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 -18.66%/yr vs 13.84%/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 -37.11% return, which is significantly lower than SCHG's 6.40% return.
HBAR-USD
- 1D
- -1.75%
- 1M
- -17.22%
- 6M
- -43.31%
- YTD
- -37.11%
- 1Y
- -71.75%
- 3Y*
- 8.72%
- 5Y*
- -18.66%
- 10Y*
- —
SCHG
- 1D
- -0.77%
- 1M
- 2.08%
- 6M
- 6.99%
- YTD
- 6.40%
- 1Y
- 17.60%
- 3Y*
- 21.98%
- 5Y*
- 13.84%
- 10Y*
- 18.48%
HBAR-USD vs. SCHG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
HBAR-USD HederaHashgraph | -37.11% | -60.44% | 212.23% | 135.51% | -87.44% | 812.76% | 211.49% | -97.54% |
SCHG Schwab U.S. Large-Cap Growth ETF | 6.40% | 17.50% | 34.95% | 50.10% | -31.80% | 28.11% | 39.14% | 9.46% |
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 | 0.23 |
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 | -2.07 | ||
| Sortino ratioReturn per unit of downside risk | -3.51 | ||
| Omega ratioGain probability vs. loss probability | 0.82 | 1.19 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | -0.93 | 1.08 | -2.01 |
| Martin ratioReturn relative to average drawdown | -1.27 | 3.45 | -4.72 |
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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 | -77.19% | -16.41% | -60.78% |
Max Drawdown (3Y)Largest decline over 3 years | -82.25% | -23.39% | -58.86% |
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 | -86.80% | -1.80% | -85.00% |
Average DrawdownAverage peak-to-trough decline | -74.65% | -5.19% | -69.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 49.16% | 5.11% | +44.05% |
Volatility
HBAR-USD vs. SCHG - Volatility Comparison
HederaHashgraph (HBAR-USD) has a higher volatility of 12.48% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 4.61%. 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 | 12.48% | 4.61% | +7.87% |
Volatility (6M)Calculated over the trailing 6-month period | 40.53% | 12.80% | +27.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 60.07% | 16.35% | +43.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 84.60% | 22.41% | +62.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 107.94% | 21.56% | +86.38% |
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 (12.48%) compared to SCHG (4.61%). In terms of maximum drawdown, HBAR-USD dropped -97.58% vs SCHG's -34.59%.
SCHG currently has the higher Sharpe Ratio (1.08 vs -0.99), 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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