HWKN vs. SCHG
Compare and contrast key facts about Hawkins, Inc. (HWKN) 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: HWKN or SCHG.
Performance
HWKN vs. SCHG - Performance Comparison
Returns By Period
In the year-to-date period, HWKN achieves a 83.13% return, which is significantly higher than SCHG's 32.77% return. Over the past 10 years, HWKN has outperformed SCHG with an annualized return of 22.63%, while SCHG has yielded a comparatively lower 16.44% annualized return.
HWKN
83.13%
4.30%
46.64%
107.33%
47.14%
22.63%
SCHG
32.77%
2.85%
15.79%
38.25%
20.42%
16.44%
Key characteristics
| HWKN | SCHG | |
|---|---|---|
| Sharpe Ratio | 2.74 | 2.29 |
| Sortino Ratio | 3.55 | 2.97 |
| Omega Ratio | 1.46 | 1.42 |
| Calmar Ratio | 5.19 | 3.14 |
| Martin Ratio | 17.53 | 12.46 |
| Ulcer Index | 6.17% | 3.12% |
| Daily Std Dev | 39.53% | 16.99% |
| Max Drawdown | -44.76% | -34.59% |
| Current Drawdown | -4.48% | -1.33% |
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Correlation
The correlation between HWKN and SCHG is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
HWKN vs. SCHG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Hawkins, Inc. (HWKN) 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.
Dividends
HWKN vs. SCHG - Dividend Comparison
HWKN's dividend yield for the trailing twelve months is around 0.53%, more than SCHG's 0.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HWKN Hawkins, Inc. | 0.53% | 0.88% | 1.45% | 1.28% | 1.78% | 2.01% | 2.17% | 2.44% | 1.52% | 2.18% | 1.71% | 1.88% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.40% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% | 1.07% |
Drawdowns
HWKN vs. SCHG - Drawdown Comparison
The maximum HWKN drawdown since its inception was -44.76%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for HWKN and SCHG. For additional features, visit the drawdowns tool.
Volatility
HWKN vs. SCHG - Volatility Comparison
Hawkins, Inc. (HWKN) has a higher volatility of 15.14% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 5.50%. This indicates that HWKN'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.