GMAB vs. SCHG

In the year-to-date period, GMAB achieves a -7.24% return, which is significantly lower than SCHG's -6.76% return. Over the past 10 years, GMAB has underperformed SCHG with an annualized return of 8.41%, while SCHG has yielded a comparatively higher 15.33% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Genmab A/S (GMAB) 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.

The current GMAB Sharpe Ratio is -0.99, which is lower than the SCHG Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of GMAB and SCHG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

GMAB has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.44%.

The maximum GMAB drawdown since its inception was -84.20%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for GMAB and SCHG. For additional features, visit the drawdowns tool.

Genmab A/S (GMAB) has a higher volatility of 11.88% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 8.21%. This indicates that GMAB's price experiences larger fluctuations and is considered to be riskier than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.