SCHN.SW vs. SPYG

Last updated Jun 5, 2026

SCHN.SW (Schindler Holding AG) is a stock, while SPYG (State Street SPDR Portfolio S&P 500 Growth ETF) is S&P 500 fund tracking the S&P 500 Growth Index. Over the past 10 years, SCHN.SW returned 4.95%/yr vs 15.75%/yr for SPYG. At a 0.25 correlation, their price movements are largely independent.

Performance

SCHN.SW vs. SPYG - Performance Comparison

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

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 -7.03% return, which is significantly lower than SPYG's 13.15% return. Over the past 10 years, SCHN.SW has underperformed SPYG with an annualized return of 4.95%, while SPYG has yielded a comparatively higher 15.75% annualized return.

SCHN.SW

• 1D: 1.19%
• 1M: -1.35%
• YTD: -7.03%
• 6M: -4.49%
• 1Y: -8.65%
• 3Y*: 12.78%
• 5Y*: 1.25%
• 10Y*: 4.95%

SPYG

• 1D: -0.39%
• 1M: 7.37%
• YTD: 13.15%
• 6M: 11.10%
• 1Y: 28.92%
• 3Y*: 22.42%
• 5Y*: 13.08%
• 10Y*: 15.75%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SCHN.SW vs. SPYG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SCHN.SW Schindler Holding AG	-7.03%	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	13.15%	6.68%	46.71%	18.38%	-28.44%	35.90%	22.21%	28.62%	0.85%	21.84%

Correlation

The correlation between SCHN.SW and SPYG is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.01
Correlation (3Y) Calculated over the trailing 3-year period	0.07
Correlation (5Y) Calculated over the trailing 5-year period	0.15
Correlation (10Y) Calculated over the trailing 10-year period	0.21
Correlation (All Time) Calculated using the full available price history since Aug 29, 2007	0.25

Over the past year, the correlation between SCHN.SW and SPYG has dropped to 0.01 - well below their long-term average of 0.25, suggesting their price drivers have been diverging.

Return for Risk

SCHN.SW vs. SPYG — Risk / Return Rank

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

SCHN.SW

SCHN.SW Risk / Return Rank: 20
SCHN.SW Sharpe Ratio Rank: 21
SCHN.SW Sortino Ratio Rank: 20
SCHN.SW Omega Ratio Rank: 19
SCHN.SW Calmar Ratio Rank: 23
SCHN.SW Martin Ratio Rank: 19

SPYG

SPYG Risk / Return Rank: 60
SPYG Sharpe Ratio Rank: 65
SPYG Sortino Ratio Rank: 63
SPYG Omega Ratio Rank: 61
SPYG Calmar Ratio Rank: 51
SPYG Martin Ratio Rank: 58

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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 ratio: Return per unit of total volatility	-0.47	1.69	-2.16
Sortino ratio: Return per unit of downside risk	-0.48	2.29	-2.77
Omega ratio: Gain probability vs. loss probability	0.93	1.30	-0.38
Calmar ratio: Return relative to maximum drawdown	-0.53	2.06	-2.59
Martin ratio: Return relative to average drawdown	-1.08	6.81	-7.89
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SCHN.SW vs. SPYG - Sharpe Ratio Comparison

The current SCHN.SW Sharpe Ratio is -0.47, which is lower than the SPYG Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of SCHN.SW and SPYG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SCHN.SW	SPYG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.47	1.69	-2.16
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.06	0.59	-0.53
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.23	0.72	-0.49
Sharpe Ratio (All Time) Calculated using the full available price history	0.42	0.48	-0.06

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 -52.35%. Use the drawdown chart below to compare losses from any high point for SCHN.SW and SPYG.

Drawdown Indicators

	SCHN.SW	SPYG	Difference
Max Drawdown Largest peak-to-trough decline	-49.15%	-52.35%	+3.20%
Max Drawdown (1Y) Largest decline over 1 year	-16.67%	-14.07%	-2.60%
Max Drawdown (3Y) Largest decline over 3 years	-16.67%	-28.06%	+11.39%
Max Drawdown (5Y) Largest decline over 5 years	-49.15%	-30.66%	-18.49%
Max Drawdown (10Y) Largest decline over 10 years	-49.15%	-31.22%	-17.93%
Current Drawdown Current decline from peak	-12.76%	-0.83%	-11.93%
Average Drawdown Average peak-to-trough decline	-11.29%	-11.37%	+0.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.06%	4.26%	+3.80%

Volatility

SCHN.SW vs. SPYG - Volatility Comparison

Schindler Holding AG (SCHN.SW) has a higher volatility of 4.98% compared to State Street SPDR Portfolio S&P 500 Growth ETF (SPYG) at 3.89%. This indicates that SCHN.SW's price experiences larger fluctuations and is considered to be riskier than SPYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SCHN.SW	SPYG	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.98%	3.89%	+1.09%
Volatility (6M) Calculated over the trailing 6-month period	15.61%	12.62%	+2.99%
Volatility (1Y) Calculated over the trailing 1-year period	18.73%	17.18%	+1.55%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.96%	22.23%	-0.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.22%	21.96%	-0.74%

Dividends

SCHN.SW vs. SPYG - Dividend Comparison

SCHN.SW's dividend yield for the trailing twelve months is around 2.35%, more than SPYG's 0.47% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SCHN.SW Schindler Holding AG	2.35%	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	0.47%	0.52%	0.60%	1.15%	1.03%	0.62%	0.90%	1.37%	1.51%	1.41%	1.55%	1.57%

Frequently Asked Questions

Can I hold both SCHN.SW and SPYG in my portfolio?

SCHN.SW and SPYG have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.