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EVGO vs. SCHD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EVGO vs. SCHD

Last updated Jun 5, 2026

EVGO (Evgo Inc) is a stock, while SCHD (Schwab U.S. Dividend Equity ETF) is Dividend fund tracking the Dow Jones U.S. Dividend 100 Index. Over the past 5 years, EVGO returned -29.22%/yr vs 8.50%/yr for SCHD. At a 0.29 correlation, their price movements are largely independent.

Performance

EVGO vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Evgo Inc (EVGO) and Schwab U.S. Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EVGO achieves a -14.43% return, which is significantly lower than SCHD's 19.82% return.

EVGO

1D
8.26%
1M
18.57%
YTD
-14.43%
6M
-28.24%
1Y
-35.99%
3Y*
-14.33%
5Y*
-29.22%
10Y*
—

SCHD

1D
0.68%
1M
2.84%
YTD
19.82%
6M
19.65%
1Y
28.76%
3Y*
15.59%
5Y*
8.50%
10Y*
12.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EVGO vs. SCHD - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
EVGO
Evgo Inc		-14.43%-28.15%13.13%-19.91%-55.03%-7.19%9.16%
SCHD
Schwab U.S. Dividend Equity ETF		19.82%4.34%11.66%4.54%-3.26%29.87%4.65%

Correlation

The correlation between EVGO and SCHD is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.26

Correlation (3Y)
Calculated over the trailing 3-year period

0.32

Correlation (5Y)
Calculated over the trailing 5-year period

0.31

Correlation (All Time)
Calculated using the full available price history since Nov 23, 2020

0.29

Compare stocks, funds, or ETFs

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Evgo Inc

Schwab U.S. Dividend Equity ETF

Often compared with EVGO:
EVGO vs. CHPTEVGO vs. BLNKEVGO vs. FUTUEVGO vs. COUREVGO vs. SPYEVGO vs. NFLYEVGO vs. SMH
Often compared with SCHD:
SCHD vs. VOOSCHD vs. VYMSCHD vs. SPYSCHD vs. SCHGSCHD vs. JEPISCHD vs. FDVVSCHD vs. VIG

Return for Risk

EVGO vs. SCHD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EVGO
EVGO Risk / Return Rank: 2020
Overall Rank
EVGO Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
EVGO Sortino Ratio Rank: 1717
Sortino Ratio Rank
EVGO Omega Ratio Rank: 1919
Omega Ratio Rank
EVGO Calmar Ratio Rank: 2323
Calmar Ratio Rank
EVGO Martin Ratio Rank: 2424
Martin Ratio Rank
SCHD
SCHD Risk / Return Rank: 8585
Overall Rank
SCHD Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
SCHD Sortino Ratio Rank: 8989
Sortino Ratio Rank
SCHD Omega Ratio Rank: 8080
Omega Ratio Rank
SCHD Calmar Ratio Rank: 9292
Calmar Ratio Rank
SCHD Martin Ratio Rank: 8080
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EVGO vs. SCHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Evgo Inc (EVGO) and Schwab U.S. Dividend Equity ETF (SCHD). 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.

EVGOSCHDDifference
Sharpe ratioReturn per unit of total volatility
-0.60
2.64

-3.24

Sortino ratioReturn per unit of downside risk
-0.64
4.08

-4.72

Omega ratioGain probability vs. loss probability

0.93

1.47

-0.54

Calmar ratioReturn relative to maximum drawdown

-0.54

6.26

-6.80

Martin ratioReturn relative to average drawdown

-0.93

15.38

-16.31

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EVGO vs. SCHD - Sharpe Ratio Comparison

The current EVGO Sharpe Ratio is -0.60, which is lower than the SCHD Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of EVGO and SCHD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

EVGOSCHDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.60

2.64

-3.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.34

0.59

-0.93

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.77

—

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.25

0.86

-1.11

Drawdowns

EVGO vs. SCHD - Drawdown Comparison

The maximum EVGO drawdown since its inception was -92.48%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for EVGO and SCHD.

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Drawdown Indicators

EVGOSCHDDifference

Max Drawdown

Largest peak-to-trough decline

-92.48%

-33.37%

-59.11%

Max Drawdown (1Y)

Largest decline over 1 year

-66.87%

-4.61%

-62.26%

Max Drawdown (3Y)

Largest decline over 3 years

-81.43%

-16.13%

-65.30%

Max Drawdown (5Y)

Largest decline over 5 years

-91.37%

-16.85%

-74.52%

Max Drawdown (10Y)

Largest decline over 10 years

—

-33.37%

—

Current Drawdown

Current decline from peak

-88.72%

-0.73%

-87.99%

Average Drawdown

Average peak-to-trough decline

-70.03%

-3.32%

-66.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

38.76%

1.87%

+36.89%

Volatility

EVGO vs. SCHD - Volatility Comparison

Evgo Inc (EVGO) has a higher volatility of 19.31% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.69%. This indicates that EVGO's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

EVGOSCHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.31%

2.69%

+16.62%

Volatility (6M)

Calculated over the trailing 6-month period

42.35%

7.65%

+34.70%

Volatility (1Y)

Calculated over the trailing 1-year period

60.12%

10.95%

+49.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

86.25%

14.38%

+71.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

89.49%

16.71%

+72.78%

Dividends

EVGO vs. SCHD - Dividend Comparison

EVGO has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 3.24%.

PositionTTM20252024202320222021202020192018201720162015
EVGO
Evgo Inc		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHD
Schwab U.S. Dividend Equity ETF		3.24%3.82%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%

Frequently Asked Questions

EVGO and SCHD have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EVGO has higher volatility (19.31%) compared to SCHD (2.69%). In terms of maximum drawdown, EVGO dropped -92.48% vs SCHD's -33.37%.

SCHD currently has the higher Sharpe Ratio (2.64 vs -0.60), 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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