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SCHP vs. EGLE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

SCHP vs. EGLE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab U.S. TIPS ETF (SCHP) and Eagle Bulk Shipping Inc. (EGLE). The values are adjusted to include any dividend payments, if applicable.

0.00%1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.03%
0
SCHP
EGLE

Returns By Period


SCHP

YTD

2.67%

1M

-0.57%

6M

2.65%

1Y

5.89%

5Y (annualized)

2.03%

10Y (annualized)

2.18%

EGLE

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


SCHPEGLE

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Correlation

-0.50.00.51.0-0.1

The correlation between SCHP and EGLE is -0.05. 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.

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.


Sharpe ratio
The chart of Sharpe ratio for SCHP, currently valued at 1.15, compared to the broader market0.002.004.001.152.15
The chart of Sortino ratio for SCHP, currently valued at 1.70, compared to the broader market-2.000.002.004.006.008.0010.0012.001.703.50
The chart of Omega ratio for SCHP, currently valued at 1.20, compared to the broader market0.501.001.502.002.503.001.201.72
The chart of Calmar ratio for SCHP, currently valued at 0.47, compared to the broader market0.005.0010.0015.000.470.50
The chart of Martin ratio for SCHP, currently valued at 4.91, compared to the broader market0.0020.0040.0060.0080.00100.004.9116.05
SCHP
EGLE

Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.15
2.15
SCHP
EGLE

Dividends

SCHP vs. EGLE - Dividend Comparison

SCHP's dividend yield for the trailing twelve months is around 2.83%, while EGLE has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
SCHP
Schwab U.S. TIPS ETF
2.83%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.
0.96%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


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-6.66%
-99.99%
SCHP
EGLE

Volatility

SCHP vs. EGLE - Volatility Comparison

Schwab U.S. TIPS ETF (SCHP) has a higher volatility of 1.08% compared to Eagle Bulk Shipping Inc. (EGLE) at 0.00%. 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.


0.00%0.50%1.00%1.50%JuneJulyAugustSeptemberOctoberNovember
1.08%
0
SCHP
EGLE