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GOLF vs. SCHG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GOLF and SCHG is 0.44, 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.


-0.50.00.51.00.4

Performance

GOLF vs. SCHG - Performance Comparison

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

260.00%280.00%300.00%320.00%340.00%360.00%380.00%JulyAugustSeptemberOctoberNovemberDecember
350.78%
344.81%
GOLF
SCHG

Key characteristics

Sharpe Ratio

GOLF:

0.49

SCHG:

2.22

Sortino Ratio

GOLF:

0.92

SCHG:

2.86

Omega Ratio

GOLF:

1.11

SCHG:

1.40

Calmar Ratio

GOLF:

0.85

SCHG:

3.13

Martin Ratio

GOLF:

1.77

SCHG:

12.34

Ulcer Index

GOLF:

8.13%

SCHG:

3.14%

Daily Std Dev

GOLF:

29.11%

SCHG:

17.45%

Max Drawdown

GOLF:

-35.46%

SCHG:

-34.59%

Current Drawdown

GOLF:

-7.56%

SCHG:

-2.75%

Returns By Period

In the year-to-date period, GOLF achieves a 12.10% return, which is significantly lower than SCHG's 37.04% return.


GOLF

YTD

12.10%

1M

1.48%

6M

7.80%

1Y

12.07%

5Y*

18.20%

10Y*

N/A

SCHG

YTD

37.04%

1M

3.40%

6M

12.88%

1Y

37.14%

5Y*

20.24%

10Y*

16.77%

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Risk-Adjusted Performance

GOLF vs. SCHG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Acushnet Holdings Corp. (GOLF) 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.


Sharpe ratio
The chart of Sharpe ratio for GOLF, currently valued at 0.49, compared to the broader market-4.00-2.000.002.000.492.22
The chart of Sortino ratio for GOLF, currently valued at 0.92, compared to the broader market-4.00-2.000.002.004.000.922.86
The chart of Omega ratio for GOLF, currently valued at 1.11, compared to the broader market0.501.001.502.001.111.40
The chart of Calmar ratio for GOLF, currently valued at 0.85, compared to the broader market0.002.004.006.000.853.13
The chart of Martin ratio for GOLF, currently valued at 1.77, compared to the broader market-5.000.005.0010.0015.0020.0025.001.7712.34
GOLF
SCHG

The current GOLF Sharpe Ratio is 0.49, which is lower than the SCHG Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of GOLF 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.49
2.22
GOLF
SCHG

Dividends

GOLF vs. SCHG - Dividend Comparison

GOLF's dividend yield for the trailing twelve months is around 1.23%, more than SCHG's 0.41% yield.


TTM20232022202120202019201820172016201520142013
GOLF
Acushnet Holdings Corp.
1.23%1.23%1.70%1.24%1.53%1.72%2.47%2.28%0.00%0.00%0.00%0.00%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.41%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%1.09%1.07%

Drawdowns

GOLF vs. SCHG - Drawdown Comparison

The maximum GOLF drawdown since its inception was -35.46%, roughly equal to the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for GOLF and SCHG. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.56%
-2.75%
GOLF
SCHG

Volatility

GOLF vs. SCHG - Volatility Comparison

Acushnet Holdings Corp. (GOLF) has a higher volatility of 8.08% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 5.07%. This indicates that GOLF'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.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
8.08%
5.07%
GOLF
SCHG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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