SSL vs. SCHG
Compare and contrast key facts about Sasol Limited (SSL) 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 Index. It was launched on Dec 11, 2009.
Performance
SSL vs. SCHG - Performance Comparison
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SSL vs. SCHG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SSL Sasol Limited | 99.08% | 42.76% | -53.51% | -32.12% | 0.47% | 85.10% | -59.00% | -25.15% | -12.02% | 22.69% |
SCHG Schwab U.S. Large-Cap Growth ETF | -10.59% | 17.50% | 34.95% | 50.10% | -31.80% | 28.11% | 39.14% | 36.02% | -1.36% | 28.05% |
Returns By Period
In the year-to-date period, SSL achieves a 99.08% return, which is significantly higher than SCHG's -10.59% return. Over the past 10 years, SSL has underperformed SCHG with an annualized return of -5.74%, while SCHG has yielded a comparatively higher 16.83% annualized return.
SSL
- 1D
- -1.14%
- 1M
- 45.29%
- YTD
- 99.08%
- 6M
- 108.36%
- 1Y
- 206.38%
- 3Y*
- 0.16%
- 5Y*
- -0.39%
- 10Y*
- -5.74%
SCHG
- 1D
- 3.67%
- 1M
- -5.12%
- YTD
- -10.59%
- 6M
- -8.51%
- 1Y
- 16.81%
- 3Y*
- 21.91%
- 5Y*
- 12.55%
- 10Y*
- 16.83%
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Return for Risk
SSL vs. SCHG — Risk / Return Rank
SSL
SCHG
SSL vs. SCHG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sasol Limited (SSL) 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.
| SSL | SCHG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.38 | 0.75 | +2.63 |
Sortino ratioReturn per unit of downside risk | 3.57 | 1.23 | +2.33 |
Omega ratioGain probability vs. loss probability | 1.46 | 1.17 | +0.29 |
Calmar ratioReturn relative to maximum drawdown | 6.64 | 1.03 | +5.61 |
Martin ratioReturn relative to average drawdown | 19.18 | 3.54 | +15.64 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SSL | SCHG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.38 | 0.75 | +2.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.01 | 0.57 | -0.57 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.09 | 0.79 | -0.88 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.79 | -0.63 |
Correlation
The correlation between SSL and SCHG is 0.39, 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
SSL vs. SCHG - Dividend Comparison
SSL has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.43%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SSL Sasol Limited | 0.00% | 0.00% | 2.27% | 9.25% | 5.55% | 0.00% | 0.00% | 1.97% | 3.36% | 2.15% | 2.98% | 4.38% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.43% | 0.36% | 0.39% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% |
Drawdowns
SSL vs. SCHG - Drawdown Comparison
The maximum SSL drawdown since its inception was -97.43%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for SSL and SCHG.
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Drawdown Indicators
| SSL | SCHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.43% | -34.59% | -62.84% |
Max Drawdown (1Y)Largest decline over 1 year | -32.18% | -16.41% | -15.77% |
Max Drawdown (5Y)Largest decline over 5 years | -87.96% | -34.59% | -53.37% |
Max Drawdown (10Y)Largest decline over 10 years | -96.53% | -34.59% | -61.94% |
Current DrawdownCurrent decline from peak | -71.65% | -13.34% | -58.31% |
Average DrawdownAverage peak-to-trough decline | -33.12% | -5.22% | -27.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.15% | 4.78% | +6.37% |
Volatility
SSL vs. SCHG - Volatility Comparison
Sasol Limited (SSL) has a higher volatility of 12.49% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 6.67%. This indicates that SSL'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.
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Volatility by Period
| SSL | SCHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.49% | 6.67% | +5.82% |
Volatility (6M)Calculated over the trailing 6-month period | 41.62% | 12.51% | +29.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 61.48% | 22.43% | +39.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 50.89% | 22.32% | +28.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 61.00% | 21.51% | +39.49% |