LSXMK vs. SCHG

Last updated Jun 4, 2026

LSXMK (The Liberty SiriusXM Group) is a stock, while SCHG (Schwab U.S. Large-Cap Growth ETF) is Large Cap Growth Equities fund tracking the Dow Jones U.S. Large-Cap Growth Total Stock Market Index.

Performance

LSXMK vs. SCHG - Performance Comparison

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

Returns By Period

LSXMK

• 1D: 0.00%
• 1M: 0.00%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

SCHG

• 1D: -1.23%
• 1M: 4.81%
• YTD: 6.42%
• 6M: 5.81%
• 1Y: 24.64%
• 3Y*: 25.02%
• 5Y*: 15.59%
• 10Y*: 18.77%

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

LSXMK vs. SCHG - Yearly Performance Comparison

	2026 (YTD)
LSXMK The Liberty SiriusXM Group	0.00%
SCHG Schwab U.S. Large-Cap Growth ETF	11.58%

Return for Risk

LSXMK 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: 39
SCHG Sharpe Ratio Rank: 45
SCHG Sortino Ratio Rank: 43
SCHG Omega Ratio Rank: 43
SCHG Calmar Ratio Rank: 30
SCHG Martin Ratio Rank: 33

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.

LSXMK vs. SCHG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Liberty SiriusXM Group (LSXMK) 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

	LSXMK	SCHG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.60	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.70	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.87	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.84	—

Drawdowns

LSXMK vs. SCHG - Drawdown Comparison

The maximum LSXMK drawdown since its inception was 0.00%, smaller than the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for LSXMK and SCHG.

Drawdown Indicators

	LSXMK	SCHG	Difference
Max Drawdown Largest peak-to-trough decline	0.00%	-34.59%	+34.59%
Max Drawdown (1Y) Largest decline over 1 year	—	-16.41%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-23.39%	—
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	0.00%	-1.78%	+1.78%
Average Drawdown Average peak-to-trough decline	0.00%	-5.20%	+5.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	4.90%	—

Volatility

Volatility by Period

	LSXMK	SCHG	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.61%	—
Volatility (6M) Calculated over the trailing 6-month period	—	11.62%	—
Volatility (1Y) Calculated over the trailing 1-year period	0.00%	15.50%	-15.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.00%	22.27%	-22.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.00%	21.55%	-21.55%

Dividends

LSXMK vs. SCHG - Dividend Comparison

LSXMK has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.36%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LSXMK The Liberty SiriusXM Group	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	0.36%	0.36%	0.39%	0.46%	0.55%	0.42%	0.52%	0.82%	1.27%	1.01%	1.04%	1.22%