LOMA vs. SCHF
LOMA (Loma Negra Compañía Industrial Argentina Sociedad Anónima) is a stock, while SCHF (Schwab International Equity ETF) is Foreign Large Cap Equities fund tracking the FTSE Developed ex U.S. Index. Over the past 5 years, LOMA returned 15.99%/yr vs 10.08%/yr for SCHF. Their 0.39 correlation means their historical movements had little consistent relationship.
Performance
LOMA vs. SCHF - Performance Comparison
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Returns By Period
In the year-to-date period, LOMA achieves a -11.35% return, which is significantly lower than SCHF's 14.79% return.
LOMA
- 1D
- -3.12%
- 1M
- -2.38%
- 6M
- -0.43%
- YTD
- -11.35%
- 1Y
- -1.29%
- 3Y*
- 20.51%
- 5Y*
- 15.99%
- 10Y*
- —
- ALL TIME*
- -2.38%
SCHF
- 1D
- -0.58%
- 1M
- -0.15%
- 6M
- 8.48%
- YTD
- 14.79%
- 1Y
- 30.87%
- 3Y*
- 18.32%
- 5Y*
- 10.08%
- 10Y*
- 10.18%
- ALL TIME*
- 7.84%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $3.97M | $4.15M | $4.84M | |
| $215.25M | $219.24M | $213.98M |
LOMA vs. SCHF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LOMA Loma Negra Compañía Industrial Argentina Sociedad Anónima | -11.35% | 8.46% | 68.41% | 21.03% | 26.57% | 8.46% | -16.62% | -29.74% | -51.69% | 6.42% |
SCHF Schwab International Equity ETF | 14.79% | 34.55% | 3.28% | 18.35% | -14.80% | 11.40% | 9.48% | 22.26% | -14.29% | 2.36% |
Correlation
The correlation between LOMA and SCHF is 0.42, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.42 |
Correlation (3Y) Balances recent behavior with more history. | 0.40 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.41 |
Correlation (All Time) Calculated using the full available price history since Nov 1, 2017 | 0.39 |
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Return for Risk
LOMA vs. SCHF — Risk / Return Rank
LOMA
SCHF
LOMA vs. SCHF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Loma Negra Compañía Industrial Argentina Sociedad Anónima (LOMA) and Schwab International Equity ETF (SCHF). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| LOMA | SCHF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.78 | ||
| Sortino ratioReturn per unit of downside risk | -1.97 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.32 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.03 | 2.65 | -2.68 |
| Martin ratioReturn relative to average drawdown | -0.07 | 9.84 | -9.91 |
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Drawdowns
LOMA vs. SCHF - Drawdown Comparison
The maximum LOMA drawdown since its inception was -87.17%, which is greater than SCHF's maximum drawdown of -34.87%. Use the drawdown chart below to compare losses from any high point for LOMA and SCHF.
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Drawdown Indicators
| LOMA | SCHF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.17% | -34.87% | -52.30% |
Max Drawdown (1Y)Largest decline over 1 year | -42.87% | -11.48% | -31.39% |
Max Drawdown (3Y)Largest decline over 3 years | -48.26% | -13.41% | -34.85% |
Max Drawdown (5Y)Largest decline over 5 years | -48.26% | -29.14% | -19.12% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.87% | — |
Current DrawdownCurrent decline from peak | -29.90% | -2.45% | -27.45% |
Average DrawdownAverage peak-to-trough decline | -56.55% | -7.33% | -49.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.29% | 3.08% | +16.21% |
Volatility
LOMA vs. SCHF - Volatility Comparison
Loma Negra Compañía Industrial Argentina Sociedad Anónima (LOMA) has a higher volatility of 13.52% compared to Schwab International Equity ETF (SCHF) at 5.38%. This indicates that LOMA's price experiences larger fluctuations and is considered to be riskier than SCHF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LOMA | SCHF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.52% | 5.38% | +8.14% |
Volatility (6M)Calculated over the trailing 6-month period | 33.55% | 15.48% | +18.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 58.67% | 17.39% | +41.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.41% | 16.70% | +29.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 55.14% | 17.05% | +38.09% |
Dividends
LOMA vs. SCHF - Dividend Comparison
LOMA has not paid dividends to shareholders, while SCHF's dividend yield for the trailing twelve months is around 3.07%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOMA Loma Negra Compañía Industrial Argentina Sociedad Anónima | 0.00% | 0.00% | 0.00% | 14.64% | 15.68% | 0.00% | 4.23% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHF Schwab International Equity ETF | 3.07% | 3.42% | 3.26% | 2.97% | 2.80% | 3.19% | 2.08% | 2.95% | 3.06% | 2.35% | 2.58% | 2.26% |
Frequently Asked Questions
LOMA and SCHF have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LOMA has higher volatility (13.52%) compared to SCHF (5.38%). In terms of maximum drawdown, LOMA dropped -87.17% vs SCHF's -34.87%.
SCHF currently has the higher Sharpe Ratio (1.75 vs -0.02), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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