EVGO vs. SCHW

Last updated Jul 29, 2026

EVGO (Evgo Inc) and SCHW (The Charles Schwab Corporation) are both stocks. EVGO operates in Specialty Retail (Consumer Cyclical), while SCHW operates in Capital Markets (Financial Services). Over the past 5 years, EVGO returned -32.86%/yr vs 10.55%/yr for SCHW. Their 0.25 correlation means their historical movements had little consistent relationship.

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.

Returns By Period

In the year-to-date period, EVGO achieves a -43.99% return, which is significantly lower than SCHW's 6.81% return.

EVGO

• 1D: 4.49%
• 1M: -7.39%
• 6M: -46.56%
• YTD: -43.99%
• 1Y: -54.60%
• 3Y*: -27.17%
• 5Y*: -32.86%
• 10Y*: —
• ALL TIME*: -26.99%

SCHW

• 1D: 1.72%
• 1M: 16.87%
• 6M: 2.88%
• YTD: 6.81%
• 1Y: 9.60%
• 3Y*: 18.78%
• 5Y*: 10.55%
• 10Y*: 15.53%
• ALL TIME*: 19.12%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
EVGO Evgo Inc	$5.61M	$5.74M	$7.83M
SCHW The Charles Schwab Corporation	$933.62M	$893.01M	$1.00B

EVGO vs. SCHW - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
EVGO Evgo Inc	-43.99%	-28.15%	13.13%	-19.91%	-55.03%	-7.19%	9.89%
SCHW The Charles Schwab Corporation	6.81%	36.65%	9.17%	-15.97%	0.11%	60.23%	12.66%

Correlation

The correlation between EVGO and SCHW is 0.18, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.18
Correlation (3Y) Balances recent behavior with more history.	0.25
Correlation (5Y) Shows whether the relationship held over a longer period.	0.27
Correlation (All Time) Calculated using the full available price history since Nov 20, 2020	0.25

Fundamentals

Market Cap EVGO : $511.59M SCHW : $184.30B
EPS EVGO : -$0.57 SCHW : $5.70
PS Ratio EVGO : 0.35 SCHW : 9.06
Total Revenue (TTM) EVGO : $418.33M SCHW : $20.71B
Gross Profit (TTM) EVGO : $84.41M SCHW : $14.76B
EBITDA (TTM) EVGO : -$36.37M SCHW : $11.42B

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: 12
EVGO Sharpe Ratio Rank: 8
EVGO Sortino Ratio Rank: 9
EVGO Omega Ratio Rank: 11
EVGO Calmar Ratio Rank: 15
EVGO Martin Ratio Rank: 15

SCHW

SCHW Risk / Return Rank: 56
SCHW Sharpe Ratio Rank: 60
SCHW Sortino Ratio Rank: 51
SCHW Omega Ratio Rank: 52
SCHW Calmar Ratio Rank: 59
SCHW Martin Ratio Rank: 59

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.

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.

	EVGO	SCHW	Difference
Sharpe ratio: Return per unit of total volatility	-0.88	0.38	-1.26
Sortino ratio: Return per unit of downside risk	-1.34	0.64	-1.99
Omega ratio: Gain probability vs. loss probability	0.85	1.09	-0.23
Calmar ratio: Return relative to maximum drawdown	-0.76	0.49	-1.25
Martin ratio: Return relative to average drawdown	-1.22	1.06	-2.28

EVGO vs. SCHW - Sharpe Ratio Comparison

The current EVGO Sharpe Ratio is -0.88, which is lower than the SCHW Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of EVGO and SCHW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

EVGO vs. SCHW - Drawdown Comparison

The maximum EVGO drawdown since its inception was -93.57%, 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	-93.57%	-86.79%	-6.78%
Max Drawdown (1Y) Largest decline over 1 year	-71.66%	-19.83%	-51.83%
Max Drawdown (3Y) Largest decline over 3 years	-84.12%	-25.08%	-59.04%
Max Drawdown (5Y) Largest decline over 5 years	-92.62%	-49.70%	-42.92%
Max Drawdown (10Y) Largest decline over 10 years	—	-51.08%	—
Current Drawdown Current decline from peak	-92.61%	-0.47%	-92.14%
Average Drawdown Average peak-to-trough decline	-70.53%	-35.44%	-35.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	44.70%	9.08%	+35.62%

Volatility

EVGO vs. SCHW - Volatility Comparison

Evgo Inc (EVGO) has a higher volatility of 19.24% compared to The Charles Schwab Corporation (SCHW) at 7.01%. 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	19.24%	7.01%	+12.23%
Volatility (6M) Calculated over the trailing 6-month period	47.47%	20.74%	+26.73%
Volatility (1Y) Calculated over the trailing 1-year period	62.20%	25.30%	+36.90%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	85.96%	32.12%	+53.84%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	89.07%	33.11%	+55.96%

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 1.11%.

Position	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	1.11%	1.08%	1.35%	1.45%	1.01%	0.86%	1.36%	1.43%	1.11%	0.62%	0.68%	0.73%

Financials

Frequently Asked Questions

Can I hold both EVGO and SCHW in my portfolio?

EVGO and SCHW have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EVGO or SCHW?

EVGO has higher volatility (19.24%) compared to SCHW (7.01%). In terms of maximum drawdown, EVGO dropped -93.57% vs SCHW's -86.79%.

Which has better risk-adjusted returns?

SCHW currently has the higher Sharpe Ratio (0.38 vs -0.88), 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.