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TAIT vs. SCHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TAIT vs. SCHX - Performance Comparison

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

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TAIT vs. SCHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TAIT
Taitron Components Incorporated
31.02%-51.06%-22.08%6.92%-7.23%28.75%20.72%71.47%9.37%50.64%
SCHX
Schwab U.S. Large-Cap ETF
-3.70%17.46%24.88%26.84%-19.41%26.81%20.81%31.22%-4.66%21.95%

Returns By Period

In the year-to-date period, TAIT achieves a 31.02% return, which is significantly higher than SCHX's -3.70% return. Over the past 10 years, TAIT has underperformed SCHX with an annualized return of 11.77%, while SCHX has yielded a comparatively higher 14.02% annualized return.


TAIT

1D
-1.32%
1M
2.74%
YTD
31.02%
6M
-38.88%
1Y
-34.40%
3Y*
-20.10%
5Y*
-14.71%
10Y*
11.77%

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)

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Return for Risk

TAIT vs. SCHX — Risk / Return Rank

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

TAIT
TAIT Risk / Return Rank: 2626
Overall Rank
TAIT Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
TAIT Sortino Ratio Rank: 2929
Sortino Ratio Rank
TAIT Omega Ratio Rank: 3030
Omega Ratio Rank
TAIT Calmar Ratio Rank: 2424
Calmar Ratio Rank
TAIT Martin Ratio Rank: 2525
Martin Ratio Rank

SCHX
SCHX Risk / Return Rank: 5858
Overall Rank
SCHX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
SCHX Sortino Ratio Rank: 5656
Sortino Ratio Rank
SCHX Omega Ratio Rank: 5959
Omega Ratio Rank
SCHX Calmar Ratio Rank: 5757
Calmar Ratio Rank
SCHX Martin Ratio Rank: 6767
Martin Ratio Rank
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.

TAIT vs. SCHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Taitron Components Incorporated (TAIT) 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.


TAITSCHXDifference

Sharpe ratio

Return per unit of total volatility

-0.36

0.98

-1.34

Sortino ratio

Return per unit of downside risk

0.04

1.50

-1.46

Omega ratio

Gain probability vs. loss probability

1.01

1.23

-0.22

Calmar ratio

Return relative to maximum drawdown

-0.50

1.51

-2.01

Martin ratio

Return relative to average drawdown

-0.93

7.02

-7.95

TAIT vs. SCHX - Sharpe Ratio Comparison

The current TAIT Sharpe Ratio is -0.36, which is lower than the SCHX Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of TAIT 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.


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Sharpe Ratios by Period


TAITSCHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.36

0.98

-1.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.29

0.66

-0.95

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.21

0.78

-0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.04

0.80

-0.84

Correlation

The correlation between TAIT and SCHX is 0.10, 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

TAIT vs. SCHX - Dividend Comparison

TAIT's dividend yield for the trailing twelve months is around 10.33%, more than SCHX's 1.16% yield.


TTM20252024202320222021202020192018201720162015
TAIT
Taitron Components Incorporated
10.33%14.53%7.76%5.67%8.19%4.09%4.46%4.40%6.07%5.95%6.25%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

TAIT vs. SCHX - Drawdown Comparison

The maximum TAIT drawdown since its inception was -94.71%, which is greater than SCHX's maximum drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for TAIT and SCHX.


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Drawdown Indicators


TAITSCHXDifference

Max Drawdown

Largest peak-to-trough decline

-94.71%

-34.33%

-60.38%

Max Drawdown (1Y)

Largest decline over 1 year

-70.74%

-12.19%

-58.55%

Max Drawdown (5Y)

Largest decline over 5 years

-78.76%

-25.41%

-53.35%

Max Drawdown (10Y)

Largest decline over 10 years

-80.56%

-34.33%

-46.23%

Current Drawdown

Current decline from peak

-72.09%

-5.67%

-66.42%

Average Drawdown

Average peak-to-trough decline

-74.72%

-4.00%

-70.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

38.52%

2.62%

+35.90%

Volatility

TAIT vs. SCHX - Volatility Comparison

Taitron Components Incorporated (TAIT) has a higher volatility of 13.03% compared to Schwab U.S. Large-Cap ETF (SCHX) at 5.36%. This indicates that TAIT'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.


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Volatility by Period


TAITSCHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.03%

5.36%

+7.67%

Volatility (6M)

Calculated over the trailing 6-month period

74.92%

9.67%

+65.25%

Volatility (1Y)

Calculated over the trailing 1-year period

95.17%

18.33%

+76.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.12%

17.13%

+33.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

55.80%

18.13%

+37.67%