LLYVA vs. SCHG

Last updated Apr 2, 2026

Compare and contrast key facts about Liberty Media Corporation Series A Liberty Live Common Stock (LLYVA) 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 Index. It was launched on Dec 11, 2009.

Performance

LLYVA vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Liberty Media Corporation Series A Liberty Live Common Stock (LLYVA) and Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

LLYVA vs. SCHG - Yearly Performance Comparison

	2026 (YTD)	2025
LLYVA Liberty Media Corporation Series A Liberty Live Common Stock	13.26%	-0.72%
SCHG Schwab U.S. Large-Cap Growth ETF	-9.73%	0.68%

Returns By Period

In the year-to-date period, LLYVA achieves a 13.26% return, which is significantly higher than SCHG's -9.73% return.

LLYVA

• 1D: 0.73%
• 1M: -4.86%
• YTD: 13.26%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

SCHG

• 1D: 0.96%
• 1M: -4.46%
• YTD: -9.73%
• 6M: -8.15%
• 1Y: 17.00%
• 3Y*: 22.30%
• 5Y*: 12.76%
• 10Y*: 16.95%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

LLYVA vs. SCHG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SCHG

SCHG Risk / Return Rank: 41
SCHG Sharpe Ratio Rank: 39
SCHG Sortino Ratio Rank: 43
SCHG Omega Ratio Rank: 42
SCHG Calmar Ratio Rank: 40
SCHG Martin Ratio Rank: 39

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LLYVA vs. SCHG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Liberty Media Corporation Series A Liberty Live Common Stock (LLYVA) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	LLYVA	SCHG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.76	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.57	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.79	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.53	0.79	+0.74

Correlation

The correlation between LLYVA and SCHG is 0.40, 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.

Dividends

LLYVA vs. SCHG - Dividend Comparison

LLYVA has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.43%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LLYVA Liberty Media Corporation Series A Liberty Live Common Stock	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	0.43%	0.36%	0.39%	0.46%	0.55%	0.42%	0.52%	0.82%	1.27%	1.01%	1.04%	1.22%

Drawdowns

LLYVA vs. SCHG - Drawdown Comparison

The maximum LLYVA drawdown since its inception was -12.08%, smaller than the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for LLYVA and SCHG.

Drawdown Indicators

	LLYVA	SCHG	Difference
Max Drawdown Largest peak-to-trough decline	-12.08%	-34.59%	+22.51%
Max Drawdown (1Y) Largest decline over 1 year	—	-16.41%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-34.59%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-34.59%	—
Current Drawdown Current decline from peak	-6.06%	-12.51%	+6.45%
Average Drawdown Average peak-to-trough decline	-2.73%	-5.22%	+2.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	4.84%	—

Volatility

Volatility by Period

	LLYVA	SCHG	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	6.77%	—
Volatility (6M) Calculated over the trailing 6-month period	—	12.54%	—
Volatility (1Y) Calculated over the trailing 1-year period	33.32%	22.45%	+10.87%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	33.32%	22.31%	+11.01%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.32%	21.51%	+11.81%