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TECK-B.TO vs. SCHG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TECK-B.TO vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Teck Resources Limited (TECK-B.TO) and Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

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TECK-B.TO vs. SCHG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TECK-B.TO
Teck Resources Limited
12.68%13.74%5.72%11.61%43.23%58.74%3.94%-22.78%-9.77%24.91%
SCHG
Schwab U.S. Large-Cap Growth ETF
-8.58%12.11%46.55%46.80%-26.94%26.96%36.79%29.33%7.01%19.89%
Different Trading Currencies

TECK-B.TO is traded in CAD, while SCHG is traded in USD. To make them comparable, the SCHG values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, TECK-B.TO achieves a 12.68% return, which is significantly higher than SCHG's -8.58% return. Over the past 10 years, TECK-B.TO has outperformed SCHG with an annualized return of 23.59%, while SCHG has yielded a comparatively lower 17.72% annualized return.


TECK-B.TO

1D
2.51%
1M
-5.31%
YTD
12.68%
6M
20.63%
1Y
41.81%
3Y*
15.68%
5Y*
26.43%
10Y*
23.59%

SCHG

1D
0.82%
1M
-2.90%
YTD
-8.58%
6M
-8.41%
1Y
13.68%
3Y*
23.44%
5Y*
15.09%
10Y*
17.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

TECK-B.TO vs. SCHG — Risk / Return Rank

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

TECK-B.TO
TECK-B.TO Risk / Return Rank: 6969
Overall Rank
TECK-B.TO Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
TECK-B.TO Sortino Ratio Rank: 6666
Sortino Ratio Rank
TECK-B.TO Omega Ratio Rank: 6363
Omega Ratio Rank
TECK-B.TO Calmar Ratio Rank: 7272
Calmar Ratio Rank
TECK-B.TO Martin Ratio Rank: 7272
Martin Ratio Rank

SCHG
SCHG Risk / Return Rank: 4141
Overall Rank
SCHG Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
SCHG Sortino Ratio Rank: 4343
Sortino Ratio Rank
SCHG Omega Ratio Rank: 4242
Omega Ratio Rank
SCHG Calmar Ratio Rank: 4040
Calmar Ratio Rank
SCHG Martin Ratio Rank: 3939
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.

TECK-B.TO vs. SCHG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teck Resources Limited (TECK-B.TO) 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.


TECK-B.TOSCHGDifference

Sharpe ratio

Return per unit of total volatility

0.88

0.62

+0.26

Sortino ratio

Return per unit of downside risk

1.47

1.01

+0.46

Omega ratio

Gain probability vs. loss probability

1.18

1.15

+0.04

Calmar ratio

Return relative to maximum drawdown

1.64

0.83

+0.81

Martin ratio

Return relative to average drawdown

4.05

2.42

+1.63

TECK-B.TO vs. SCHG - Sharpe Ratio Comparison

The current TECK-B.TO Sharpe Ratio is 0.88, which is higher than the SCHG Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of TECK-B.TO 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.


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Sharpe Ratios by Period


TECK-B.TOSCHGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

0.62

+0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.73

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.89

-0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.03

0.99

-1.03

Correlation

The correlation between TECK-B.TO and SCHG is 0.26, 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

TECK-B.TO vs. SCHG - Dividend Comparison

TECK-B.TO's dividend yield for the trailing twelve months is around 0.68%, more than SCHG's 0.43% yield.


TTM20252024202320222021202020192018201720162015
TECK-B.TO
Teck Resources Limited
0.68%0.76%1.72%1.79%1.95%0.55%0.87%0.89%0.98%1.83%0.37%3.75%
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

TECK-B.TO vs. SCHG - Drawdown Comparison

The maximum TECK-B.TO drawdown since its inception was -98.12%, which is greater than SCHG's maximum drawdown of -32.13%. Use the drawdown chart below to compare losses from any high point for TECK-B.TO and SCHG.


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Drawdown Indicators


TECK-B.TOSCHGDifference

Max Drawdown

Largest peak-to-trough decline

-98.12%

-34.59%

-63.53%

Max Drawdown (1Y)

Largest decline over 1 year

-25.67%

-16.41%

-9.26%

Max Drawdown (5Y)

Largest decline over 5 years

-42.51%

-34.59%

-7.92%

Max Drawdown (10Y)

Largest decline over 10 years

-76.97%

-34.59%

-42.38%

Current Drawdown

Current decline from peak

-45.74%

-12.51%

-33.23%

Average Drawdown

Average peak-to-trough decline

-75.70%

-5.22%

-70.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.43%

4.84%

+5.59%

Volatility

TECK-B.TO vs. SCHG - Volatility Comparison

Teck Resources Limited (TECK-B.TO) has a higher volatility of 15.73% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 6.60%. This indicates that TECK-B.TO'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


TECK-B.TOSCHGDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.73%

6.60%

+9.13%

Volatility (6M)

Calculated over the trailing 6-month period

31.08%

12.48%

+18.60%

Volatility (1Y)

Calculated over the trailing 1-year period

47.98%

22.17%

+25.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.16%

20.64%

+22.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.88%

19.98%

+27.90%