STRNY vs. SCHC

Last updated Jun 4, 2026

STRNY (Severn Trent PLC PK) is a stock, while SCHC (Schwab International Small-Cap Equity ETF) is Foreign Small & Mid Cap Equities fund tracking the FTSE Custom Developed Small Cap ex-US Liquid Net of Tax (Lux). Over the past 10 years, STRNY returned 6.49%/yr vs 8.02%/yr for SCHC. At a 0.17 correlation, their price movements are largely independent.

Performance

STRNY vs. SCHC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Severn Trent PLC PK (STRNY) and Schwab International Small-Cap Equity ETF (SCHC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, STRNY achieves a 8.11% return, which is significantly lower than SCHC's 9.49% return. Over the past 10 years, STRNY has underperformed SCHC with an annualized return of 6.49%, while SCHC has yielded a comparatively higher 8.02% annualized return.

STRNY

• 1D: 0.44%
• 1M: -5.61%
• YTD: 8.11%
• 6M: 7.13%
• 1Y: 16.08%
• 3Y*: 10.91%
• 5Y*: 6.50%
• 10Y*: 6.49%

SCHC

• 1D: -1.27%
• 1M: 0.52%
• YTD: 9.49%
• 6M: 12.08%
• 1Y: 27.44%
• 3Y*: 17.96%
• 5Y*: 6.18%
• 10Y*: 8.02%

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

STRNY vs. SCHC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
STRNY Severn Trent PLC PK	8.11%	24.68%	0.84%	8.95%	-16.52%	34.64%	-7.80%	56.74%	-15.28%	7.01%
SCHC Schwab International Small-Cap Equity ETF	9.49%	37.59%	1.97%	14.36%	-21.74%	12.02%	10.48%	23.10%	-18.60%	29.42%

Correlation

The correlation between STRNY and SCHC is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.41
Correlation (3Y) Calculated over the trailing 3-year period	0.34
Correlation (5Y) Calculated over the trailing 5-year period	0.25
Correlation (10Y) Calculated over the trailing 10-year period	0.19
Correlation (All Time) Calculated using the full available price history since Jan 15, 2010	0.18

Over the past year, STRNY and SCHC have become more correlated (0.41) than their long-term average of 0.17, meaning their price movements have been converging.

Return for Risk

STRNY vs. SCHC — Risk / Return Rank

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

STRNY

STRNY Risk / Return Rank: 61
STRNY Sharpe Ratio Rank: 63
STRNY Sortino Ratio Rank: 55
STRNY Omega Ratio Rank: 56
STRNY Calmar Ratio Rank: 66
STRNY Martin Ratio Rank: 66

SCHC

SCHC Risk / Return Rank: 49
SCHC Sharpe Ratio Rank: 51
SCHC Sortino Ratio Rank: 50
SCHC Omega Ratio Rank: 50
SCHC Calmar Ratio Rank: 44
SCHC Martin Ratio Rank: 49

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.

STRNY vs. SCHC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Severn Trent PLC PK (STRNY) and Schwab International Small-Cap Equity ETF (SCHC). 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.

	STRNY	SCHC	Difference
Sharpe ratio Return per unit of total volatility	0.67	1.78	-1.11
Sortino ratio Return per unit of downside risk	1.05	2.47	-1.41
Omega ratio Gain probability vs. loss probability	1.14	1.32	-0.18
Calmar ratio Return relative to maximum drawdown	1.27	2.21	-0.94
Martin ratio Return relative to average drawdown	2.89	8.41	-5.52
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

STRNY vs. SCHC - Sharpe Ratio Comparison

The current STRNY Sharpe Ratio is 0.67, which is lower than the SCHC Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of STRNY and SCHC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	STRNY	SCHC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.67	1.78	-1.11
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.19	0.35	-0.16
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.20	0.45	-0.24
Sharpe Ratio (All Time) Calculated using the full available price history	0.16	0.40	-0.23

Drawdowns

STRNY vs. SCHC - Drawdown Comparison

The maximum STRNY drawdown since its inception was -66.53%, which is greater than SCHC's maximum drawdown of -43.94%. Use the drawdown chart below to compare losses from any high point for STRNY and SCHC.

Drawdown Indicators

	STRNY	SCHC	Difference
Max Drawdown Largest peak-to-trough decline	-66.53%	-43.94%	-22.59%
Max Drawdown (1Y) Largest decline over 1 year	-12.69%	-12.48%	-0.21%
Max Drawdown (3Y) Largest decline over 3 years	-21.30%	-15.52%	-5.78%
Max Drawdown (5Y) Largest decline over 5 years	-38.87%	-36.48%	-2.39%
Max Drawdown (10Y) Largest decline over 10 years	-38.87%	-43.94%	+5.07%
Current Drawdown Current decline from peak	-8.70%	-3.28%	-5.42%
Average Drawdown Average peak-to-trough decline	-33.58%	-10.05%	-23.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.57%	3.27%	+2.30%

Volatility

STRNY vs. SCHC - Volatility Comparison

Severn Trent PLC PK (STRNY) has a higher volatility of 10.41% compared to Schwab International Small-Cap Equity ETF (SCHC) at 5.05%. This indicates that STRNY's price experiences larger fluctuations and is considered to be riskier than SCHC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	STRNY	SCHC	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.41%	5.05%	+5.36%
Volatility (6M) Calculated over the trailing 6-month period	19.68%	13.05%	+6.63%
Volatility (1Y) Calculated over the trailing 1-year period	24.71%	15.50%	+9.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	33.76%	17.50%	+16.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	31.92%	17.99%	+13.93%

Dividends

STRNY vs. SCHC - Dividend Comparison

STRNY's dividend yield for the trailing twelve months is around 4.18%, more than SCHC's 3.34% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SCHC Schwab International Small-Cap Equity ETF	3.34%	3.66%	3.72%	2.94%	1.78%	3.02%	1.62%	3.23%	2.51%	2.73%	2.01%	2.34%
STRNY Severn Trent PLC PK	4.18%	4.33%	4.75%	4.18%	3.94%	3.54%	4.09%	3.44%	4.95%	7.16%	7.28%	3.47%

Frequently Asked Questions

Can I hold both STRNY and SCHC in my portfolio?

STRNY and SCHC have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, STRNY or SCHC?

STRNY has higher volatility (10.41%) compared to SCHC (5.05%). In terms of maximum drawdown, STRNY dropped -66.53% vs SCHC's -43.94%.

Which has better risk-adjusted returns?

SCHC currently has the higher Sharpe Ratio (1.78 vs 0.67), 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.