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SCHN.SW vs. SPYG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SCHN.SW and SPYG is 0.20, 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.


-0.50.00.51.00.2

Performance

SCHN.SW vs. SPYG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schindler Holding AG (SCHN.SW) and SPDR Portfolio S&P 500 Growth ETF (SPYG). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
10.25%
14.55%
SCHN.SW
SPYG

Key characteristics

Sharpe Ratio

SCHN.SW:

1.43

SPYG:

1.75

Sortino Ratio

SCHN.SW:

2.08

SPYG:

2.30

Omega Ratio

SCHN.SW:

1.26

SPYG:

1.32

Calmar Ratio

SCHN.SW:

0.97

SPYG:

2.47

Martin Ratio

SCHN.SW:

7.27

SPYG:

9.49

Ulcer Index

SCHN.SW:

2.97%

SPYG:

3.32%

Daily Std Dev

SCHN.SW:

15.15%

SPYG:

18.02%

Max Drawdown

SCHN.SW:

-49.15%

SPYG:

-67.79%

Current Drawdown

SCHN.SW:

-3.95%

SPYG:

-0.74%

Returns By Period

In the year-to-date period, SCHN.SW achieves a 7.47% return, which is significantly higher than SPYG's 4.33% return. Over the past 10 years, SCHN.SW has underperformed SPYG with an annualized return of 7.74%, while SPYG has yielded a comparatively higher 15.22% annualized return.


SCHN.SW

YTD

7.47%

1M

7.04%

6M

16.16%

1Y

20.32%

5Y*

5.38%

10Y*

7.74%

SPYG

YTD

4.33%

1M

0.99%

6M

14.55%

1Y

33.05%

5Y*

16.64%

10Y*

15.22%

*Annualized

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Risk-Adjusted Performance

SCHN.SW vs. SPYG — Risk-Adjusted Performance Rank

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

SCHN.SW
The Risk-Adjusted Performance Rank of SCHN.SW is 8282
Overall Rank
The Sharpe Ratio Rank of SCHN.SW is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHN.SW is 8181
Sortino Ratio Rank
The Omega Ratio Rank of SCHN.SW is 7878
Omega Ratio Rank
The Calmar Ratio Rank of SCHN.SW is 7979
Calmar Ratio Rank
The Martin Ratio Rank of SCHN.SW is 8787
Martin Ratio Rank

SPYG
The Risk-Adjusted Performance Rank of SPYG is 7272
Overall Rank
The Sharpe Ratio Rank of SPYG is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of SPYG is 6868
Sortino Ratio Rank
The Omega Ratio Rank of SPYG is 7272
Omega Ratio Rank
The Calmar Ratio Rank of SPYG is 7373
Calmar Ratio Rank
The Martin Ratio Rank of SPYG is 7474
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SCHN.SW vs. SPYG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schindler Holding AG (SCHN.SW) and 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.


Sharpe ratio
The chart of Sharpe ratio for SCHN.SW, currently valued at 1.19, compared to the broader market-2.000.002.001.191.62
The chart of Sortino ratio for SCHN.SW, currently valued at 1.71, compared to the broader market-4.00-2.000.002.004.006.001.712.13
The chart of Omega ratio for SCHN.SW, currently valued at 1.21, compared to the broader market0.501.001.502.001.211.30
The chart of Calmar ratio for SCHN.SW, currently valued at 0.84, compared to the broader market0.002.004.006.000.842.25
The chart of Martin ratio for SCHN.SW, currently valued at 5.05, compared to the broader market-10.000.0010.0020.0030.005.058.61
SCHN.SW
SPYG

The current SCHN.SW Sharpe Ratio is 1.43, which is comparable to the SPYG Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of SCHN.SW and SPYG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.19
1.62
SCHN.SW
SPYG

Dividends

SCHN.SW vs. SPYG - Dividend Comparison

SCHN.SW's dividend yield for the trailing twelve months is around 1.50%, more than SPYG's 0.58% yield.


TTM20242023202220212020201920182017201620152014
SCHN.SW
Schindler Holding AG
1.50%1.62%2.01%2.40%1.64%1.68%1.69%2.10%1.36%1.52%1.30%1.54%
SPYG
SPDR Portfolio S&P 500 Growth ETF
0.58%0.60%1.15%1.03%0.62%0.90%1.36%1.51%1.41%1.55%1.57%1.37%

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 -67.79%. Use the drawdown chart below to compare losses from any high point for SCHN.SW and SPYG. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-2.06%
-0.74%
SCHN.SW
SPYG

Volatility

SCHN.SW vs. SPYG - Volatility Comparison

The current volatility for Schindler Holding AG (SCHN.SW) is 4.96%, while SPDR Portfolio S&P 500 Growth ETF (SPYG) has a volatility of 5.24%. 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.


3.00%4.00%5.00%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2025February
4.96%
5.24%
SCHN.SW
SPYG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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