SCHN.SW vs. SPYG
Compare and contrast key facts about Schindler Holding AG (SCHN.SW) and State Street SPDR Portfolio S&P 500 Growth ETF (SPYG).
SPYG is a passively managed fund by State Street that tracks the performance of the S&P 500 Growth Index. It was launched on Sep 25, 2000.
Performance
SCHN.SW vs. SPYG - Performance Comparison
Loading graphics...
SCHN.SW vs. SPYG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCHN.SW Schindler Holding AG | -8.49% | 16.25% | 24.60% | 22.17% | -30.41% | 4.07% | 2.57% | 26.97% | -11.80% | 25.25% |
SPYG State Street SPDR Portfolio S&P 500 Growth ETF | -6.61% | 6.68% | 46.71% | 18.38% | -28.44% | 35.90% | 22.21% | 28.62% | 0.85% | 21.84% |
Different Trading Currencies
SCHN.SW is traded in CHF, while SPYG is traded in USD. To make them comparable, the SPYG values have been converted to CHF using the latest available exchange rates.
Returns By Period
In the year-to-date period, SCHN.SW achieves a -8.49% return, which is significantly lower than SPYG's -6.61% return. Over the past 10 years, SCHN.SW has underperformed SPYG with an annualized return of 5.53%, while SPYG has yielded a comparatively higher 13.78% annualized return.
SCHN.SW
- 1D
- 1.00%
- 1M
- -8.32%
- YTD
- -8.49%
- 6M
- -9.45%
- 1Y
- -3.88%
- 3Y*
- 11.07%
- 5Y*
- 0.28%
- 10Y*
- 5.53%
SPYG
- 1D
- 0.90%
- 1M
- -2.16%
- YTD
- -6.61%
- 6M
- -5.37%
- 1Y
- 10.98%
- 3Y*
- 16.82%
- 5Y*
- 8.80%
- 10Y*
- 13.78%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SCHN.SW vs. SPYG — Risk / Return Rank
SCHN.SW
SPYG
SCHN.SW vs. SPYG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schindler Holding AG (SCHN.SW) and State Street SPDR Portfolio S&P 500 Growth ETF (SPYG). 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.
| SCHN.SW | SPYG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.19 | 0.41 | -0.60 |
Sortino ratioReturn per unit of downside risk | -0.11 | 0.76 | -0.87 |
Omega ratioGain probability vs. loss probability | 0.98 | 1.11 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | -0.23 | 0.72 | -0.95 |
Martin ratioReturn relative to average drawdown | -0.59 | 2.30 | -2.89 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SCHN.SW | SPYG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.19 | 0.41 | -0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | 0.40 | -0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.26 | 0.63 | -0.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.42 | +0.01 |
Correlation
The correlation between SCHN.SW and SPYG is 0.25, 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
SCHN.SW vs. SPYG - Dividend Comparison
SCHN.SW's dividend yield for the trailing twelve months is around 2.39%, more than SPYG's 0.57% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHN.SW Schindler Holding AG | 2.39% | 2.13% | 0.40% | 2.01% | 2.40% | 1.64% | 1.68% | 1.69% | 2.10% | 0.91% | 1.52% | 1.30% |
SPYG State Street SPDR Portfolio S&P 500 Growth ETF | 0.57% | 0.52% | 0.60% | 1.15% | 1.03% | 0.62% | 0.90% | 1.37% | 1.51% | 1.41% | 1.55% | 1.57% |
Drawdowns
SCHN.SW vs. SPYG - Drawdown Comparison
The maximum SCHN.SW drawdown since its inception was -49.15%, smaller than the maximum SPYG drawdown of -52.46%. Use the drawdown chart below to compare losses from any high point for SCHN.SW and SPYG.
Loading graphics...
Drawdown Indicators
| SCHN.SW | SPYG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.15% | -67.63% | +18.48% |
Max Drawdown (1Y)Largest decline over 1 year | -16.67% | -13.76% | -2.91% |
Max Drawdown (5Y)Largest decline over 5 years | -49.15% | -32.67% | -16.48% |
Max Drawdown (10Y)Largest decline over 10 years | -49.15% | -32.67% | -16.48% |
Current DrawdownCurrent decline from peak | -14.13% | -9.06% | -5.07% |
Average DrawdownAverage peak-to-trough decline | -11.28% | -24.48% | +13.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.62% | 3.55% | +3.07% |
Volatility
SCHN.SW vs. SPYG - Volatility Comparison
The current volatility for Schindler Holding AG (SCHN.SW) is 4.21%, while State Street SPDR Portfolio S&P 500 Growth ETF (SPYG) has a volatility of 6.93%. This indicates that SCHN.SW experiences smaller price fluctuations and is considered to be less risky than SPYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| SCHN.SW | SPYG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.21% | 6.93% | -2.72% |
Volatility (6M)Calculated over the trailing 6-month period | 14.65% | 14.11% | +0.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.10% | 26.90% | -5.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.01% | 22.20% | -0.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.15% | 21.95% | -0.80% |