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

Correlation

The correlation between FLOW and SCHG is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

FLOW vs. SCHG - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
1.98%
9.82%
FLOW
SCHG

Key characteristics

Sharpe Ratio

FLOW:

1.12

SCHG:

1.52

Sortino Ratio

FLOW:

1.64

SCHG:

2.04

Omega Ratio

FLOW:

1.20

SCHG:

1.28

Calmar Ratio

FLOW:

1.84

SCHG:

2.22

Martin Ratio

FLOW:

4.08

SCHG:

8.37

Ulcer Index

FLOW:

3.66%

SCHG:

3.28%

Daily Std Dev

FLOW:

13.30%

SCHG:

18.10%

Max Drawdown

FLOW:

-8.19%

SCHG:

-34.59%

Current Drawdown

FLOW:

-4.91%

SCHG:

-3.75%

Returns By Period

In the year-to-date period, FLOW achieves a 2.27% return, which is significantly higher than SCHG's 0.50% return.


FLOW

YTD

2.27%

1M

-0.41%

6M

1.98%

1Y

12.78%

5Y*

N/A

10Y*

N/A

SCHG

YTD

0.50%

1M

-3.01%

6M

9.81%

1Y

23.72%

5Y*

18.13%

10Y*

16.12%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

FLOW vs. SCHG — Risk-Adjusted Performance Rank

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

FLOW
The Risk-Adjusted Performance Rank of FLOW is 7878
Overall Rank
The Sharpe Ratio Rank of FLOW is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of FLOW is 7474
Sortino Ratio Rank
The Omega Ratio Rank of FLOW is 7171
Omega Ratio Rank
The Calmar Ratio Rank of FLOW is 8989
Calmar Ratio Rank
The Martin Ratio Rank of FLOW is 7878
Martin Ratio Rank

SCHG
The Risk-Adjusted Performance Rank of SCHG is 6666
Overall Rank
The Sharpe Ratio Rank of SCHG is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHG is 6161
Sortino Ratio Rank
The Omega Ratio Rank of SCHG is 6565
Omega Ratio Rank
The Calmar Ratio Rank of SCHG is 7070
Calmar Ratio Rank
The Martin Ratio Rank of SCHG is 7070
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.

FLOW vs. SCHG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPX FLOW, Inc. (FLOW) 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.


Sharpe ratio
The chart of Sharpe ratio for FLOW, currently valued at 1.12, compared to the broader market-2.000.002.001.121.52
The chart of Sortino ratio for FLOW, currently valued at 1.64, compared to the broader market-4.00-2.000.002.004.006.001.642.04
The chart of Omega ratio for FLOW, currently valued at 1.20, compared to the broader market0.501.001.502.001.201.28
The chart of Calmar ratio for FLOW, currently valued at 1.84, compared to the broader market0.002.004.006.001.842.22
The chart of Martin ratio for FLOW, currently valued at 4.08, compared to the broader market-10.000.0010.0020.0030.004.088.37
FLOW
SCHG

The current FLOW Sharpe Ratio is 1.12, which is comparable to the SCHG Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of FLOW 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.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.12
1.52
FLOW
SCHG

Dividends

FLOW vs. SCHG - Dividend Comparison

FLOW's dividend yield for the trailing twelve months is around 2.06%, more than SCHG's 0.39% yield.


TTM20242023202220212020201920182017201620152014
FLOW
SPX FLOW, Inc.
2.06%2.09%0.95%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
0.39%0.40%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%1.09%

Drawdowns

FLOW vs. SCHG - Drawdown Comparison

The maximum FLOW drawdown since its inception was -8.19%, smaller than the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for FLOW and SCHG. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-4.91%
-3.75%
FLOW
SCHG

Volatility

FLOW vs. SCHG - Volatility Comparison

The current volatility for SPX FLOW, Inc. (FLOW) is 4.04%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 5.41%. This indicates that FLOW experiences smaller price fluctuations and is considered to be less risky than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2025February
4.04%
5.41%
FLOW
SCHG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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