KAI vs. SCHG

In the year-to-date period, KAI achieves a -6.14% return, which is significantly lower than SCHG's -0.87% return. Over the past 10 years, KAI has outperformed SCHG with an annualized return of 22.31%, while SCHG has yielded a comparatively lower 15.89% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Kadant Inc. (KAI) 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 KAI Sharpe Ratio is 0.48, which is comparable to the SCHG Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of KAI 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.

KAI's dividend yield for the trailing twelve months is around 0.40%, less than SCHG's 0.41% yield.

The maximum KAI drawdown since its inception was -93.36%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for KAI and SCHG.

Kadant Inc. (KAI) has a higher volatility of 12.86% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 5.73%. This indicates that KAI'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.