RWAY vs. SCHD

In the year-to-date period, RWAY achieves a -2.90% return, which is significantly higher than SCHD's -3.35% return.

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This table presents a comparison of risk-adjusted performance metrics for Runway Growth Finance Corp. (RWAY) and Schwab US Dividend Equity ETF (SCHD). 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 RWAY Sharpe Ratio is -0.08, which is lower than the SCHD Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of RWAY and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

RWAY's dividend yield for the trailing twelve months is around 15.71%, more than SCHD's 3.97% yield.

The maximum RWAY drawdown since its inception was -26.13%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for RWAY and SCHD.

Runway Growth Finance Corp. (RWAY) has a higher volatility of 8.35% compared to Schwab US Dividend Equity ETF (SCHD) at 4.90%. This indicates that RWAY's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.