NEGG vs. SCHG

Last updated Apr 2, 2026

Compare and contrast key facts about Newegg Commerce, Inc. (NEGG) 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 Index. It was launched on Dec 11, 2009.

Performance

NEGG vs. SCHG - Performance Comparison

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

NEGG vs. SCHG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
NEGG Newegg Commerce, Inc.	-23.15%	540.26%	-68.54%	-3.82%	-87.37%	149.88%	52.57%	-70.00%	-35.23%	16.67%
SCHG Schwab U.S. Large-Cap Growth ETF	-9.73%	17.50%	34.95%	50.10%	-31.80%	28.11%	39.14%	36.02%	-1.36%	28.05%

Returns By Period

In the year-to-date period, NEGG achieves a -23.15% return, which is significantly lower than SCHG's -9.73% return. Over the past 10 years, NEGG has underperformed SCHG with an annualized return of -17.98%, while SCHG has yielded a comparatively higher 16.95% annualized return.

NEGG

• 1D: -5.57%
• 1M: -9.49%
• YTD: -23.15%
• 6M: -10.22%
• 1Y: 644.47%
• 3Y*: 13.33%
• 5Y*: -25.68%
• 10Y*: -17.98%

SCHG

• 1D: 0.96%
• 1M: -4.46%
• YTD: -9.73%
• 6M: -8.15%
• 1Y: 17.00%
• 3Y*: 22.30%
• 5Y*: 12.76%
• 10Y*: 16.95%

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

Return for Risk

NEGG vs. SCHG — Risk / Return Rank

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

NEGG

NEGG Risk / Return Rank: 95
NEGG Sharpe Ratio Rank: 97
NEGG Sortino Ratio Rank: 96
NEGG Omega Ratio Rank: 93
NEGG Calmar Ratio Rank: 98
NEGG Martin Ratio Rank: 93

SCHG

SCHG Risk / Return Rank: 41
SCHG Sharpe Ratio Rank: 39
SCHG Sortino Ratio Rank: 43
SCHG Omega Ratio Rank: 42
SCHG Calmar Ratio Rank: 40
SCHG Martin Ratio Rank: 39

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.

NEGG vs. SCHG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Newegg Commerce, Inc. (NEGG) 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.

	NEGG	SCHG	Difference
Sharpe ratio Return per unit of total volatility	3.13	0.76	+2.37
Sortino ratio Return per unit of downside risk	3.85	1.24	+2.61
Omega ratio Gain probability vs. loss probability	1.45	1.17	+0.28
Calmar ratio Return relative to maximum drawdown	8.67	1.09	+7.58
Martin ratio Return relative to average drawdown	13.70	3.71	+10.00
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

NEGG vs. SCHG - Sharpe Ratio Comparison

The current NEGG Sharpe Ratio is 3.13, which is higher than the SCHG Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of NEGG 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.

Sharpe Ratios by Period

	NEGG	SCHG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.13	0.76	+2.37
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.17	0.57	-0.74
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.12	0.79	-0.91
Sharpe Ratio (All Time) Calculated using the full available price history	-0.17	0.79	-0.96

Correlation

The correlation between NEGG and SCHG is 0.18, 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.

Dividends

NEGG vs. SCHG - Dividend Comparison

NEGG has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.43%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
NEGG Newegg Commerce, 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	0.43%	0.36%	0.39%	0.46%	0.55%	0.42%	0.52%	0.82%	1.27%	1.01%	1.04%	1.22%

Drawdowns

NEGG vs. SCHG - Drawdown Comparison

The maximum NEGG drawdown since its inception was -99.83%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for NEGG and SCHG.

Drawdown Indicators

	NEGG	SCHG	Difference
Max Drawdown Largest peak-to-trough decline	-99.83%	-34.59%	-65.24%
Max Drawdown (1Y) Largest decline over 1 year	-75.82%	-16.41%	-59.41%
Max Drawdown (5Y) Largest decline over 5 years	-99.74%	-34.59%	-65.15%
Max Drawdown (10Y) Largest decline over 10 years	-99.74%	-34.59%	-65.15%
Current Drawdown Current decline from peak	-98.06%	-12.51%	-85.55%
Average Drawdown Average peak-to-trough decline	-85.40%	-5.22%	-80.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	47.99%	4.84%	+43.15%

Volatility

NEGG vs. SCHG - Volatility Comparison

Newegg Commerce, Inc. (NEGG) has a higher volatility of 30.37% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 6.77%. This indicates that NEGG'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.

Volatility by Period

	NEGG	SCHG	Difference
Volatility (1M) Calculated over the trailing 1-month period	30.37%	6.77%	+23.60%
Volatility (6M) Calculated over the trailing 6-month period	80.17%	12.54%	+67.63%
Volatility (1Y) Calculated over the trailing 1-year period	208.01%	22.45%	+185.56%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	155.04%	22.31%	+132.73%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	145.57%	21.51%	+124.06%