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LMB vs. SCHG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LMB and SCHG is 0.19, 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.


-0.50.00.51.00.2

Performance

LMB vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Limbach Holdings, Inc. (LMB) and Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%80.00%AugustSeptemberOctoberNovemberDecember
53.55%
8.07%
LMB
SCHG

Key characteristics

Sharpe Ratio

LMB:

1.56

SCHG:

2.02

Sortino Ratio

LMB:

2.20

SCHG:

2.64

Omega Ratio

LMB:

1.27

SCHG:

1.36

Calmar Ratio

LMB:

3.56

SCHG:

2.88

Martin Ratio

LMB:

9.13

SCHG:

11.33

Ulcer Index

LMB:

9.66%

SCHG:

3.15%

Daily Std Dev

LMB:

56.34%

SCHG:

17.62%

Max Drawdown

LMB:

-84.10%

SCHG:

-34.59%

Current Drawdown

LMB:

-16.77%

SCHG:

-3.30%

Returns By Period

Over the past 10 years, LMB has outperformed SCHG with an annualized return of 27.68%, while SCHG has yielded a comparatively lower 16.84% annualized return.


LMB

YTD

0.00%

1M

-14.02%

6M

53.00%

1Y

88.12%

5Y*

87.19%

10Y*

27.68%

SCHG

YTD

36.26%

1M

1.37%

6M

10.99%

1Y

36.26%

5Y*

20.03%

10Y*

16.84%

*Annualized

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Risk-Adjusted Performance

LMB vs. SCHG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Limbach Holdings, Inc. (LMB) 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 chart of Sharpe ratio for LMB, currently valued at 1.56, compared to the broader market-4.00-2.000.002.001.562.06
The chart of Sortino ratio for LMB, currently valued at 2.20, compared to the broader market-4.00-2.000.002.004.002.202.68
The chart of Omega ratio for LMB, currently valued at 1.27, compared to the broader market0.501.001.502.001.271.37
The chart of Calmar ratio for LMB, currently valued at 3.56, compared to the broader market0.002.004.006.003.562.93
The chart of Martin ratio for LMB, currently valued at 9.13, compared to the broader market0.005.0010.0015.0020.0025.009.1311.55
LMB
SCHG

The current LMB Sharpe Ratio is 1.56, which is comparable to the SCHG Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of LMB 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.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.504.00AugustSeptemberOctoberNovemberDecember
1.56
2.06
LMB
SCHG

Dividends

LMB vs. SCHG - Dividend Comparison

LMB has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.39%.


TTM2023202220212020201920182017201620152014
LMB
Limbach Holdings, Inc.
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
0.39%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%1.09%

Drawdowns

LMB vs. SCHG - Drawdown Comparison

The maximum LMB drawdown since its inception was -84.10%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for LMB and SCHG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember
-16.77%
-3.30%
LMB
SCHG

Volatility

LMB vs. SCHG - Volatility Comparison

Limbach Holdings, Inc. (LMB) has a higher volatility of 11.33% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 5.54%. This indicates that LMB'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.


5.00%10.00%15.00%20.00%25.00%AugustSeptemberOctoberNovemberDecember
11.33%
5.54%
LMB
SCHG