GELYY vs. SCHF

In the year-to-date period, GELYY achieves a 34.15% return, which is significantly higher than SCHF's 15.46% return. Over the past 10 years, GELYY has outperformed SCHF with an annualized return of 18.32%, while SCHF has yielded a comparatively lower 6.95% annualized return.

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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.

The current GELYY Sharpe Ratio is 1.84, which is higher than the SCHF Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of GELYY and SCHF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

GELYY's dividend yield for the trailing twelve months is around 1.15%, less than SCHF's 2.83% yield.

The maximum GELYY drawdown since its inception was -77.29%, which is greater than SCHF's maximum drawdown of -34.64%. Use the drawdown chart below to compare losses from any high point for GELYY and SCHF. For additional features, visit the drawdowns tool.

Geely Automobile Holdings Ltd ADR (GELYY) has a higher volatility of 9.47% compared to Schwab International Equity ETF (SCHF) at 3.17%. This indicates that GELYY's price experiences larger fluctuations and is considered to be riskier than SCHF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.