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

Correlation

The correlation between LUNR and SCHG is 0.09, 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.


-0.50.00.51.00.1

Performance

LUNR vs. SCHG - Performance Comparison

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

-60.00%-40.00%-20.00%0.00%20.00%40.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
40.62%
39.53%
LUNR
SCHG

Key characteristics

Sharpe Ratio

LUNR:

3.15

SCHG:

2.22

Sortino Ratio

LUNR:

3.66

SCHG:

2.86

Omega Ratio

LUNR:

1.44

SCHG:

1.40

Calmar Ratio

LUNR:

4.35

SCHG:

3.13

Martin Ratio

LUNR:

9.68

SCHG:

12.34

Ulcer Index

LUNR:

43.80%

SCHG:

3.14%

Daily Std Dev

LUNR:

134.76%

SCHG:

17.45%

Max Drawdown

LUNR:

-97.43%

SCHG:

-34.59%

Current Drawdown

LUNR:

-83.45%

SCHG:

-2.75%

Returns By Period

In the year-to-date period, LUNR achieves a 431.12% return, which is significantly higher than SCHG's 37.04% return.


LUNR

YTD

431.12%

1M

12.43%

6M

270.77%

1Y

430.08%

5Y*

N/A

10Y*

N/A

SCHG

YTD

37.04%

1M

3.40%

6M

12.88%

1Y

37.14%

5Y*

20.24%

10Y*

16.77%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

LUNR vs. SCHG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Intuitive Machines Inc. (LUNR) 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.


Sharpe ratio
The chart of Sharpe ratio for LUNR, currently valued at 3.15, compared to the broader market-4.00-2.000.002.003.152.22
The chart of Sortino ratio for LUNR, currently valued at 3.66, compared to the broader market-4.00-2.000.002.004.003.662.86
The chart of Omega ratio for LUNR, currently valued at 1.44, compared to the broader market0.501.001.502.001.441.40
The chart of Calmar ratio for LUNR, currently valued at 4.35, compared to the broader market0.002.004.006.004.353.13
The chart of Martin ratio for LUNR, currently valued at 9.68, compared to the broader market-5.000.005.0010.0015.0020.0025.009.6812.34
LUNR
SCHG

The current LUNR Sharpe Ratio is 3.15, which is higher than the SCHG Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of LUNR 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 Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
3.15
2.22
LUNR
SCHG

Dividends

LUNR vs. SCHG - Dividend Comparison

LUNR has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.41%.


TTM20232022202120202019201820172016201520142013
LUNR
Intuitive Machines Inc.
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
0.41%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%1.09%1.07%

Drawdowns

LUNR vs. SCHG - Drawdown Comparison

The maximum LUNR drawdown since its inception was -97.43%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for LUNR and SCHG. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-83.45%
-2.75%
LUNR
SCHG

Volatility

LUNR vs. SCHG - Volatility Comparison

Intuitive Machines Inc. (LUNR) has a higher volatility of 33.63% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 5.07%. This indicates that LUNR'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.


0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
33.63%
5.07%
LUNR
SCHG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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