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SCHYY vs. VIGI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCHYY vs. VIGI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sands China Ltd ADR (SCHYY) and Vanguard International Dividend Appreciation ETF (VIGI). The values are adjusted to include any dividend payments, if applicable.

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SCHYY vs. VIGI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCHYY
Sands China Ltd ADR
-12.94%-4.51%-7.93%-10.81%42.28%-47.17%-16.27%29.85%-12.75%32.37%
VIGI
Vanguard International Dividend Appreciation ETF
-1.38%16.88%2.73%16.30%-16.79%12.51%14.66%27.53%-11.50%27.97%

Returns By Period

In the year-to-date period, SCHYY achieves a -12.94% return, which is significantly lower than VIGI's -1.38% return. Over the past 10 years, SCHYY has underperformed VIGI with an annualized return of -2.75%, while VIGI has yielded a comparatively higher 7.81% annualized return.


SCHYY

1D
1.73%
1M
-2.24%
YTD
-12.94%
6M
-21.26%
1Y
10.72%
3Y*
-13.51%
5Y*
-14.99%
10Y*
-2.75%

VIGI

1D
1.30%
1M
-4.63%
YTD
-1.38%
6M
0.59%
1Y
10.50%
3Y*
9.01%
5Y*
4.56%
10Y*
7.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

SCHYY vs. VIGI — Risk / Return Rank

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

SCHYY
SCHYY Risk / Return Rank: 4848
Overall Rank
SCHYY Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
SCHYY Sortino Ratio Rank: 4646
Sortino Ratio Rank
SCHYY Omega Ratio Rank: 4343
Omega Ratio Rank
SCHYY Calmar Ratio Rank: 5050
Calmar Ratio Rank
SCHYY Martin Ratio Rank: 5050
Martin Ratio Rank

VIGI
VIGI Risk / Return Rank: 3535
Overall Rank
VIGI Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
VIGI Sortino Ratio Rank: 3434
Sortino Ratio Rank
VIGI Omega Ratio Rank: 3232
Omega Ratio Rank
VIGI Calmar Ratio Rank: 3737
Calmar Ratio Rank
VIGI Martin Ratio Rank: 3939
Martin Ratio Rank
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.

SCHYY vs. VIGI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sands China Ltd ADR (SCHYY) and Vanguard International Dividend Appreciation ETF (VIGI). 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.


SCHYYVIGIDifference

Sharpe ratio

Return per unit of total volatility

0.29

0.68

-0.39

Sortino ratio

Return per unit of downside risk

0.67

1.04

-0.37

Omega ratio

Gain probability vs. loss probability

1.08

1.14

-0.06

Calmar ratio

Return relative to maximum drawdown

0.40

0.99

-0.59

Martin ratio

Return relative to average drawdown

0.91

3.69

-2.78

SCHYY vs. VIGI - Sharpe Ratio Comparison

The current SCHYY Sharpe Ratio is 0.29, which is lower than the VIGI Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of SCHYY and VIGI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SCHYYVIGIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.29

0.68

-0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.30

0.32

-0.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.06

0.49

-0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.51

-0.38

Correlation

The correlation between SCHYY and VIGI is 0.37, 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.


Dividends

SCHYY vs. VIGI - Dividend Comparison

SCHYY's dividend yield for the trailing twelve months is around 2.72%, more than VIGI's 2.23% yield.


TTM20252024202320222021202020192018201720162015
SCHYY
Sands China Ltd ADR
2.72%2.37%0.00%0.00%0.00%0.00%2.81%4.56%5.63%9.77%9.11%7.26%
VIGI
Vanguard International Dividend Appreciation ETF
2.23%2.14%1.93%1.92%2.06%7.02%1.29%1.83%1.99%1.75%1.05%0.00%

Drawdowns

SCHYY vs. VIGI - Drawdown Comparison

The maximum SCHYY drawdown since its inception was -71.90%, which is greater than VIGI's maximum drawdown of -31.01%. Use the drawdown chart below to compare losses from any high point for SCHYY and VIGI.


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Drawdown Indicators


SCHYYVIGIDifference

Max Drawdown

Largest peak-to-trough decline

-71.90%

-31.01%

-40.89%

Max Drawdown (1Y)

Largest decline over 1 year

-27.36%

-10.64%

-16.72%

Max Drawdown (5Y)

Largest decline over 5 years

-68.72%

-28.80%

-39.92%

Max Drawdown (10Y)

Largest decline over 10 years

-71.90%

-31.01%

-40.89%

Current Drawdown

Current decline from peak

-60.68%

-6.29%

-54.39%

Average Drawdown

Average peak-to-trough decline

-31.70%

-6.23%

-25.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.96%

2.84%

+9.12%

Volatility

SCHYY vs. VIGI - Volatility Comparison

Sands China Ltd ADR (SCHYY) has a higher volatility of 7.36% compared to Vanguard International Dividend Appreciation ETF (VIGI) at 6.25%. This indicates that SCHYY's price experiences larger fluctuations and is considered to be riskier than VIGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCHYYVIGIDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.36%

6.25%

+1.11%

Volatility (6M)

Calculated over the trailing 6-month period

24.69%

9.92%

+14.77%

Volatility (1Y)

Calculated over the trailing 1-year period

37.00%

15.54%

+21.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

49.61%

14.41%

+35.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.56%

15.87%

+27.69%