LOOMIS.ST vs. SCHO

Last updated Jun 4, 2026

LOOMIS.ST (Loomis AB ser. B) is a stock, while SCHO (Schwab Short-Term U.S. Treasury ETF) is Government Bonds fund tracking the Bloomberg U.S. Treasury 1-3 Year Index. Over the past 10 years, LOOMIS.ST returned 11.14%/yr vs 3.20%/yr for SCHO. At a correlation of -0.07, they often move in opposite directions.

Performance

LOOMIS.ST vs. SCHO - Performance Comparison

The chart below illustrates the hypothetical performance of a SEK 10,000 investment in Loomis AB ser. B (LOOMIS.ST) and Schwab Short-Term U.S. Treasury ETF (SCHO). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

LOOMIS.ST is traded in SEK, while SCHO is traded in USD. To make them comparable, the SCHO values have been converted to SEK using the latest available exchange rates.

Returns By Period

In the year-to-date period, LOOMIS.ST achieves a 20.18% return, which is significantly higher than SCHO's 2.34% return. Over the past 10 years, LOOMIS.ST has outperformed SCHO with an annualized return of 11.14%, while SCHO has yielded a comparatively lower 3.20% annualized return.

LOOMIS.ST

• 1D: -0.88%
• 1M: 7.51%
• YTD: 20.18%
• 6M: 24.25%
• 1Y: 26.39%
• 3Y*: 18.92%
• 5Y*: 15.43%
• 10Y*: 11.14%

SCHO

• 1D: 0.93%
• 1M: 1.37%
• YTD: 2.34%
• 6M: 1.24%
• 1Y: 1.04%
• 3Y*: -0.56%
• 5Y*: 4.45%
• 10Y*: 3.20%

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

LOOMIS.ST vs. SCHO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LOOMIS.ST Loomis AB ser. B	20.18%	20.26%	32.10%	-2.72%	23.04%	8.81%	-40.30%	39.64%	-14.65%	30.19%
SCHO Schwab Short-Term U.S. Treasury ETF	2.34%	-12.09%	13.77%	1.02%	10.68%	9.27%	-9.55%	9.22%	9.89%	-9.62%

Correlation

The correlation between LOOMIS.ST and SCHO is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.02
Correlation (3Y) Calculated over the trailing 3-year period	-0.06
Correlation (5Y) Calculated over the trailing 5-year period	-0.14
Correlation (10Y) Calculated over the trailing 10-year period	-0.09
Correlation (All Time) Calculated using the full available price history since Aug 6, 2010	-0.07

The correlation between LOOMIS.ST and SCHO shifts across timeframes, from -0.14 (5 years) to -0.02 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

LOOMIS.ST vs. SCHO — Risk / Return Rank

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

LOOMIS.ST

LOOMIS.ST Risk / Return Rank: 70
LOOMIS.ST Sharpe Ratio Rank: 73
LOOMIS.ST Sortino Ratio Rank: 69
LOOMIS.ST Omega Ratio Rank: 69
LOOMIS.ST Calmar Ratio Rank: 70
LOOMIS.ST Martin Ratio Rank: 69

SCHO

SCHO Risk / Return Rank: 81
SCHO Sharpe Ratio Rank: 74
SCHO Sortino Ratio Rank: 88
SCHO Omega Ratio Rank: 81
SCHO Calmar Ratio Rank: 77
SCHO Martin Ratio Rank: 83

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.

LOOMIS.ST vs. SCHO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Loomis AB ser. B (LOOMIS.ST) and Schwab Short-Term U.S. Treasury ETF (SCHO). 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.

	LOOMIS.ST	SCHO	Difference
Sharpe ratio: Return per unit of total volatility	1.06	0.12	+0.94
Sortino ratio: Return per unit of downside risk	1.68	0.23	+1.45
Omega ratio: Gain probability vs. loss probability	1.22	1.03	+0.19
Calmar ratio: Return relative to maximum drawdown	1.58	0.12	+1.45
Martin ratio: Return relative to average drawdown	3.41	0.34	+3.08
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LOOMIS.ST vs. SCHO - Sharpe Ratio Comparison

The current LOOMIS.ST Sharpe Ratio is 1.06, which is higher than the SCHO Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of LOOMIS.ST and SCHO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	LOOMIS.ST	SCHO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.06	0.12	+0.94
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.55	0.41	+0.13
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.35	0.32	+0.03
Sharpe Ratio (All Time) Calculated using the full available price history	0.53	0.29	+0.23

Drawdowns

LOOMIS.ST vs. SCHO - Drawdown Comparison

The maximum LOOMIS.ST drawdown since its inception was -61.81%, which is greater than SCHO's maximum drawdown of -20.85%. Use the drawdown chart below to compare losses from any high point for LOOMIS.ST and SCHO.

Drawdown Indicators

	LOOMIS.ST	SCHO	Difference
Max Drawdown Largest peak-to-trough decline	-61.81%	-20.85%	-40.96%
Max Drawdown (1Y) Largest decline over 1 year	-16.95%	-8.34%	-8.61%
Max Drawdown (3Y) Largest decline over 3 years	-22.09%	-17.91%	-4.18%
Max Drawdown (5Y) Largest decline over 5 years	-28.14%	-17.91%	-10.23%
Max Drawdown (10Y) Largest decline over 10 years	-61.81%	-20.85%	-40.96%
Current Drawdown Current decline from peak	-5.76%	-11.56%	+5.80%
Average Drawdown Average peak-to-trough decline	-13.71%	-7.78%	-5.93%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.79%	3.08%	+4.71%

Volatility

LOOMIS.ST vs. SCHO - Volatility Comparison

Loomis AB ser. B (LOOMIS.ST) has a higher volatility of 10.68% compared to Schwab Short-Term U.S. Treasury ETF (SCHO) at 2.17%. This indicates that LOOMIS.ST's price experiences larger fluctuations and is considered to be riskier than SCHO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LOOMIS.ST	SCHO	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.68%	2.17%	+8.51%
Volatility (6M) Calculated over the trailing 6-month period	19.91%	7.10%	+12.81%
Volatility (1Y) Calculated over the trailing 1-year period	25.27%	9.04%	+16.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.35%	10.85%	+17.50%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	31.84%	10.12%	+21.72%

Dividends

LOOMIS.ST vs. SCHO - Dividend Comparison

LOOMIS.ST's dividend yield for the trailing twelve months is around 4.46%, more than SCHO's 3.91% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LOOMIS.ST Loomis AB ser. B	4.46%	3.59%	3.72%	4.48%	2.97%	2.49%	2.43%	2.58%	3.15%	2.32%	2.58%	2.27%
SCHO Schwab Short-Term U.S. Treasury ETF	3.91%	4.06%	4.29%	3.76%	1.34%	0.41%	1.27%	2.27%	1.60%	1.12%	0.82%	0.68%

Frequently Asked Questions

Can I hold both LOOMIS.ST and SCHO in my portfolio?

LOOMIS.ST and SCHO have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.