SDGR vs. SCHX

Last updated Apr 2, 2026

Compare and contrast key facts about Schrodinger, Inc. (SDGR) and Schwab U.S. Large-Cap ETF (SCHX).

SCHX is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Total Stock Market Index. It was launched on Nov 3, 2009.

Performance

SDGR vs. SCHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schrodinger, Inc. (SDGR) and Schwab U.S. Large-Cap ETF (SCHX). The values are adjusted to include any dividend payments, if applicable.

SDGR vs. SCHX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
SDGR Schrodinger, Inc.	-35.40%	-7.31%	-46.12%	91.55%	-46.34%	-56.01%	176.47%
SCHX Schwab U.S. Large-Cap ETF	-3.70%	17.46%	24.88%	26.84%	-19.41%	26.81%	16.22%

Returns By Period

In the year-to-date period, SDGR achieves a -35.40% return, which is significantly lower than SCHX's -3.70% return.

SDGR

• 1D: 1.67%
• 1M: -4.94%
• YTD: -35.40%
• 6M: -45.54%
• 1Y: -38.69%
• 3Y*: -24.02%
• 5Y*: -31.84%
• 10Y*: —

SCHX

• 1D: 0.78%
• 1M: -4.31%
• YTD: -3.70%
• 6M: -1.70%
• 1Y: 17.91%
• 3Y*: 18.55%
• 5Y*: 11.30%
• 10Y*: 14.02%

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

Return for Risk

SDGR vs. SCHX — Risk / Return Rank

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

SDGR

SDGR Risk / Return Rank: 14
SDGR Sharpe Ratio Rank: 13
SDGR Sortino Ratio Rank: 14
SDGR Omega Ratio Rank: 15
SDGR Calmar Ratio Rank: 16
SDGR Martin Ratio Rank: 15

SCHX

SCHX Risk / Return Rank: 58
SCHX Sharpe Ratio Rank: 52
SCHX Sortino Ratio Rank: 56
SCHX Omega Ratio Rank: 59
SCHX Calmar Ratio Rank: 57
SCHX Martin Ratio Rank: 67

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.

SDGR vs. SCHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schrodinger, Inc. (SDGR) and Schwab U.S. Large-Cap ETF (SCHX). 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.

	SDGR	SCHX	Difference
Sharpe ratio Return per unit of total volatility	-0.65	0.98	-1.63
Sortino ratio Return per unit of downside risk	-0.80	1.50	-2.29
Omega ratio Gain probability vs. loss probability	0.91	1.23	-0.32
Calmar ratio Return relative to maximum drawdown	-0.71	1.51	-2.22
Martin ratio Return relative to average drawdown	-1.30	7.02	-8.32
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SDGR vs. SCHX - Sharpe Ratio Comparison

The current SDGR Sharpe Ratio is -0.65, which is lower than the SCHX Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of SDGR and SCHX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SDGR	SCHX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.65	0.98	-1.63
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.51	0.66	-1.17
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.78	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.20	0.80	-1.00

Correlation

The correlation between SDGR and SCHX is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

SDGR vs. SCHX - Dividend Comparison

SDGR has not paid dividends to shareholders, while SCHX's dividend yield for the trailing twelve months is around 1.16%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SDGR Schrodinger, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SCHX Schwab U.S. Large-Cap ETF	1.16%	1.09%	1.22%	1.39%	1.64%	1.22%	1.64%	1.82%	2.02%	1.70%	1.92%	2.04%

Drawdowns

SDGR vs. SCHX - Drawdown Comparison

The maximum SDGR drawdown since its inception was -90.21%, which is greater than SCHX's maximum drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for SDGR and SCHX.

Drawdown Indicators

	SDGR	SCHX	Difference
Max Drawdown Largest peak-to-trough decline	-90.21%	-34.33%	-55.88%
Max Drawdown (1Y) Largest decline over 1 year	-58.52%	-12.19%	-46.33%
Max Drawdown (5Y) Largest decline over 5 years	-85.95%	-25.41%	-60.54%
Max Drawdown (10Y) Largest decline over 10 years	—	-34.33%	—
Current Drawdown Current decline from peak	-89.79%	-5.67%	-84.12%
Average Drawdown Average peak-to-trough decline	-63.33%	-4.00%	-59.33%
Ulcer Index Depth and duration of drawdowns from previous peaks	32.00%	2.62%	+29.38%

Volatility

SDGR vs. SCHX - Volatility Comparison

Schrodinger, Inc. (SDGR) has a higher volatility of 11.70% compared to Schwab U.S. Large-Cap ETF (SCHX) at 5.36%. This indicates that SDGR's price experiences larger fluctuations and is considered to be riskier than SCHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SDGR	SCHX	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.70%	5.36%	+6.34%
Volatility (6M) Calculated over the trailing 6-month period	39.28%	9.67%	+29.61%
Volatility (1Y) Calculated over the trailing 1-year period	59.93%	18.33%	+41.60%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	62.95%	17.13%	+45.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	70.28%	18.13%	+52.15%