RBNE vs. SCHG

Last updated Apr 1, 2026

Compare and contrast key facts about Robin Energy Ltd (RBNE) 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

RBNE vs. SCHG - Performance Comparison

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

RBNE vs. SCHG - Yearly Performance Comparison

	2026 (YTD)	2025
RBNE Robin Energy Ltd	-16.38%	-87.26%
SCHG Schwab U.S. Large-Cap Growth ETF	-10.59%	33.42%

Returns By Period

In the year-to-date period, RBNE achieves a -16.38% return, which is significantly lower than SCHG's -10.59% return.

RBNE

• 1D: -3.16%
• 1M: -39.51%
• YTD: -16.38%
• 6M: -62.31%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

SCHG

• 1D: 3.67%
• 1M: -5.12%
• YTD: -10.59%
• 6M: -8.51%
• 1Y: 16.81%
• 3Y*: 21.91%
• 5Y*: 12.55%
• 10Y*: 16.83%

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

Return for Risk

RBNE vs. SCHG — Risk / Return Rank

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

SCHG

SCHG Risk / Return Rank: 46
SCHG Sharpe Ratio Rank: 45
SCHG Sortino Ratio Rank: 50
SCHG Omega Ratio Rank: 49
SCHG Calmar Ratio Rank: 45
SCHG Martin Ratio Rank: 41

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.

RBNE vs. SCHG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Robin Energy Ltd (RBNE) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	RBNE	SCHG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.75	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.57	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.79	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.24	0.79	-1.03

Correlation

The correlation between RBNE and SCHG is 0.02, 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

RBNE vs. SCHG - Dividend Comparison

RBNE 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
RBNE Robin Energy Ltd	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

RBNE vs. SCHG - Drawdown Comparison

The maximum RBNE drawdown since its inception was -98.43%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for RBNE and SCHG.

Drawdown Indicators

	RBNE	SCHG	Difference
Max Drawdown Largest peak-to-trough decline	-98.43%	-34.59%	-63.84%
Max Drawdown (1Y) Largest decline over 1 year	—	-16.41%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-34.59%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-34.59%	—
Current Drawdown Current decline from peak	-96.50%	-13.34%	-83.16%
Average Drawdown Average peak-to-trough decline	-80.34%	-5.22%	-75.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	4.78%	—

Volatility

Volatility by Period

	RBNE	SCHG	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	6.67%	—
Volatility (6M) Calculated over the trailing 6-month period	—	12.51%	—
Volatility (1Y) Calculated over the trailing 1-year period	378.47%	22.43%	+356.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	378.47%	22.32%	+356.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	378.47%	21.51%	+356.96%