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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GNK or SCHP.
Key characteristics
| GNK | SCHP | |
|---|---|---|
| YTD Return | 12.13% | 3.10% |
| 1Y Return | 46.63% | 6.38% |
| 3Y Return (Ann) | 12.75% | -1.94% |
| 5Y Return (Ann) | 17.32% | 2.28% |
| 10Y Return (Ann) | -16.98% | 2.21% |
| Sharpe Ratio | 1.43 | 1.29 |
| Sortino Ratio | 2.08 | 1.90 |
| Omega Ratio | 1.24 | 1.23 |
| Calmar Ratio | 0.48 | 0.51 |
| Martin Ratio | 3.36 | 6.20 |
| Ulcer Index | 13.00% | 1.05% |
| Daily Std Dev | 30.49% | 5.06% |
| Max Drawdown | -98.25% | -14.26% |
| Current Drawdown | -88.21% | -6.27% |
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.
Performance
GNK vs. SCHP - Performance Comparison
In the year-to-date period, GNK achieves a 12.13% return, which is significantly higher than SCHP's 3.10% return. Over the past 10 years, GNK has underperformed SCHP with an annualized return of -16.98%, while SCHP has yielded a comparatively higher 2.21% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
GNK vs. SCHP - Risk-Adjusted Performance 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.
Dividends
GNK vs. SCHP - Dividend Comparison
GNK's dividend yield for the trailing twelve months is around 7.52%, more than SCHP's 2.82% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GNK Genco Shipping & Trading Limited | 7.52% | 5.73% | 17.84% | 2.00% | 3.19% | 4.71% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHP Schwab U.S. TIPS ETF | 2.82% | 3.02% | 7.19% | 4.39% | 1.11% | 2.02% | 2.63% | 1.90% | 1.38% | 0.28% | 1.30% | 0.67% |
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. For additional features, visit the drawdowns tool.
Volatility
GNK vs. SCHP - Volatility Comparison
Genco Shipping & Trading Limited (GNK) has a higher volatility of 9.21% compared to Schwab U.S. TIPS ETF (SCHP) at 1.16%. 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.