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 -16.28%/yr vs 13.03%/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 -31.04% return, which is significantly lower than SCHG's 0.23% return.
HBAR-USD
- 1D
- -3.06%
- 1M
- -15.31%
- YTD
- -31.04%
- 6M
- -32.73%
- 1Y
- -51.17%
- 3Y*
- 13.77%
- 5Y*
- -16.28%
- 10Y*
- —
SCHG
- 1D
- -1.09%
- 1M
- -5.54%
- YTD
- 0.23%
- 6M
- -1.26%
- 1Y
- 14.41%
- 3Y*
- 22.19%
- 5Y*
- 13.03%
- 10Y*
- 18.78%
HBAR-USD vs. SCHG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
HBAR-USD HederaHashgraph | -31.04% | -60.44% | 212.23% | 135.51% | -87.44% | 812.76% | 211.49% | -97.54% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.23% | 17.50% | 34.95% | 50.10% | -31.80% | 28.11% | 39.14% | 9.46% |
Correlation
The correlation between HBAR-USD and SCHG is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Sep 17, 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| HBAR-USD | SCHG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.56 | ||
| Sortino ratioReturn per unit of downside risk | -2.13 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.16 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | -0.68 | 0.88 | -1.57 |
| Martin ratioReturn relative to average drawdown | -0.96 | 2.86 | -3.82 |
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Drawdowns
HBAR-USD vs. SCHG - Drawdown Comparison
The maximum HBAR-USD drawdown since its inception was -97.58%, 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 | -97.58% | -34.59% | -62.99% |
Max Drawdown (1Y)Largest decline over 1 year | -74.90% | -16.41% | -58.49% |
Max Drawdown (3Y)Largest decline over 3 years | -80.46% | -23.39% | -57.07% |
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 | -85.53% | -7.50% | -78.03% |
Average DrawdownAverage peak-to-trough decline | -74.55% | -5.20% | -69.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 47.37% | 5.05% | +42.32% |
Volatility
HBAR-USD vs. SCHG - Volatility Comparison
HederaHashgraph (HBAR-USD) has a higher volatility of 17.19% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 5.91%. 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 | 17.19% | 5.91% | +11.28% |
Volatility (6M)Calculated over the trailing 6-month period | 42.43% | 12.49% | +29.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 64.05% | 16.18% | +47.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 84.80% | 22.39% | +62.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 108.33% | 21.58% | +86.75% |
Frequently Asked Questions
HBAR-USD and SCHG have a correlation of 0.30, 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 (17.19%) compared to SCHG (5.91%). In terms of maximum drawdown, HBAR-USD dropped -97.58% vs SCHG's -34.59%.
SCHG currently has the higher Sharpe Ratio (0.89 vs -0.66), 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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