ESI vs. SCHG
ESI (Element Solutions Inc) 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, ESI returned 15.75%/yr vs 18.33%/yr for SCHG. Their 0.49 correlation means their historical movements had little consistent relationship.
Performance
ESI vs. SCHG - Performance Comparison
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Returns By Period
In the year-to-date period, ESI achieves a 51.45% return, which is significantly higher than SCHG's 7.11% return. Over the past 10 years, ESI has underperformed SCHG with an annualized return of 15.75%, while SCHG has yielded a comparatively higher 18.33% annualized return.
ESI
- 1D
- 2.61%
- 1M
- -13.63%
- 6M
- 27.91%
- YTD
- 51.45%
- 1Y
- 64.36%
- 3Y*
- 24.07%
- 5Y*
- 12.29%
- 10Y*
- 15.75%
- ALL TIME*
- 10.02%
SCHG
- 1D
- 2.02%
- 1M
- 2.17%
- 6M
- 8.95%
- YTD
- 7.11%
- 1Y
- 18.50%
- 3Y*
- 23.37%
- 5Y*
- 13.47%
- 10Y*
- 18.33%
- ALL TIME*
- 16.47%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $219.65M | $285.50M | $193.75M | |
| $249.58M | $250.01M | $339.80M |
ESI vs. SCHG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ESI Element Solutions Inc | 51.45% | -0.44% | 11.29% | 29.26% | -23.91% | 38.51% | 52.36% | 13.07% | 4.13% | 1.12% |
SCHG Schwab U.S. Large-Cap Growth ETF | 7.11% | 17.50% | 34.95% | 50.10% | -31.80% | 28.11% | 39.14% | 36.02% | -1.36% | 28.05% |
Correlation
The correlation between ESI and SCHG is 0.45, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.45 |
Correlation (3Y) Balances recent behavior with more history. | 0.47 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.57 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.51 |
Correlation (All Time) Calculated using the full available price history since Oct 22, 2013 | 0.49 |
The correlation between ESI and SCHG shifts across timeframes, from 0.45 (1 year) to 0.57 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
ESI vs. SCHG — Risk / Return Rank
ESI
SCHG
ESI vs. SCHG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Element Solutions Inc (ESI) 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.
| ESI | SCHG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.33 | ||
| Sortino ratioReturn per unit of downside risk | +0.45 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.20 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.22 | 1.13 | +1.09 |
| Martin ratioReturn relative to average drawdown | 7.51 | 3.58 | +3.94 |
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Drawdowns
ESI vs. SCHG - Drawdown Comparison
The maximum ESI drawdown since its inception was -80.66%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for ESI and SCHG.
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Drawdown Indicators
| ESI | SCHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.66% | -34.59% | -46.07% |
Max Drawdown (1Y)Largest decline over 1 year | -29.13% | -16.41% | -12.72% |
Max Drawdown (3Y)Largest decline over 3 years | -39.98% | -23.39% | -16.59% |
Max Drawdown (5Y)Largest decline over 5 years | -39.98% | -34.59% | -5.39% |
Max Drawdown (10Y)Largest decline over 10 years | -56.24% | -34.59% | -21.65% |
Current DrawdownCurrent decline from peak | -23.22% | -1.15% | -22.07% |
Average DrawdownAverage peak-to-trough decline | -35.91% | -5.19% | -30.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.59% | 5.19% | +3.40% |
Volatility
ESI vs. SCHG - Volatility Comparison
Element Solutions Inc (ESI) has a higher volatility of 15.63% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 4.76%. This indicates that ESI'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
| ESI | SCHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.63% | 4.76% | +10.87% |
Volatility (6M)Calculated over the trailing 6-month period | 38.18% | 13.02% | +25.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.73% | 16.66% | +28.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.60% | 22.45% | +13.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.02% | 21.60% | +15.42% |
Dividends
ESI vs. SCHG - Dividend Comparison
ESI's dividend yield for the trailing twelve months is around 0.85%, more than SCHG's 0.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ESI Element Solutions Inc | 0.85% | 1.28% | 1.26% | 1.38% | 1.76% | 1.03% | 0.28% | 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
ESI and SCHG have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ESI has higher volatility (15.63%) compared to SCHG (4.76%). In terms of maximum drawdown, ESI dropped -80.66% vs SCHG's -34.59%.
ESI currently has the higher Sharpe Ratio (1.45 vs 1.12), 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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