SCHA vs. IMMR
SCHA (Schwab U.S. Small-Cap ETF) is Small Cap Blend Equities fund tracking the Dow Jones U.S. Small-Cap Total Stock Market Index, while IMMR (Immersion Corporation) is a stock. Over the past 10 years, SCHA returned 10.66%/yr vs -0.41%/yr for IMMR. A 0.50 correlation means they provide meaningful diversification when combined.
Performance
SCHA vs. IMMR - Performance Comparison
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Returns By Period
In the year-to-date period, SCHA achieves a 19.43% return, which is significantly higher than IMMR's -2.12% return. Over the past 10 years, SCHA has outperformed IMMR with an annualized return of 10.66%, while IMMR has yielded a comparatively lower -0.41% annualized return.
SCHA
- 1D
- -0.53%
- 1M
- -3.47%
- 6M
- 11.37%
- YTD
- 19.43%
- 1Y
- 31.42%
- 3Y*
- 15.94%
- 5Y*
- 7.49%
- 10Y*
- 10.66%
- ALL TIME*
- 12.45%
IMMR
- 1D
- -2.06%
- 1M
- -2.64%
- 6M
- 1.39%
- YTD
- -2.12%
- 1Y
- -14.13%
- 3Y*
- 1.05%
- 5Y*
- -1.45%
- 10Y*
- -0.41%
- ALL TIME*
- -3.17%
SCHA vs. IMMR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCHA Schwab U.S. Small-Cap ETF | 19.43% | 11.60% | 11.16% | 18.46% | -19.81% | 16.45% | 19.34% | 26.50% | -11.79% | 14.94% |
IMMR Immersion Corporation | -2.12% | -18.30% | 26.47% | 3.43% | 23.12% | -49.42% | 51.95% | -17.08% | 26.91% | -33.58% |
Correlation
The correlation between SCHA and IMMR is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Nov 3, 2009 | 0.50 |
The correlation between SCHA and IMMR has been stable across timeframes, ranging from 0.49 to 0.54 - a consistent structural relationship.
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Return for Risk
SCHA vs. IMMR — Risk / Return Rank
SCHA
IMMR
SCHA vs. IMMR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Small-Cap ETF (SCHA) and Immersion Corporation (IMMR). 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.
| SCHA | IMMR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.02 | ||
| Sortino ratioReturn per unit of downside risk | +2.68 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 0.97 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 3.32 | -0.56 | +3.88 |
| Martin ratioReturn relative to average drawdown | 11.38 | -1.22 | +12.59 |
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Drawdowns
SCHA vs. IMMR - Drawdown Comparison
The maximum SCHA drawdown since its inception was -42.41%, smaller than the maximum IMMR drawdown of -98.66%. Use the drawdown chart below to compare losses from any high point for SCHA and IMMR.
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Drawdown Indicators
| SCHA | IMMR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.41% | -98.66% | +56.25% |
Max Drawdown (1Y)Largest decline over 1 year | -9.50% | -25.48% | +15.98% |
Max Drawdown (3Y)Largest decline over 3 years | -27.29% | -56.90% | +29.61% |
Max Drawdown (5Y)Largest decline over 5 years | -30.79% | -56.90% | +26.11% |
Max Drawdown (10Y)Largest decline over 10 years | -42.41% | -74.29% | +31.88% |
Current DrawdownCurrent decline from peak | -6.26% | -89.91% | +83.65% |
Average DrawdownAverage peak-to-trough decline | -7.54% | -88.21% | +80.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.77% | 15.11% | -12.34% |
Volatility
SCHA vs. IMMR - Volatility Comparison
The current volatility for Schwab U.S. Small-Cap ETF (SCHA) is 5.84%, while Immersion Corporation (IMMR) has a volatility of 11.39%. This indicates that SCHA experiences smaller price fluctuations and is considered to be less risky than IMMR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCHA | IMMR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.84% | 11.39% | -5.55% |
Volatility (6M)Calculated over the trailing 6-month period | 14.41% | 27.95% | -13.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.98% | 40.69% | -21.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.02% | 45.82% | -23.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.74% | 50.93% | -28.19% |
Dividends
SCHA vs. IMMR - Dividend Comparison
SCHA's dividend yield for the trailing twelve months is around 1.06%, less than IMMR's 4.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IMMR Immersion Corporation | 4.90% | 5.59% | 2.06% | 3.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHA Schwab U.S. Small-Cap ETF | 1.06% | 1.26% | 1.51% | 1.42% | 1.37% | 1.19% | 1.05% | 1.39% | 1.58% | 1.24% | 1.50% | 1.48% |
Frequently Asked Questions
SCHA and IMMR have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IMMR has higher volatility (11.39%) compared to SCHA (5.84%). In terms of maximum drawdown, SCHA dropped -42.41% vs IMMR's -98.66%.
SCHA currently has the higher Sharpe Ratio (1.67 vs -0.35), 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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