KRYS vs. SCHG
Compare and contrast key facts about Krystal Biotech, Inc. (KRYS) 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: KRYS or SCHG.
Performance
KRYS vs. SCHG - Performance Comparison
Returns By Period
In the year-to-date period, KRYS achieves a 46.94% return, which is significantly higher than SCHG's 32.77% return.
KRYS
46.94%
4.05%
11.41%
78.68%
27.42%
N/A
SCHG
32.77%
2.85%
15.79%
38.25%
20.42%
16.44%
Key characteristics
| KRYS | SCHG | |
|---|---|---|
| Sharpe Ratio | 1.39 | 2.29 |
| Sortino Ratio | 2.78 | 2.97 |
| Omega Ratio | 1.32 | 1.42 |
| Calmar Ratio | 3.49 | 3.14 |
| Martin Ratio | 7.84 | 12.46 |
| Ulcer Index | 10.21% | 3.12% |
| Daily Std Dev | 57.41% | 16.99% |
| Max Drawdown | -53.42% | -34.59% |
| Current Drawdown | -14.68% | -1.33% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between KRYS and SCHG is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
KRYS vs. SCHG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Krystal Biotech, Inc. (KRYS) 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
KRYS vs. SCHG - Dividend Comparison
KRYS has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.40%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KRYS Krystal Biotech, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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
KRYS vs. SCHG - Drawdown Comparison
The maximum KRYS drawdown since its inception was -53.42%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for KRYS and SCHG. For additional features, visit the drawdowns tool.
Volatility
KRYS vs. SCHG - Volatility Comparison
Krystal Biotech, Inc. (KRYS) has a higher volatility of 13.49% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 5.50%. This indicates that KRYS'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.