HBAR-USD vs. SCHG
HBAR-USD (HederaHashgraph) is a cryptocurrency, while SCHG (Schwab U.S. Large-Cap Growth ETF) is Large Cap Growth Equities fund tracking the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. Over the past 5 years, HBAR-USD returned -18.24%/yr vs 15.59%/yr for SCHG. At a 0.23 correlation, their price movements are largely independent.
Performance
HBAR-USD vs. SCHG - Performance Comparison
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Returns By Period
In the year-to-date period, HBAR-USD achieves a -19.88% return, which is significantly lower than SCHG's 6.42% return.
HBAR-USD
- 1D
- -2.08%
- 1M
- -3.05%
- YTD
- -19.88%
- 6M
- -41.77%
- 1Y
- -50.54%
- 3Y*
- 19.26%
- 5Y*
- -18.24%
- 10Y*
- —
SCHG
- 1D
- -1.23%
- 1M
- 4.81%
- YTD
- 6.42%
- 6M
- 5.81%
- 1Y
- 24.64%
- 3Y*
- 25.02%
- 5Y*
- 15.59%
- 10Y*
- 18.77%
HBAR-USD vs. SCHG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
HBAR-USD HederaHashgraph | -19.88% | -60.44% | 212.23% | 135.51% | -87.44% | 812.76% | 211.49% | -88.67% |
SCHG Schwab U.S. Large-Cap Growth ETF | 6.42% | 17.50% | 34.95% | 50.10% | -31.80% | 28.11% | 39.14% | 9.02% |
Correlation
The correlation between HBAR-USD and SCHG is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Sep 18, 2019 | 0.23 |
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Return for Risk
HBAR-USD vs. SCHG — Risk / Return Rank
HBAR-USD
SCHG
HBAR-USD vs. SCHG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for HederaHashgraph (HBAR-USD) 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.
| HBAR-USD | SCHG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.64 | 1.60 | -2.24 |
Sortino ratioReturn per unit of downside risk | -0.78 | 2.18 | -2.95 |
Omega ratioGain probability vs. loss probability | 0.93 | 1.28 | -0.35 |
Calmar ratioReturn relative to maximum drawdown | -0.69 | 1.51 | -2.20 |
Martin ratioReturn relative to average drawdown | -1.00 | 5.04 | -6.05 |
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
| HBAR-USD | SCHG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.64 | 1.60 | -2.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.18 | 0.70 | -0.88 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.87 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.01 | 0.84 | -0.85 |
Drawdowns
HBAR-USD vs. SCHG - Drawdown Comparison
The maximum HBAR-USD drawdown since its inception was -92.79%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for HBAR-USD and SCHG.
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Drawdown Indicators
| HBAR-USD | SCHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.79% | -34.59% | -58.20% |
Max Drawdown (1Y)Largest decline over 1 year | -73.25% | -16.41% | -56.84% |
Max Drawdown (3Y)Largest decline over 3 years | -79.18% | -23.39% | -55.79% |
Max Drawdown (5Y)Largest decline over 5 years | -92.79% | -34.59% | -58.20% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.59% | — |
Current DrawdownCurrent decline from peak | -83.19% | -1.78% | -81.41% |
Average DrawdownAverage peak-to-trough decline | -67.01% | -5.20% | -61.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 50.14% | 4.90% | +45.24% |
Volatility
HBAR-USD vs. SCHG - Volatility Comparison
HederaHashgraph (HBAR-USD) has a higher volatility of 17.30% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 3.61%. This indicates that HBAR-USD'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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Volatility by Period
| HBAR-USD | SCHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.30% | 3.61% | +13.69% |
Volatility (6M)Calculated over the trailing 6-month period | 44.03% | 11.62% | +32.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 65.51% | 15.50% | +50.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 85.38% | 22.27% | +63.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 105.84% | 21.55% | +84.29% |
Frequently Asked Questions
HBAR-USD and SCHG have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HBAR-USD has higher volatility (17.30%) compared to SCHG (3.61%). In terms of maximum drawdown, HBAR-USD dropped -92.79% vs SCHG's -34.59%.
SCHG currently has the higher Sharpe Ratio (1.60 vs -0.64), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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