NEGG vs. SCHG

In the year-to-date period, NEGG achieves a -25.00% return, which is significantly lower than SCHG's -0.90% return. Over the past 10 years, NEGG has underperformed SCHG with an annualized return of -34.94%, while SCHG has yielded a comparatively higher 15.86% annualized return.

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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.

The current NEGG Sharpe Ratio is -0.69, which is lower than the SCHG Sharpe Ratio of 0.61. 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.

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

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.

Newegg Commerce, Inc. (NEGG) has a higher volatility of 54.67% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 5.74%. 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.