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GELYY vs. SCHF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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GELYY vs. SCHF - Yearly Performance Comparison


Returns By Period


GELYY

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

SCHF

1D
1.58%
1M
-5.42%
YTD
4.58%
6M
10.18%
1Y
31.07%
3Y*
16.76%
5Y*
9.03%
10Y*
9.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

SCHF
SCHF Risk / Return Rank: 8686
Overall Rank
SCHF Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
SCHF Sortino Ratio Rank: 8686
Sortino Ratio Rank
SCHF Omega Ratio Rank: 8686
Omega Ratio Rank
SCHF Calmar Ratio Rank: 8787
Calmar Ratio Rank
SCHF Martin Ratio Rank: 8686
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.


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

GELYY vs. SCHF - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GELYYSCHFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

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 3.27%.


TTM20252024202320222021202020192018201720162015
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
3.27%3.42%3.26%2.97%2.80%3.19%2.08%2.95%3.06%2.35%2.58%2.26%

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 (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%

-7.16%

+7.16%

Average Drawdown

Average peak-to-trough decline

0.00%

-7.44%

+7.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.98%

Volatility

GELYY vs. SCHF - Volatility Comparison


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Volatility by Period


GELYYSCHFDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.94%

Volatility (6M)

Calculated over the trailing 6-month period

11.79%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

17.75%

-17.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

16.14%

-16.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

17.09%

-17.09%