SCBFY vs. AVLV
SCBFY (Standard Chartered PLC) is a stock, while AVLV (Avantis U.S. Large Cap Value ETF) is Large Cap Value Equities fund actively managed by Avantis. Over the past 3 years, SCBFY returned 49.98%/yr vs 19.98%/yr for AVLV. Their 0.43 correlation means their historical movements had little consistent relationship.
Performance
SCBFY vs. AVLV - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with SCBFY having a 22.80% return and AVLV slightly lower at 22.36%.
SCBFY
- 1D
- -1.28%
- 1M
- 5.85%
- 6M
- 16.58%
- YTD
- 22.80%
- 1Y
- 67.54%
- 3Y*
- 49.98%
- 5Y*
- 41.24%
- 10Y*
- —
- ALL TIME*
- 24.56%
AVLV
- 1D
- 0.14%
- 1M
- 1.46%
- 6M
- 14.50%
- YTD
- 22.36%
- 1Y
- 36.52%
- 3Y*
- 19.98%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 14.77%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $109.53M | $106.09M | $152.15M | |
| $10.80M | $10.39M | $11.99M |
SCBFY vs. AVLV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SCBFY Standard Chartered PLC | 22.80% | 103.24% | 52.51% | 15.76% | 23.36% | 5.85% |
AVLV Avantis U.S. Large Cap Value ETF | 22.36% | 15.12% | 17.49% | 17.43% | -5.53% | 6.27% |
Correlation
The correlation between SCBFY and AVLV is 0.43, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.43 |
Correlation (3Y) Balances recent behavior with more history. | 0.40 |
Correlation (All Time) Calculated using the full available price history since Sep 23, 2021 | 0.43 |
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Return for Risk
SCBFY vs. AVLV — Risk / Return Rank
SCBFY
AVLV
SCBFY vs. AVLV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Standard Chartered PLC (SCBFY) and Avantis U.S. Large Cap Value ETF (AVLV). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SCBFY | AVLV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.76 | ||
| Sortino ratioReturn per unit of downside risk | -1.23 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.51 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 3.16 | 5.42 | -2.26 |
| Martin ratioReturn relative to average drawdown | 10.22 | 21.95 | -11.72 |
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Drawdowns
SCBFY vs. AVLV - Drawdown Comparison
The maximum SCBFY drawdown since its inception was -55.18%, which is greater than AVLV's maximum drawdown of -19.50%. Use the drawdown chart below to compare losses from any high point for SCBFY and AVLV.
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Drawdown Indicators
| SCBFY | AVLV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.18% | -19.50% | -35.68% |
Max Drawdown (1Y)Largest decline over 1 year | -21.98% | -6.39% | -15.59% |
Max Drawdown (3Y)Largest decline over 3 years | -28.20% | -19.50% | -8.70% |
Max Drawdown (5Y)Largest decline over 5 years | -28.20% | — | — |
Current DrawdownCurrent decline from peak | -1.28% | -0.15% | -1.13% |
Average DrawdownAverage peak-to-trough decline | -17.81% | -3.82% | -13.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.78% | 1.58% | +5.20% |
Volatility
SCBFY vs. AVLV - Volatility Comparison
Standard Chartered PLC (SCBFY) has a higher volatility of 10.58% compared to Avantis U.S. Large Cap Value ETF (AVLV) at 2.35%. This indicates that SCBFY's price experiences larger fluctuations and is considered to be riskier than AVLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCBFY | AVLV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.58% | 2.35% | +8.23% |
Volatility (6M)Calculated over the trailing 6-month period | 29.17% | 8.87% | +20.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.20% | 12.41% | +21.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.41% | 17.18% | +19.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.25% | 17.18% | +23.07% |
Dividends
SCBFY vs. AVLV - Dividend Comparison
SCBFY's dividend yield for the trailing twelve months is around 2.07%, more than AVLV's 1.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
AVLV Avantis U.S. Large Cap Value ETF | 1.06% | 1.33% | 1.58% | 1.85% | 2.00% | 0.29% | 0.00% |
SCBFY Standard Chartered PLC | 2.07% | 1.63% | 2.40% | 2.36% | 1.66% | 1.96% | 2.75% |
Frequently Asked Questions
SCBFY and AVLV have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCBFY has higher volatility (10.58%) compared to AVLV (2.35%). In terms of maximum drawdown, SCBFY dropped -55.18% vs AVLV's -19.50%.
AVLV currently has the higher Sharpe Ratio (2.79 vs 2.03), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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