EW vs. SCHG

In the year-to-date period, EW achieves a 3.67% return, which is significantly higher than SCHG's -0.90% return. Over the past 10 years, EW has underperformed SCHG with an annualized return of 13.39%, while SCHG has yielded a comparatively higher 15.88% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Edwards Lifesciences Corporation (EW) 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.

The current EW Sharpe Ratio is -0.27, which is lower than the SCHG Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of EW and SCHG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

EW has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.41%.

The maximum EW drawdown since its inception was -54.32%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for EW and SCHG. For additional features, visit the drawdowns tool.

Edwards Lifesciences Corporation (EW) has a higher volatility of 8.39% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 7.83%. This indicates that EW'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.