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

Correlation

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.


-0.50.00.51.0-0.1

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%AugustSeptemberOctoberNovemberDecember2025
0.84%
0
SCHP
EGLE

Key characteristics

Returns By Period


SCHP

YTD

0.46%

1M

0.62%

6M

0.84%

1Y

2.92%

5Y*

1.78%

10Y*

2.02%

EGLE

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

SCHP vs. EGLE — Risk-Adjusted Performance Rank

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

SCHP
The Risk-Adjusted Performance Rank of SCHP is 2121
Overall Rank
The Sharpe Ratio Rank of SCHP is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHP is 2222
Sortino Ratio Rank
The Omega Ratio Rank of SCHP is 2121
Omega Ratio Rank
The Calmar Ratio Rank of SCHP is 1616
Calmar Ratio Rank
The Martin Ratio Rank of SCHP is 2222
Martin Ratio Rank

EGLE
The Risk-Adjusted Performance Rank of EGLE is 7878
Overall Rank
The Sharpe Ratio Rank of EGLE is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of EGLE is 8080
Sortino Ratio Rank
The Omega Ratio Rank of EGLE is 7878
Omega Ratio Rank
The Calmar Ratio Rank of EGLE is 6767
Calmar Ratio Rank
The Martin Ratio Rank of EGLE is 8383
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.

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 0.66, compared to the broader market0.002.004.000.661.21
The chart of Sortino ratio for SCHP, currently valued at 0.93, compared to the broader market0.005.0010.000.931.90
The chart of Omega ratio for SCHP, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.003.501.111.46
The chart of Calmar ratio for SCHP, currently valued at 0.28, compared to the broader market0.005.0010.0015.0020.000.280.17
The chart of Martin ratio for SCHP, currently valued at 1.92, compared to the broader market0.0020.0040.0060.0080.00100.00120.001.925.73
SCHP
EGLE


Rolling 12-month Sharpe Ratio0.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
0.66
1.21
SCHP
EGLE

Dividends

SCHP vs. EGLE - Dividend Comparison

SCHP's dividend yield for the trailing twelve months is around 2.98%, while EGLE has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
SCHP
Schwab U.S. TIPS ETF
2.98%2.99%3.02%7.19%4.39%1.11%2.02%2.63%1.90%1.38%0.28%1.30%
EGLE
Eagle Bulk Shipping Inc.
0.96%0.96%2.49%16.12%4.40%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%AugustSeptemberOctoberNovemberDecember2025
-6.88%
-99.99%
SCHP
EGLE

Volatility

SCHP vs. EGLE - Volatility Comparison

Schwab U.S. TIPS ETF (SCHP) has a higher volatility of 1.32% 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%AugustSeptemberOctoberNovemberDecember2025
1.32%
0
SCHP
EGLE
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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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