KB vs. SCHG
Compare and contrast key facts about KB Financial Group Inc. (KB) 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: KB or SCHG.
Performance
KB vs. SCHG - Performance Comparison
Returns By Period
In the year-to-date period, KB achieves a 65.12% return, which is significantly higher than SCHG's 31.08% return. Over the past 10 years, KB has underperformed SCHG with an annualized return of 10.68%, while SCHG has yielded a comparatively higher 16.38% annualized return.
KB
65.12%
-5.02%
11.22%
64.29%
17.04%
10.68%
SCHG
31.08%
2.03%
14.01%
38.24%
20.05%
16.38%
Key characteristics
| KB | SCHG | |
|---|---|---|
| Sharpe Ratio | 1.66 | 2.25 |
| Sortino Ratio | 2.53 | 2.94 |
| Omega Ratio | 1.30 | 1.41 |
| Calmar Ratio | 1.70 | 3.09 |
| Martin Ratio | 9.61 | 12.29 |
| Ulcer Index | 6.72% | 3.11% |
| Daily Std Dev | 38.88% | 17.04% |
| Max Drawdown | -84.24% | -34.59% |
| Current Drawdown | -9.59% | -2.59% |
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Correlation
The correlation between KB and SCHG is 0.45, 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
KB vs. SCHG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for KB Financial Group Inc. (KB) 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
KB vs. SCHG - Dividend Comparison
KB's dividend yield for the trailing twelve months is around 3.50%, more than SCHG's 0.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KB KB Financial Group Inc. | 3.50% | 2.81% | 5.78% | 5.27% | 3.97% | 4.32% | 4.00% | 3.06% | 3.10% | 3.05% | 2.17% | 1.19% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.41% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% | 1.07% |
Drawdowns
KB vs. SCHG - Drawdown Comparison
The maximum KB drawdown since its inception was -84.24%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for KB and SCHG. For additional features, visit the drawdowns tool.
Volatility
KB vs. SCHG - Volatility Comparison
KB Financial Group Inc. (KB) has a higher volatility of 11.49% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 5.72%. This indicates that KB'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.