ICUI vs. SWLGX
Compare and contrast key facts about ICU Medical, Inc. (ICUI) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX).
SWLGX is a passively managed fund by Charles Schwab that tracks the performance of the Russell 1000 Growth Index. It was launched on Dec 20, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ICUI or SWLGX.
Key characteristics
| ICUI | SWLGX | |
|---|---|---|
| YTD Return | 0.25% | 9.52% |
| 1Y Return | -45.99% | 37.95% |
| 3Y Return (Ann) | -21.56% | 10.11% |
| 5Y Return (Ann) | -15.44% | 16.98% |
| Sharpe Ratio | -1.01 | 2.45 |
| Daily Std Dev | 46.34% | 15.21% |
| Max Drawdown | -73.82% | -32.69% |
| Current Drawdown | -67.72% | -2.27% |
Correlation
The correlation between ICUI and SWLGX is 0.43, 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.
Performance
ICUI vs. SWLGX - Performance Comparison
In the year-to-date period, ICUI achieves a 0.25% return, which is significantly lower than SWLGX's 9.52% 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
ICUI vs. SWLGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ICU Medical, Inc. (ICUI) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX). 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
ICUI vs. SWLGX - Dividend Comparison
ICUI has not paid dividends to shareholders, while SWLGX's dividend yield for the trailing twelve months is around 0.61%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
ICUI ICU Medical, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SWLGX Schwab U.S. Large-Cap Growth Index Fund | 0.61% | 0.67% | 0.93% | 1.76% | 0.67% | 0.96% | 1.03% |
Drawdowns
ICUI vs. SWLGX - Drawdown Comparison
The maximum ICUI drawdown since its inception was -73.82%, which is greater than SWLGX's maximum drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for ICUI and SWLGX. For additional features, visit the drawdowns tool.
Volatility
ICUI vs. SWLGX - Volatility Comparison
ICU Medical, Inc. (ICUI) has a higher volatility of 8.35% compared to Schwab U.S. Large-Cap Growth Index Fund (SWLGX) at 5.54%. This indicates that ICUI's price experiences larger fluctuations and is considered to be riskier than SWLGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.