SGU vs. SCHF
SGU (Star Group, L.P.) is a stock, while SCHF (Schwab International Equity ETF) is Foreign Large Cap Equities fund tracking the FTSE Developed ex U.S. Index. Over the past 10 years, SGU returned 9.66%/yr vs 10.10%/yr for SCHF. At a 0.17 correlation, their price movements are largely independent.
Performance
SGU vs. SCHF - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with SGU having a 13.49% return and SCHF slightly lower at 13.29%. Both investments have delivered pretty close results over the past 10 years, with SGU having a 9.66% annualized return and SCHF not far ahead at 10.10%.
SGU
- 1D
- 1.40%
- 1M
- 3.25%
- 6M
- 9.69%
- YTD
- 13.49%
- 1Y
- 17.56%
- 3Y*
- 7.12%
- 5Y*
- 8.92%
- 10Y*
- 9.66%
SCHF
- 1D
- -1.74%
- 1M
- -1.82%
- 6M
- 8.85%
- YTD
- 13.29%
- 1Y
- 27.10%
- 3Y*
- 17.71%
- 5Y*
- 9.71%
- 10Y*
- 10.10%
SGU vs. SCHF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SGU Star Group, L.P. | 13.49% | 9.00% | 6.25% | 0.66% | 18.88% | 20.48% | 5.48% | 6.71% | -8.96% | 4.15% |
SCHF Schwab International Equity ETF | 13.29% | 34.55% | 3.28% | 18.35% | -14.80% | 11.40% | 9.48% | 22.26% | -14.29% | 26.03% |
Correlation
The correlation between SGU and SCHF is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Nov 3, 2009 | 0.17 |
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Return for Risk
SGU vs. SCHF — Risk / Return Rank
SGU
SCHF
SGU vs. SCHF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Star Group, L.P. (SGU) and Schwab International Equity ETF (SCHF). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SGU | SCHF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.55 | ||
| Sortino ratioReturn per unit of downside risk | -0.65 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.29 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.14 | 2.37 | -0.23 |
| Martin ratioReturn relative to average drawdown | 4.90 | 8.97 | -4.07 |
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Drawdowns
SGU vs. SCHF - Drawdown Comparison
The maximum SGU drawdown since its inception was -95.68%, which is greater than SCHF's maximum drawdown of -34.87%. Use the drawdown chart below to compare losses from any high point for SGU and SCHF.
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Drawdown Indicators
| SGU | SCHF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.68% | -34.87% | -60.81% |
Max Drawdown (1Y)Largest decline over 1 year | -8.23% | -11.48% | +3.25% |
Max Drawdown (3Y)Largest decline over 3 years | -27.14% | -13.41% | -13.73% |
Max Drawdown (5Y)Largest decline over 5 years | -30.87% | -29.14% | -1.73% |
Max Drawdown (10Y)Largest decline over 10 years | -35.57% | -34.87% | -0.70% |
Current DrawdownCurrent decline from peak | -3.05% | -3.73% | +0.68% |
Average DrawdownAverage peak-to-trough decline | -37.94% | -7.35% | -30.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.59% | 3.03% | +0.56% |
Volatility
SGU vs. SCHF - Volatility Comparison
The current volatility for Star Group, L.P. (SGU) is 3.84%, while Schwab International Equity ETF (SCHF) has a volatility of 6.49%. This indicates that SGU experiences smaller price fluctuations and is considered to be less risky than SCHF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGU | SCHF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.84% | 6.49% | -2.65% |
Volatility (6M)Calculated over the trailing 6-month period | 12.69% | 15.13% | -2.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.96% | 17.16% | -0.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.96% | 16.64% | +13.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.72% | 17.01% | +10.71% |
Dividends
SGU vs. SCHF - Dividend Comparison
SGU's dividend yield for the trailing twelve months is around 5.77%, more than SCHF's 3.11% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHF Schwab International Equity ETF | 3.11% | 3.42% | 3.26% | 2.97% | 2.80% | 3.19% | 2.08% | 2.95% | 3.06% | 2.35% | 2.58% | 2.26% |
SGU Star Group, L.P. | 5.77% | 6.14% | 5.89% | 5.55% | 4.98% | 5.20% | 5.55% | 5.21% | 4.95% | 4.02% | 3.74% | 5.01% |
Frequently Asked Questions
SGU and SCHF have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCHF has higher volatility (6.49%) compared to SGU (3.84%). In terms of maximum drawdown, SGU dropped -95.68% vs SCHF's -34.87%.
SCHF currently has the higher Sharpe Ratio (1.59 vs 1.04), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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