MBGYY vs. SCHG
MBGYY (Mercedes-Benz Group AG) 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. Over the past 3 years, MBGYY returned -7.21%/yr vs 21.98%/yr for SCHG. At a 0.40 correlation, their price movements are largely independent.
Performance
MBGYY vs. SCHG - Performance Comparison
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Returns By Period
In the year-to-date period, MBGYY achieves a -20.85% return, which is significantly lower than SCHG's 6.40% return.
MBGYY
- 1D
- -0.84%
- 1M
- -4.33%
- 6M
- -18.91%
- YTD
- -20.85%
- 1Y
- -7.72%
- 3Y*
- -7.21%
- 5Y*
- —
- 10Y*
- —
SCHG
- 1D
- -0.77%
- 1M
- 2.08%
- 6M
- 6.99%
- YTD
- 6.40%
- 1Y
- 17.60%
- 3Y*
- 21.98%
- 5Y*
- 13.84%
- 10Y*
- 18.48%
MBGYY vs. SCHG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
MBGYY Mercedes-Benz Group AG | -20.85% | 38.11% | -13.59% | 13.78% | 16.29% |
SCHG Schwab U.S. Large-Cap Growth ETF | 6.40% | 17.50% | 34.95% | 50.10% | -7.63% |
Correlation
The correlation between MBGYY and SCHG is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Sep 19, 2022 | 0.40 |
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Return for Risk
MBGYY vs. SCHG — Risk / Return Rank
MBGYY
SCHG
MBGYY vs. SCHG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mercedes-Benz Group AG (MBGYY) 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.
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.
| MBGYY | SCHG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.35 | ||
| Sortino ratioReturn per unit of downside risk | -1.73 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.19 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | -0.28 | 1.08 | -1.36 |
| Martin ratioReturn relative to average drawdown | -0.69 | 3.45 | -4.14 |
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Drawdowns
MBGYY vs. SCHG - Drawdown Comparison
The maximum MBGYY drawdown since its inception was -33.47%, roughly equal to the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for MBGYY and SCHG.
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Drawdown Indicators
| MBGYY | SCHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.47% | -34.59% | +1.12% |
Max Drawdown (1Y)Largest decline over 1 year | -27.72% | -16.41% | -11.31% |
Max Drawdown (3Y)Largest decline over 3 years | -33.47% | -23.39% | -10.08% |
Max Drawdown (5Y)Largest decline over 5 years | — | -34.59% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.59% | — |
Current DrawdownCurrent decline from peak | -23.00% | -1.80% | -21.20% |
Average DrawdownAverage peak-to-trough decline | -12.11% | -5.19% | -6.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.27% | 5.11% | +6.16% |
Volatility
MBGYY vs. SCHG - Volatility Comparison
Mercedes-Benz Group AG (MBGYY) has a higher volatility of 10.54% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 4.61%. This indicates that MBGYY'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.
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Volatility by Period
| MBGYY | SCHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.54% | 4.61% | +5.93% |
Volatility (6M)Calculated over the trailing 6-month period | 21.19% | 12.80% | +8.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.63% | 16.35% | +12.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.89% | 22.41% | +5.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.89% | 21.56% | +6.33% |
Dividends
MBGYY vs. SCHG - Dividend Comparison
MBGYY's dividend yield for the trailing twelve months is around 7.77%, more than SCHG's 0.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MBGYY Mercedes-Benz Group AG | 7.77% | 6.95% | 10.45% | 8.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.38% | 0.36% | 0.39% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% |
Frequently Asked Questions
MBGYY and SCHG have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MBGYY has higher volatility (10.54%) compared to SCHG (4.61%). In terms of maximum drawdown, MBGYY dropped -33.47% vs SCHG's -34.59%.
SCHG currently has the higher Sharpe Ratio (1.08 vs -0.27), 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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