FRPH vs. SCHG
Compare and contrast key facts about FRP Holdings, Inc. (FRPH) and Schwab U.S. Large-Cap Growth ETF (SCHG).
SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Total Return Index. It was launched on Dec 11, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FRPH or SCHG.
Correlation
The correlation between FRPH and SCHG is 0.40, 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.
Performance
FRPH vs. SCHG - Performance Comparison
Key characteristics
FRPH:
0.03
SCHG:
1.71
FRPH:
0.22
SCHG:
2.28
FRPH:
1.03
SCHG:
1.31
FRPH:
0.04
SCHG:
2.53
FRPH:
0.13
SCHG:
9.59
FRPH:
5.23%
SCHG:
3.26%
FRPH:
24.77%
SCHG:
18.13%
FRPH:
-61.51%
SCHG:
-34.59%
FRPH:
-9.31%
SCHG:
-2.23%
Returns By Period
In the year-to-date period, FRPH achieves a -0.29% return, which is significantly lower than SCHG's 2.08% return. Over the past 10 years, FRPH has underperformed SCHG with an annualized return of 6.19%, while SCHG has yielded a comparatively higher 16.73% annualized return.
FRPH
-0.29%
1.53%
7.84%
3.35%
4.52%
6.19%
SCHG
2.08%
0.46%
18.85%
29.51%
18.94%
16.73%
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Risk-Adjusted Performance
FRPH vs. SCHG — Risk-Adjusted Performance Rank
FRPH
SCHG
FRPH vs. SCHG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FRP Holdings, Inc. (FRPH) 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.
Dividends
FRPH vs. SCHG - Dividend Comparison
FRPH has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.39%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FRPH FRP Holdings, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 17.68% | 0.00% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.39% | 0.40% | 0.47% | 0.55% | 0.42% | 0.52% | 0.82% | 1.28% | 1.01% | 1.04% | 1.22% | 1.09% |
Drawdowns
FRPH vs. SCHG - Drawdown Comparison
The maximum FRPH drawdown since its inception was -61.51%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for FRPH and SCHG. For additional features, visit the drawdowns tool.
Volatility
FRPH vs. SCHG - Volatility Comparison
FRP Holdings, Inc. (FRPH) and Schwab U.S. Large-Cap Growth ETF (SCHG) have volatilities of 6.04% and 6.30%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.