IT vs. SCHG

In the year-to-date period, IT achieves a -10.73% return, which is significantly lower than SCHG's -6.76% return. Over the past 10 years, IT has outperformed SCHG with an annualized return of 17.89%, while SCHG has yielded a comparatively lower 15.31% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Gartner, Inc. (IT) 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.

The current IT Sharpe Ratio is -0.04, which is lower than the SCHG Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of IT and SCHG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

IT has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.44%.

The maximum IT drawdown since its inception was -85.09%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for IT and SCHG. For additional features, visit the drawdowns tool.