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

Correlation

The correlation between FNB and SCHG is 0.48, 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.


-0.50.00.51.00.5

Performance

FNB vs. SCHG - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
0.54%
8.33%
FNB
SCHG

Key characteristics

Sharpe Ratio

FNB:

0.52

SCHG:

1.82

Sortino Ratio

FNB:

1.00

SCHG:

2.40

Omega Ratio

FNB:

1.12

SCHG:

1.33

Calmar Ratio

FNB:

0.92

SCHG:

2.60

Martin Ratio

FNB:

2.27

SCHG:

9.98

Ulcer Index

FNB:

6.92%

SCHG:

3.22%

Daily Std Dev

FNB:

30.14%

SCHG:

17.73%

Max Drawdown

FNB:

-69.60%

SCHG:

-34.59%

Current Drawdown

FNB:

-12.05%

SCHG:

-5.46%

Returns By Period

In the year-to-date period, FNB achieves a 2.17% return, which is significantly higher than SCHG's -1.29% return. Over the past 10 years, FNB has underperformed SCHG with an annualized return of 6.45%, while SCHG has yielded a comparatively higher 16.78% annualized return.


FNB

YTD

2.17%

1M

-5.09%

6M

-0.18%

1Y

17.45%

5Y*

8.00%

10Y*

6.45%

SCHG

YTD

-1.29%

1M

-4.35%

6M

5.47%

1Y

32.23%

5Y*

18.46%

10Y*

16.78%

*Annualized

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Risk-Adjusted Performance

FNB vs. SCHG — Risk-Adjusted Performance Rank

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

FNB
The Risk-Adjusted Performance Rank of FNB is 6969
Overall Rank
The Sharpe Ratio Rank of FNB is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of FNB is 6363
Sortino Ratio Rank
The Omega Ratio Rank of FNB is 6161
Omega Ratio Rank
The Calmar Ratio Rank of FNB is 8080
Calmar Ratio Rank
The Martin Ratio Rank of FNB is 7171
Martin Ratio Rank

SCHG
The Risk-Adjusted Performance Rank of SCHG is 7878
Overall Rank
The Sharpe Ratio Rank of SCHG is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHG is 7676
Sortino Ratio Rank
The Omega Ratio Rank of SCHG is 7878
Omega Ratio Rank
The Calmar Ratio Rank of SCHG is 7979
Calmar Ratio Rank
The Martin Ratio Rank of SCHG is 7878
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.

FNB vs. SCHG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for F.N.B. Corporation (FNB) 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 FNB, currently valued at 0.52, compared to the broader market-2.000.002.000.521.82
The chart of Sortino ratio for FNB, currently valued at 1.00, compared to the broader market-4.00-2.000.002.004.001.002.40
The chart of Omega ratio for FNB, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.33
The chart of Calmar ratio for FNB, currently valued at 0.92, compared to the broader market0.002.004.006.000.922.60
The chart of Martin ratio for FNB, currently valued at 2.27, compared to the broader market0.0010.0020.002.279.98
FNB
SCHG

The current FNB Sharpe Ratio is 0.52, which is lower than the SCHG Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of FNB 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 Ratio0.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
0.52
1.82
FNB
SCHG

Dividends

FNB vs. SCHG - Dividend Comparison

FNB's dividend yield for the trailing twelve months is around 3.18%, more than SCHG's 0.40% yield.


TTM20242023202220212020201920182017201620152014
FNB
F.N.B. Corporation
3.18%3.25%3.49%3.68%3.96%5.05%3.78%4.88%3.47%2.99%3.60%3.60%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.40%0.40%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%1.09%

Drawdowns

FNB vs. SCHG - Drawdown Comparison

The maximum FNB drawdown since its inception was -69.60%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for FNB and SCHG. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-12.05%
-5.46%
FNB
SCHG

Volatility

FNB vs. SCHG - Volatility Comparison

F.N.B. Corporation (FNB) has a higher volatility of 9.27% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 5.87%. This indicates that FNB'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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%AugustSeptemberOctoberNovemberDecember2025
9.27%
5.87%
FNB
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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