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GELYY vs. SCHF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GELYY vs. SCHF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Geely Automobile Holdings Ltd ADR (GELYY) and Schwab International Equity ETF (SCHF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


GELYY

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*

SCHF

1D
-3.15%
1M
0.55%
YTD
13.98%
6M
13.74%
1Y
31.16%
3Y*
19.61%
5Y*
9.76%
10Y*
10.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GELYY vs. SCHF - Yearly Performance Comparison


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Return for Risk

GELYY vs. SCHF — Risk / Return Rank

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

GELYY

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


SCHF
SCHF Risk / Return Rank: 5757
Overall Rank
SCHF Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
SCHF Sortino Ratio Rank: 5454
Sortino Ratio Rank
SCHF Omega Ratio Rank: 5656
Omega Ratio Rank
SCHF Calmar Ratio Rank: 5757
Calmar Ratio Rank
SCHF Martin Ratio Rank: 6060
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.

GELYY vs. SCHF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Geely Automobile Holdings Ltd ADR (GELYY) and Schwab International Equity ETF (SCHF). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GELYYSCHFDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.34

Calmar ratioReturn relative to maximum drawdown

2.73

Martin ratioReturn relative to average drawdown

10.46

GELYY vs. SCHF - Sharpe Ratio Comparison


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Drawdowns

GELYY vs. SCHF - Drawdown Comparison

The maximum GELYY drawdown since its inception was 0.00%, smaller than the maximum SCHF drawdown of -34.87%. Use the drawdown chart below to compare losses from any high point for GELYY and SCHF.


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Drawdown Indicators


GELYYSCHFDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-34.87%

+34.87%

Max Drawdown (1Y)

Largest decline over 1 year

-11.48%

Max Drawdown (3Y)

Largest decline over 3 years

-13.41%

Max Drawdown (5Y)

Largest decline over 5 years

-29.14%

Max Drawdown (10Y)

Largest decline over 10 years

-34.87%

Current Drawdown

Current decline from peak

0.00%

-3.15%

+3.15%

Average Drawdown

Average peak-to-trough decline

0.00%

-7.36%

+7.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.99%

Volatility

GELYY vs. SCHF - Volatility Comparison


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Volatility by Period


GELYYSCHFDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.22%

Volatility (6M)

Calculated over the trailing 6-month period

14.80%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

16.92%

-16.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

16.61%

-16.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

17.05%

-17.05%

Dividends

GELYY vs. SCHF - Dividend Comparison

GELYY has not paid dividends to shareholders, while SCHF's dividend yield for the trailing twelve months is around 3.00%.


PositionTTM20252024202320222021202020192018201720162015
GELYY
Geely Automobile Holdings Ltd ADR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHF
Schwab International Equity ETF
3.00%3.42%3.26%2.97%2.80%3.19%2.08%2.95%3.06%2.35%2.58%2.26%
Portfolio Optimizer

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