GNK vs. SCHP
Compare and contrast key facts about Genco Shipping & Trading Limited (GNK) and Schwab U.S. TIPS ETF (SCHP).
SCHP is a passively managed fund by Charles Schwab that tracks the performance of the Barclays Capital U.S. Treasury Inflation Protected Securities (TIPS) Index (Series-L). It was launched on Aug 5, 2010.
Performance
GNK vs. SCHP - Performance Comparison
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GNK vs. SCHP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GNK Genco Shipping & Trading Limited | 28.90% | 39.12% | -8.87% | 14.44% | 11.41% | 121.79% | -28.23% | 41.19% | -40.77% | 80.49% |
SCHP Schwab U.S. TIPS ETF | 0.37% | 6.76% | 1.95% | 3.91% | -12.02% | 5.87% | 10.86% | 8.52% | -1.78% | 3.02% |
Returns By Period
In the year-to-date period, GNK achieves a 28.90% return, which is significantly higher than SCHP's 0.37% return. Over the past 10 years, GNK has outperformed SCHP with an annualized return of 20.30%, while SCHP has yielded a comparatively lower 2.56% annualized return.
GNK
- 1D
- 2.97%
- 1M
- -2.84%
- YTD
- 28.90%
- 6M
- 34.38%
- 1Y
- 78.76%
- 3Y*
- 21.36%
- 5Y*
- 27.11%
- 10Y*
- 20.30%
SCHP
- 1D
- -0.09%
- 1M
- -1.16%
- YTD
- 0.37%
- 6M
- 0.14%
- 1Y
- 2.84%
- 3Y*
- 3.12%
- 5Y*
- 1.37%
- 10Y*
- 2.56%
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Return for Risk
GNK vs. SCHP — Risk / Return Rank
GNK
SCHP
GNK vs. SCHP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Genco Shipping & Trading Limited (GNK) and Schwab U.S. TIPS ETF (SCHP). 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.
| GNK | SCHP | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.11 | 0.71 | +1.41 |
Sortino ratioReturn per unit of downside risk | 2.75 | 0.98 | +1.77 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.13 | +0.23 |
Calmar ratioReturn relative to maximum drawdown | 4.33 | 1.03 | +3.30 |
Martin ratioReturn relative to average drawdown | 11.83 | 3.07 | +8.76 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GNK | SCHP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.11 | 0.71 | +1.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.22 | +0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.33 | 0.46 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.22 | 0.50 | -0.71 |
Correlation
The correlation between GNK and SCHP is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
GNK vs. SCHP - Dividend Comparison
GNK's dividend yield for the trailing twelve months is around 4.09%, more than SCHP's 3.72% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GNK Genco Shipping & Trading Limited | 4.09% | 4.07% | 11.26% | 5.73% | 17.84% | 2.00% | 3.19% | 4.71% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHP Schwab U.S. TIPS ETF | 3.72% | 4.06% | 2.99% | 3.02% | 7.19% | 4.39% | 1.11% | 2.02% | 2.26% | 1.90% | 1.38% | 0.28% |
Drawdowns
GNK vs. SCHP - Drawdown Comparison
The maximum GNK drawdown since its inception was -98.25%, which is greater than SCHP's maximum drawdown of -14.26%. Use the drawdown chart below to compare losses from any high point for GNK and SCHP.
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Drawdown Indicators
| GNK | SCHP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.25% | -14.26% | -83.99% |
Max Drawdown (1Y)Largest decline over 1 year | -19.16% | -2.78% | -16.38% |
Max Drawdown (5Y)Largest decline over 5 years | -53.91% | -14.26% | -39.65% |
Max Drawdown (10Y)Largest decline over 10 years | -75.46% | -14.26% | -61.20% |
Current DrawdownCurrent decline from peak | -82.82% | -1.35% | -81.47% |
Average DrawdownAverage peak-to-trough decline | -88.28% | -3.97% | -84.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.02% | 0.94% | +6.08% |
Volatility
GNK vs. SCHP - Volatility Comparison
Genco Shipping & Trading Limited (GNK) has a higher volatility of 15.55% compared to Schwab U.S. TIPS ETF (SCHP) at 1.36%. This indicates that GNK's price experiences larger fluctuations and is considered to be riskier than SCHP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GNK | SCHP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.55% | 1.36% | +14.19% |
Volatility (6M)Calculated over the trailing 6-month period | 25.47% | 2.22% | +23.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.57% | 4.04% | +33.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.47% | 6.13% | +36.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 61.10% | 5.60% | +55.50% |