GLXY vs. SCHG

Last updated Apr 1, 2026

Compare and contrast key facts about Galaxy Digital Holdings Ltd (GLXY) 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 Index. It was launched on Dec 11, 2009.

Performance

GLXY vs. SCHG - Performance Comparison

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

GLXY vs. SCHG - Yearly Performance Comparison

	2026 (YTD)	2025
GLXY Galaxy Digital Holdings Ltd	-17.49%	-1.93%
SCHG Schwab U.S. Large-Cap Growth ETF	-10.59%	18.06%

Returns By Period

In the year-to-date period, GLXY achieves a -17.49% return, which is significantly lower than SCHG's -10.59% return.

GLXY

• 1D: 7.58%
• 1M: -10.39%
• YTD: -17.49%
• 6M: -45.43%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

SCHG

• 1D: 3.67%
• 1M: -5.12%
• YTD: -10.59%
• 6M: -8.51%
• 1Y: 16.81%
• 3Y*: 21.91%
• 5Y*: 12.55%
• 10Y*: 16.83%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

GLXY vs. SCHG — Risk / Return Rank

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

SCHG

SCHG Risk / Return Rank: 46
SCHG Sharpe Ratio Rank: 45
SCHG Sortino Ratio Rank: 50
SCHG Omega Ratio Rank: 49
SCHG Calmar Ratio Rank: 45
SCHG Martin Ratio Rank: 41

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.

GLXY vs. SCHG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Galaxy Digital Holdings Ltd (GLXY) 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.

Sharpe Ratios by Period

	GLXY	SCHG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.75	—
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	-0.24	0.79	-1.03

Correlation

The correlation between GLXY and SCHG is 0.51, 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.

Dividends

GLXY vs. SCHG - Dividend Comparison

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

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GLXY Galaxy Digital Holdings Ltd	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

GLXY vs. SCHG - Drawdown Comparison

The maximum GLXY drawdown since its inception was -60.71%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for GLXY and SCHG.

Drawdown Indicators

	GLXY	SCHG	Difference
Max Drawdown Largest peak-to-trough decline	-60.71%	-34.59%	-26.12%
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	-56.95%	-13.34%	-43.61%
Average Drawdown Average peak-to-trough decline	-26.02%	-5.22%	-20.80%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	4.78%	—

Volatility

Volatility by Period

	GLXY	SCHG	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	6.67%	—
Volatility (6M) Calculated over the trailing 6-month period	—	12.51%	—
Volatility (1Y) Calculated over the trailing 1-year period	89.97%	22.43%	+67.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	89.97%	22.32%	+67.65%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	89.97%	21.51%	+68.46%