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GELYY vs. SCHG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GELYY vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Geely Automobile Holdings Ltd ADR (GELYY) and Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

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GELYY vs. SCHG - Yearly Performance Comparison


Returns By Period


GELYY

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

SCHG

1D
0.96%
1M
-4.46%
YTD
-9.73%
6M
-8.15%
1Y
17.00%
3Y*
22.30%
5Y*
12.76%
10Y*
16.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

GELYY vs. SCHG — Risk / Return Rank

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

GELYY

SCHG
SCHG Risk / Return Rank: 4141
Overall Rank
SCHG Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
SCHG Sortino Ratio Rank: 4343
Sortino Ratio Rank
SCHG Omega Ratio Rank: 4242
Omega Ratio Rank
SCHG Calmar Ratio Rank: 4040
Calmar Ratio Rank
SCHG Martin Ratio Rank: 3939
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. SCHG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Geely Automobile Holdings Ltd ADR (GELYY) 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.


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

GELYY vs. SCHG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GELYYSCHGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

Dividends

GELYY vs. SCHG - Dividend Comparison

GELYY has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.43%.


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%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.43%0.36%0.39%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%

Drawdowns

GELYY vs. SCHG - Drawdown Comparison

The maximum GELYY drawdown since its inception was 0.00%, smaller than the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for GELYY and SCHG.


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Drawdown Indicators


GELYYSCHGDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-34.59%

+34.59%

Max Drawdown (1Y)

Largest decline over 1 year

-16.41%

Max Drawdown (5Y)

Largest decline over 5 years

-34.59%

Max Drawdown (10Y)

Largest decline over 10 years

-34.59%

Current Drawdown

Current decline from peak

0.00%

-12.51%

+12.51%

Average Drawdown

Average peak-to-trough decline

0.00%

-5.22%

+5.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.84%

Volatility

GELYY vs. SCHG - Volatility Comparison


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Volatility by Period


GELYYSCHGDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.77%

Volatility (6M)

Calculated over the trailing 6-month period

12.54%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

22.45%

-22.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

22.31%

-22.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

21.51%

-21.51%