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

Correlation

The correlation between HAIL and SCHG is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

HAIL vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Kensho Smart Mobility ETF (HAIL) and Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

HAIL:

0.03

SCHG:

0.67

Sortino Ratio

HAIL:

0.27

SCHG:

1.11

Omega Ratio

HAIL:

1.03

SCHG:

1.16

Calmar Ratio

HAIL:

0.01

SCHG:

0.74

Martin Ratio

HAIL:

0.07

SCHG:

2.47

Ulcer Index

HAIL:

12.65%

SCHG:

7.02%

Daily Std Dev

HAIL:

32.80%

SCHG:

25.26%

Max Drawdown

HAIL:

-65.98%

SCHG:

-34.59%

Current Drawdown

HAIL:

-55.58%

SCHG:

-7.02%

Returns By Period

In the year-to-date period, HAIL achieves a 0.74% return, which is significantly higher than SCHG's -2.92% return.


HAIL

YTD

0.74%

1M

21.45%

6M

0.29%

1Y

1.11%

5Y*

5.72%

10Y*

N/A

SCHG

YTD

-2.92%

1M

10.96%

6M

-2.63%

1Y

16.87%

5Y*

19.58%

10Y*

15.66%

*Annualized

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HAIL vs. SCHG - Expense Ratio Comparison

HAIL has a 0.45% expense ratio, which is higher than SCHG's 0.04% expense ratio.


Risk-Adjusted Performance

HAIL vs. SCHG — Risk-Adjusted Performance Rank

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

HAIL
The Risk-Adjusted Performance Rank of HAIL is 1717
Overall Rank
The Sharpe Ratio Rank of HAIL is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of HAIL is 1919
Sortino Ratio Rank
The Omega Ratio Rank of HAIL is 1818
Omega Ratio Rank
The Calmar Ratio Rank of HAIL is 1515
Calmar Ratio Rank
The Martin Ratio Rank of HAIL is 1616
Martin Ratio Rank

SCHG
The Risk-Adjusted Performance Rank of SCHG is 6666
Overall Rank
The Sharpe Ratio Rank of SCHG is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHG is 6666
Sortino Ratio Rank
The Omega Ratio Rank of SCHG is 6767
Omega Ratio Rank
The Calmar Ratio Rank of SCHG is 7070
Calmar Ratio Rank
The Martin Ratio Rank of SCHG is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HAIL vs. SCHG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Kensho Smart Mobility ETF (HAIL) 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 HAIL Sharpe Ratio is 0.03, which is lower than the SCHG Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of HAIL 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.


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Dividends

HAIL vs. SCHG - Dividend Comparison

HAIL's dividend yield for the trailing twelve months is around 2.72%, more than SCHG's 0.42% yield.


TTM20242023202220212020201920182017201620152014
HAIL
SPDR S&P Kensho Smart Mobility ETF
2.72%2.97%2.62%2.09%1.36%0.52%1.17%2.54%0.00%0.00%0.00%0.00%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.42%0.40%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%1.09%

Drawdowns

HAIL vs. SCHG - Drawdown Comparison

The maximum HAIL drawdown since its inception was -65.98%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for HAIL and SCHG. For additional features, visit the drawdowns tool.


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Volatility

HAIL vs. SCHG - Volatility Comparison

SPDR S&P Kensho Smart Mobility ETF (HAIL) has a higher volatility of 8.60% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 7.90%. This indicates that HAIL'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.


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