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FCUV vs. SCHG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FCUV and SCHG is 0.20, 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.


Performance

FCUV vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Focus Universal Inc. (FCUV) and Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FCUV:

0.26

SCHG:

0.67

Sortino Ratio

FCUV:

2.39

SCHG:

1.11

Omega Ratio

FCUV:

1.30

SCHG:

1.16

Calmar Ratio

FCUV:

0.40

SCHG:

0.74

Martin Ratio

FCUV:

0.96

SCHG:

2.47

Ulcer Index

FCUV:

40.82%

SCHG:

7.02%

Daily Std Dev

FCUV:

230.36%

SCHG:

25.26%

Max Drawdown

FCUV:

-98.61%

SCHG:

-34.59%

Current Drawdown

FCUV:

-96.34%

SCHG:

-7.02%

Returns By Period

In the year-to-date period, FCUV achieves a 34.57% return, which is significantly higher than SCHG's -2.92% return.


FCUV

YTD

34.57%

1M

3.06%

6M

98.73%

1Y

58.96%

5Y*

-37.73%

10Y*

N/A

SCHG

YTD

-2.92%

1M

10.96%

6M

-2.63%

1Y

16.87%

5Y*

19.58%

10Y*

15.66%

*Annualized

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Risk-Adjusted Performance

FCUV vs. SCHG — Risk-Adjusted Performance Rank

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

FCUV
The Risk-Adjusted Performance Rank of FCUV is 7474
Overall Rank
The Sharpe Ratio Rank of FCUV is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of FCUV is 9090
Sortino Ratio Rank
The Omega Ratio Rank of FCUV is 8888
Omega Ratio Rank
The Calmar Ratio Rank of FCUV is 6868
Calmar Ratio Rank
The Martin Ratio Rank of FCUV is 6262
Martin Ratio Rank

SCHG
The Risk-Adjusted Performance Rank of SCHG is 6666
Overall Rank
The Sharpe Ratio Rank of SCHG is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHG is 6666
Sortino Ratio Rank
The Omega Ratio Rank of SCHG is 6767
Omega Ratio Rank
The Calmar Ratio Rank of SCHG is 7070
Calmar Ratio Rank
The Martin Ratio Rank of SCHG is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FCUV vs. SCHG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Focus Universal Inc. (FCUV) 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 FCUV Sharpe Ratio is 0.26, which is lower than the SCHG Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of FCUV 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.


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Dividends

FCUV vs. SCHG - Dividend Comparison

FCUV has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.42%.


TTM20242023202220212020201920182017201620152014
FCUV
Focus Universal 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%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.42%0.40%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%1.09%

Drawdowns

FCUV vs. SCHG - Drawdown Comparison

The maximum FCUV drawdown since its inception was -98.61%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for FCUV and SCHG. For additional features, visit the drawdowns tool.


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Volatility

FCUV vs. SCHG - Volatility Comparison

Focus Universal Inc. (FCUV) has a higher volatility of 37.64% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 7.90%. This indicates that FCUV'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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