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FCUV vs. SCHG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

FCUV vs. SCHG

Last updated Jun 4, 2026

FCUV (Focus Universal Inc.) is a stock, while SCHG (Schwab U.S. Large-Cap Growth ETF) is Large Cap Growth Equities fund tracking the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. Over the past 5 years, FCUV returned -71.06%/yr vs 15.59%/yr for SCHG. At a 0.22 correlation, their price movements are largely independent.

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.

Loading charts...

Returns By Period

In the year-to-date period, FCUV achieves a -89.64% return, which is significantly lower than SCHG's 6.42% return.

FCUV

1D
4.22%
1M
-28.29%
YTD
-89.64%
6M
-97.44%
1Y
-97.93%
3Y*
-82.55%
5Y*
-71.06%
10Y*
—

SCHG

1D
-1.23%
1M
4.81%
YTD
6.42%
6M
5.81%
1Y
24.64%
3Y*
25.02%
5Y*
15.59%
10Y*
18.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FCUV vs. SCHG - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
FCUV
Focus Universal Inc.		-89.64%-76.85%-76.03%-65.83%-27.65%153.14%-30.00%0.00%
SCHG
Schwab U.S. Large-Cap Growth ETF		6.42%17.50%34.95%50.10%-31.80%28.11%39.14%-0.47%

Correlation

The correlation between FCUV and SCHG is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.18

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

0.20

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

0.25

Correlation (All Time)
Calculated using the full available price history since Dec 30, 2019

0.22

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Focus Universal Inc.

Schwab U.S. Large-Cap Growth ETF

Often compared with FCUV:
FCUV vs. VFV.TOFCUV vs. BK.TOFCUV vs. HXQ.TOFCUV vs. VOOFCUV vs. VLUEFCUV vs. QQQFCUV vs. SPMO
Often compared with SCHG:
SCHG vs. SCHDSCHG vs. QQQMSCHG vs. VOOSCHG vs. VUGSCHG vs. QQQSCHG vs. SPMOSCHG vs. SPYG

Return for Risk

FCUV vs. SCHG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FCUV
FCUV Risk / Return Rank: 55
Overall Rank
FCUV Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
FCUV Sortino Ratio Rank: 11
Sortino Ratio Rank
FCUV Omega Ratio Rank: 22
Omega Ratio Rank
FCUV Calmar Ratio Rank: 11
Calmar Ratio Rank
FCUV Martin Ratio Rank: 55
Martin Ratio Rank
SCHG
SCHG Risk / Return Rank: 3939
Overall Rank
SCHG Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
SCHG Sortino Ratio Rank: 4343
Sortino Ratio Rank
SCHG Omega Ratio Rank: 4343
Omega Ratio Rank
SCHG Calmar Ratio Rank: 3030
Calmar Ratio Rank
SCHG Martin Ratio Rank: 3333
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.

FCUV vs. SCHG - Risk-Adjusted Trends 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.

FCUVSCHGDifference
Sharpe ratioReturn per unit of total volatility
-0.63
1.60

-2.23

Sortino ratioReturn per unit of downside risk
-2.49
2.18

-4.66

Omega ratioGain probability vs. loss probability

0.71

1.28

-0.57

Calmar ratioReturn relative to maximum drawdown

-0.99

1.51

-2.50

Martin ratioReturn relative to average drawdown

-1.51

5.04

-6.56

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

FCUV vs. SCHG - Sharpe Ratio Comparison

The current FCUV Sharpe Ratio is -0.63, which is lower than the SCHG Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of FCUV and SCHG, 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

FCUVSCHGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.63

1.60

-2.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.37

0.70

-1.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.87

—

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.34

0.84

-1.18

Drawdowns

FCUV vs. SCHG - Drawdown Comparison

The maximum FCUV drawdown since its inception was -99.94%, 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.

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Drawdown Indicators

FCUVSCHGDifference

Max Drawdown

Largest peak-to-trough decline

-99.94%

-34.59%

-65.35%

Max Drawdown (1Y)

Largest decline over 1 year

-98.53%

-16.41%

-82.12%

Max Drawdown (3Y)

Largest decline over 3 years

-99.67%

-23.39%

-76.28%

Max Drawdown (5Y)

Largest decline over 5 years

-99.94%

-34.59%

-65.35%

Max Drawdown (10Y)

Largest decline over 10 years

—

-34.59%

—

Current Drawdown

Current decline from peak

-99.93%

-1.78%

-98.15%

Average Drawdown

Average peak-to-trough decline

-68.20%

-5.20%

-63.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

64.66%

4.90%

+59.76%

Volatility

FCUV vs. SCHG - Volatility Comparison

Focus Universal Inc. (FCUV) has a higher volatility of 38.00% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 3.61%. 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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Volatility by Period

FCUVSCHGDifference

Volatility (1M)

Calculated over the trailing 1-month period

38.00%

3.61%

+34.39%

Volatility (6M)

Calculated over the trailing 6-month period

131.02%

11.62%

+119.40%

Volatility (1Y)

Calculated over the trailing 1-year period

156.55%

15.50%

+141.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

192.01%

22.27%

+169.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

186.88%

21.55%

+165.33%

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 0.36%.

PositionTTM20252024202320222021202020192018201720162015
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		0.36%0.36%0.39%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%

Frequently Asked Questions

FCUV and SCHG 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.

FCUV has higher volatility (38.00%) compared to SCHG (3.61%). In terms of maximum drawdown, FCUV dropped -99.94% vs SCHG's -34.59%.

SCHG currently has the higher Sharpe Ratio (1.60 vs -0.63), 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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