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GNK vs. SCHP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GNK vs. SCHP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Genco Shipping & Trading Limited (GNK) and Schwab U.S. TIPS ETF (SCHP). The values are adjusted to include any dividend payments, if applicable.

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GNK vs. SCHP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

GNK vs. SCHP — Risk / Return Rank

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

GNK
GNK Risk / Return Rank: 9090
Overall Rank
GNK Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
GNK Sortino Ratio Rank: 8989
Sortino Ratio Rank
GNK Omega Ratio Rank: 8787
Omega Ratio Rank
GNK Calmar Ratio Rank: 9191
Calmar Ratio Rank
GNK Martin Ratio Rank: 9191
Martin Ratio Rank

SCHP
SCHP Risk / Return Rank: 3434
Overall Rank
SCHP Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
SCHP Sortino Ratio Rank: 3232
Sortino Ratio Rank
SCHP Omega Ratio Rank: 2929
Omega Ratio Rank
SCHP Calmar Ratio Rank: 3838
Calmar Ratio Rank
SCHP Martin Ratio Rank: 3333
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.

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.


GNKSCHPDifference

Sharpe ratio

Return per unit of total volatility

2.11

0.71

+1.41

Sortino ratio

Return per unit of downside risk

2.75

0.98

+1.77

Omega ratio

Gain probability vs. loss probability

1.36

1.13

+0.23

Calmar ratio

Return relative to maximum drawdown

4.33

1.03

+3.30

Martin ratio

Return relative to average drawdown

11.83

3.07

+8.76

GNK vs. SCHP - Sharpe Ratio Comparison

The current GNK Sharpe Ratio is 2.11, which is higher than the SCHP Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of GNK and SCHP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GNKSCHPDifference

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.


TTM20252024202320222021202020192018201720162015
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


GNKSCHPDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-82.82%

-1.35%

-81.47%

Average Drawdown

Average peak-to-trough decline

-88.28%

-3.97%

-84.31%

Ulcer Index

Depth 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


GNKSCHPDifference

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%