SCHP vs. EGLE
Compare and contrast key facts about Schwab U.S. TIPS ETF (SCHP) and Eagle Bulk Shipping Inc. (EGLE).
SCHP is a passively managed fund by Charles Schwab that tracks the performance of the Barclays Capital U.S. Treasury Inflation Protected Securities (TIPS) Index (Series-L). It was launched on Aug 5, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SCHP or EGLE.
Key characteristics
| SCHP | EGLE | |
|---|---|---|
| YTD Return | -1.22% | 14.07% |
| 1Y Return | -1.30% | 49.03% |
| 3Y Return (Ann) | -1.53% | 19.79% |
| 5Y Return (Ann) | 2.21% | 14.80% |
| 10Y Return (Ann) | 1.86% | -46.57% |
| Sharpe Ratio | -0.15 | 1.45 |
| Daily Std Dev | 5.87% | 33.32% |
| Max Drawdown | -14.26% | -100.00% |
| Current Drawdown | -10.19% | -99.99% |
Correlation
The correlation between SCHP and EGLE is -0.08. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
SCHP vs. EGLE - Performance Comparison
In the year-to-date period, SCHP achieves a -1.22% return, which is significantly lower than EGLE's 14.07% return. Over the past 10 years, SCHP has outperformed EGLE with an annualized return of 1.86%, while EGLE has yielded a comparatively lower -46.57% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SCHP vs. EGLE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. TIPS ETF (SCHP) and Eagle Bulk Shipping Inc. (EGLE). 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.
Dividends
SCHP vs. EGLE - Dividend Comparison
SCHP's dividend yield for the trailing twelve months is around 3.13%, more than EGLE's 2.20% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHP Schwab U.S. TIPS ETF | 3.13% | 3.02% | 7.19% | 4.39% | 1.11% | 2.02% | 2.63% | 1.90% | 1.38% | 0.28% | 1.30% | 0.67% |
EGLE Eagle Bulk Shipping Inc. | 2.20% | 2.49% | 16.12% | 4.40% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SCHP vs. EGLE - Drawdown Comparison
The maximum SCHP drawdown since its inception was -14.26%, smaller than the maximum EGLE drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for SCHP and EGLE. For additional features, visit the drawdowns tool.
Volatility
SCHP vs. EGLE - Volatility Comparison
Schwab U.S. TIPS ETF (SCHP) has a higher volatility of 1.59% compared to Eagle Bulk Shipping Inc. (EGLE) at 1.16%. This indicates that SCHP's price experiences larger fluctuations and is considered to be riskier than EGLE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.