HBAR-USD vs. SCHG
Compare and contrast key facts about HederaHashgraph (HBAR-USD) and Schwab U.S. Large-Cap Growth ETF (SCHG).
SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Total Return Index. It was launched on Dec 11, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HBAR-USD or SCHG.
Key characteristics
HBAR-USD | SCHG | |
---|---|---|
YTD Return | -42.67% | 33.60% |
1Y Return | -18.72% | 45.51% |
3Y Return (Ann) | -51.14% | 10.73% |
5Y Return (Ann) | 5.94% | 21.01% |
Sharpe Ratio | -0.59 | 2.70 |
Sortino Ratio | -1.03 | 3.46 |
Omega Ratio | 0.90 | 1.49 |
Calmar Ratio | 0.01 | 3.72 |
Martin Ratio | -1.38 | 14.83 |
Ulcer Index | 50.99% | 3.10% |
Daily Std Dev | 91.59% | 17.06% |
Max Drawdown | -92.80% | -34.59% |
Current Drawdown | -90.27% | 0.00% |
Correlation
The correlation between HBAR-USD and SCHG is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
HBAR-USD vs. SCHG - Performance Comparison
In the year-to-date period, HBAR-USD achieves a -42.67% return, which is significantly lower than SCHG's 33.60% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
HBAR-USD vs. SCHG - Risk-Adjusted Performance 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.
Drawdowns
HBAR-USD vs. SCHG - Drawdown Comparison
The maximum HBAR-USD drawdown since its inception was -92.80%, 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. For additional features, visit the drawdowns tool.
Volatility
HBAR-USD vs. SCHG - Volatility Comparison
HederaHashgraph (HBAR-USD) has a higher volatility of 20.14% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 5.36%. 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.