EVGO vs. SCHW

Last updated Apr 2, 2026

Compare and contrast key facts about Evgo Inc (EVGO) and The Charles Schwab Corporation (SCHW).

Performance

EVGO vs. SCHW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Evgo Inc (EVGO) and The Charles Schwab Corporation (SCHW). The values are adjusted to include any dividend payments, if applicable.

EVGO vs. SCHW - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
EVGO Evgo Inc	-39.18%	-28.15%	13.13%	-19.91%	-55.03%	-7.19%	9.16%
SCHW The Charles Schwab Corporation	-7.24%	36.65%	9.17%	-15.97%	0.11%	60.23%	13.80%

Fundamentals

Market Cap EVGO : $238.23M SCHW : $164.12B
EPS EVGO : -$0.31 SCHW : $4.91
PS Ratio EVGO : 0.62 SCHW : 6.20
PB Ratio EVGO : 0.62 SCHW : 54.02
Total Revenue (TTM) EVGO : $384.09M SCHW : $26.84B
Gross Profit (TTM) EVGO : $80.78M SCHW : $23.92B
EBITDA (TTM) EVGO : -$34.98M SCHW : $12.82B

Returns By Period

In the year-to-date period, EVGO achieves a -39.18% return, which is significantly lower than SCHW's -7.24% return.

EVGO

• 1D: 2.91%
• 1M: -37.46%
• YTD: -39.18%
• 6M: -64.67%
• 1Y: -34.69%
• 3Y*: -38.98%
• 5Y*: -33.54%
• 10Y*: —

SCHW

• 1D: -1.72%
• 1M: -3.28%
• YTD: -7.24%
• 6M: 0.74%
• 1Y: 20.38%
• 3Y*: 22.59%
• 5Y*: 8.22%
• 10Y*: 13.96%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

EVGO vs. SCHW — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EVGO

EVGO Risk / Return Rank: 20
EVGO Sharpe Ratio Rank: 18
EVGO Sortino Ratio Rank: 19
EVGO Omega Ratio Rank: 20
EVGO Calmar Ratio Rank: 24
EVGO Martin Ratio Rank: 20

SCHW

SCHW Risk / Return Rank: 65
SCHW Sharpe Ratio Rank: 69
SCHW Sortino Ratio Rank: 59
SCHW Omega Ratio Rank: 62
SCHW Calmar Ratio Rank: 68
SCHW Martin Ratio Rank: 69

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. SCHW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Evgo Inc (EVGO) and The Charles Schwab Corporation (SCHW). 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.

	EVGO	SCHW	Difference
Sharpe ratio Return per unit of total volatility	-0.51	0.83	-1.35
Sortino ratio Return per unit of downside risk	-0.49	1.19	-1.68
Omega ratio Gain probability vs. loss probability	0.95	1.17	-0.23
Calmar ratio Return relative to maximum drawdown	-0.50	1.33	-1.83
Martin ratio Return relative to average drawdown	-1.12	3.53	-4.65
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. SCHW - Sharpe Ratio Comparison

The current EVGO Sharpe Ratio is -0.51, which is lower than the SCHW Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of EVGO and SCHW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	EVGO	SCHW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.51	0.83	-1.35
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.39	0.26	-0.65
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.42	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.30	0.43	-0.73

Correlation

The correlation between EVGO and SCHW is 0.26, 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.

Dividends

EVGO vs. SCHW - Dividend Comparison

EVGO has not paid dividends to shareholders, while SCHW's dividend yield for the trailing twelve months is around 1.22%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
SCHW The Charles Schwab Corporation	1.22%	1.08%	1.35%	1.45%	1.01%	0.86%	1.36%	1.43%	1.11%	0.62%	0.68%	0.73%

Drawdowns

EVGO vs. SCHW - Drawdown Comparison

The maximum EVGO drawdown since its inception was -92.48%, which is greater than SCHW's maximum drawdown of -86.79%. Use the drawdown chart below to compare losses from any high point for EVGO and SCHW.

Drawdown Indicators

	EVGO	SCHW	Difference
Max Drawdown Largest peak-to-trough decline	-92.48%	-86.79%	-5.69%
Max Drawdown (1Y) Largest decline over 1 year	-66.87%	-14.61%	-52.26%
Max Drawdown (5Y) Largest decline over 5 years	-91.37%	-49.70%	-41.67%
Max Drawdown (10Y) Largest decline over 10 years	—	-51.08%	—
Current Drawdown Current decline from peak	-91.98%	-13.56%	-78.42%
Average Drawdown Average peak-to-trough decline	-69.36%	-35.65%	-33.71%
Ulcer Index Depth and duration of drawdowns from previous peaks	29.94%	5.51%	+24.43%

Volatility

EVGO vs. SCHW - Volatility Comparison

Evgo Inc (EVGO) has a higher volatility of 17.23% compared to The Charles Schwab Corporation (SCHW) at 4.91%. This indicates that EVGO's price experiences larger fluctuations and is considered to be riskier than SCHW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EVGO	SCHW	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.23%	4.91%	+12.32%
Volatility (6M) Calculated over the trailing 6-month period	42.59%	16.37%	+26.22%
Volatility (1Y) Calculated over the trailing 1-year period	67.98%	24.57%	+43.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	86.21%	32.12%	+54.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	90.22%	33.42%	+56.80%

Financials

EVGO vs. SCHW - Profitability Comparison

The chart below illustrates the profitability comparison between Evgo Inc and The Charles Schwab Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

EVGO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Evgo Inc reported a gross profit of 44.99M and revenue of 118.47M. Therefore, the gross margin over that period was 38.0%.

SCHW - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, The Charles Schwab Corporation reported a gross profit of 6.34B and revenue of 6.34B. Therefore, the gross margin over that period was 100.0%.

EVGO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Evgo Inc reported an operating income of -12.37M and revenue of 118.47M, resulting in an operating margin of -10.4%.

SCHW - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, The Charles Schwab Corporation reported an operating income of 3.18B and revenue of 6.34B, resulting in an operating margin of 50.2%.

EVGO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Evgo Inc reported a net income of -4.83M and revenue of 118.47M, resulting in a net margin of -4.1%.

SCHW - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, The Charles Schwab Corporation reported a net income of 2.46B and revenue of 6.34B, resulting in a net margin of 38.8%.