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TDOC vs. SCHG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TDOC and SCHG is 0.45, 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.


-0.50.00.51.00.5

Performance

TDOC vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teladoc Health, Inc. (TDOC) and Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

-100.00%0.00%100.00%200.00%300.00%400.00%JulyAugustSeptemberOctoberNovemberDecember
-66.88%
351.33%
TDOC
SCHG

Key characteristics

Sharpe Ratio

TDOC:

-0.93

SCHG:

2.22

Sortino Ratio

TDOC:

-1.41

SCHG:

2.86

Omega Ratio

TDOC:

0.83

SCHG:

1.40

Calmar Ratio

TDOC:

-0.55

SCHG:

3.13

Martin Ratio

TDOC:

-1.11

SCHG:

12.34

Ulcer Index

TDOC:

48.57%

SCHG:

3.14%

Daily Std Dev

TDOC:

57.87%

SCHG:

17.45%

Max Drawdown

TDOC:

-97.69%

SCHG:

-34.59%

Current Drawdown

TDOC:

-96.80%

SCHG:

-2.75%

Returns By Period

In the year-to-date period, TDOC achieves a -56.19% return, which is significantly lower than SCHG's 37.04% return.


TDOC

YTD

-56.19%

1M

-9.23%

6M

-2.78%

1Y

-56.09%

5Y*

-35.29%

10Y*

N/A

SCHG

YTD

37.04%

1M

3.40%

6M

12.88%

1Y

37.14%

5Y*

20.24%

10Y*

16.77%

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Risk-Adjusted Performance

TDOC vs. SCHG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Teladoc Health, Inc. (TDOC) 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.


Sharpe ratio
The chart of Sharpe ratio for TDOC, currently valued at -0.93, compared to the broader market-4.00-2.000.002.00-0.932.22
The chart of Sortino ratio for TDOC, currently valued at -1.41, compared to the broader market-4.00-2.000.002.004.00-1.412.86
The chart of Omega ratio for TDOC, currently valued at 0.83, compared to the broader market0.501.001.502.000.831.40
The chart of Calmar ratio for TDOC, currently valued at -0.55, compared to the broader market0.002.004.006.00-0.553.13
The chart of Martin ratio for TDOC, currently valued at -1.11, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.1112.34
TDOC
SCHG

The current TDOC Sharpe Ratio is -0.93, which is lower than the SCHG Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of TDOC and SCHG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.93
2.22
TDOC
SCHG

Dividends

TDOC vs. SCHG - Dividend Comparison

TDOC has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.41%.


TTM20232022202120202019201820172016201520142013
TDOC
Teladoc Health, 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

TDOC vs. SCHG - Drawdown Comparison

The maximum TDOC drawdown since its inception was -97.69%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for TDOC and SCHG. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-96.80%
-2.75%
TDOC
SCHG

Volatility

TDOC vs. SCHG - Volatility Comparison

Teladoc Health, Inc. (TDOC) has a higher volatility of 25.70% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 5.07%. This indicates that TDOC'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.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
25.70%
5.07%
TDOC
SCHG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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