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

MPNGY vs. SCHG

Last updated May 11, 2025

Compare and contrast key facts about Meituan ADR (MPNGY) and Schwab U.S. Large-Cap Growth ETF (SCHG).

SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Total Return Index. It was launched on Dec 11, 2009.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MPNGY or SCHG.

Correlation

The correlation between MPNGY and SCHG is 0.32, 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.

Performance

MPNGY vs. SCHG - Performance Comparison

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

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Key characteristics

Sharpe Ratio

MPNGY:

0.33

SCHG:

0.50

Sortino Ratio

MPNGY:

0.97

SCHG:

0.86

Omega Ratio

MPNGY:

1.12

SCHG:

1.12

Calmar Ratio

MPNGY:

0.29

SCHG:

0.53

Martin Ratio

MPNGY:

1.06

SCHG:

1.78

Ulcer Index

MPNGY:

21.06%

SCHG:

7.00%

Daily Std Dev

MPNGY:

58.59%

SCHG:

24.88%

Max Drawdown

MPNGY:

-86.40%

SCHG:

-34.59%

Current Drawdown

MPNGY:

-68.92%

SCHG:

-10.70%

Returns By Period

The year-to-date returns for both investments are quite close, with MPNGY having a -6.78% return and SCHG slightly higher at -6.76%.

MPNGY

YTD

-6.78%

1M

-0.63%

6M

-24.04%

1Y

19.52%

5Y*

5.07%

10Y*

N/A

SCHG

YTD

-6.76%

1M

8.57%

6M

-6.25%

1Y

12.24%

5Y*

17.79%

10Y*

15.33%

*Annualized

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Risk-Adjusted Performance

MPNGY vs. SCHG — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
MPNGY
The Risk-Adjusted Performance Rank of MPNGY is 6565
Overall Rank
The Sharpe Ratio Rank of MPNGY is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of MPNGY is 6666
Sortino Ratio Rank
The Omega Ratio Rank of MPNGY is 6363
Omega Ratio Rank
The Calmar Ratio Rank of MPNGY is 6565
Calmar Ratio Rank
The Martin Ratio Rank of MPNGY is 6666
Martin Ratio Rank
SCHG
The Risk-Adjusted Performance Rank of SCHG is 6060
Overall Rank
The Sharpe Ratio Rank of SCHG is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHG is 6060
Sortino Ratio Rank
The Omega Ratio Rank of SCHG is 6060
Omega Ratio Rank
The Calmar Ratio Rank of SCHG is 6565
Calmar Ratio Rank
The Martin Ratio Rank of SCHG is 5757
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MPNGY vs. SCHG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Meituan ADR (MPNGY) 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.

The current MPNGY Sharpe Ratio is 0.33, which is lower than the SCHG Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of MPNGY 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.

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Dividends

MPNGY vs. SCHG - Dividend Comparison

MPNGY has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.44%.

TTM20242023202220212020201920182017201620152014
MPNGY
Meituan ADR		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		0.44%0.40%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%1.09%

Drawdowns

MPNGY vs. SCHG - Drawdown Comparison

The maximum MPNGY drawdown since its inception was -86.40%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for MPNGY and SCHG. For additional features, visit the drawdowns tool.

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Volatility

MPNGY vs. SCHG - Volatility Comparison

Meituan ADR (MPNGY) has a higher volatility of 15.02% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 8.21%. This indicates that MPNGY'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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