and SCHG.
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Volatility
EQUEY vs. SCHG - Volatility Comparison
Equatorial Energia SA ADR (EQUEY) has a higher volatility of 17.14% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 5.75%. This indicates that EQUEY'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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