SPCE vs. SCHG
Compare and contrast key facts about Virgin Galactic Holdings, Inc. (SPCE) and Schwab U.S. Large-Cap Growth ETF (SCHG).
SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Total Return Index. It was launched on Dec 11, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SPCE or SCHG.
Performance
SPCE vs. SCHG - Performance Comparison
Returns By Period
In the year-to-date period, SPCE achieves a -85.80% return, which is significantly lower than SCHG's 31.08% return.
SPCE
-85.80%
-9.73%
-64.97%
-84.11%
-48.05%
N/A
SCHG
31.08%
2.03%
14.01%
38.24%
20.05%
16.38%
Key characteristics
| SPCE | SCHG | |
|---|---|---|
| Sharpe Ratio | -0.85 | 2.25 |
| Sortino Ratio | -1.90 | 2.94 |
| Omega Ratio | 0.80 | 1.41 |
| Calmar Ratio | -0.84 | 3.09 |
| Martin Ratio | -1.25 | 12.29 |
| Ulcer Index | 66.52% | 3.11% |
| Daily Std Dev | 98.34% | 17.04% |
| Max Drawdown | -99.56% | -34.59% |
| Current Drawdown | -99.41% | -2.59% |
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Correlation
The correlation between SPCE and SCHG is 0.40, 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.
Risk-Adjusted Performance
SPCE vs. SCHG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Virgin Galactic Holdings, Inc. (SPCE) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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.
Dividends
SPCE vs. SCHG - Dividend Comparison
SPCE has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.41%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPCE Virgin Galactic Holdings, 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% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.41% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% | 1.07% |
Drawdowns
SPCE vs. SCHG - Drawdown Comparison
The maximum SPCE drawdown since its inception was -99.56%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for SPCE and SCHG. For additional features, visit the drawdowns tool.
Volatility
SPCE vs. SCHG - Volatility Comparison
Virgin Galactic Holdings, Inc. (SPCE) has a higher volatility of 31.58% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 5.72%. This indicates that SPCE's price experiences larger fluctuations and is considered to be riskier than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.