TTD vs. SCHG
Compare and contrast key facts about The Trade Desk, Inc. (TTD) 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 Total Return Index. It was launched on Dec 11, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TTD or SCHG.
Performance
TTD vs. SCHG - Performance Comparison
Returns By Period
In the year-to-date period, TTD achieves a 72.18% return, which is significantly higher than SCHG's 32.53% return.
TTD
72.18%
4.81%
29.98%
88.15%
38.58%
N/A
SCHG
32.53%
2.62%
15.29%
38.57%
20.39%
16.49%
Key characteristics
| TTD | SCHG | |
|---|---|---|
| Sharpe Ratio | 2.01 | 2.25 |
| Sortino Ratio | 2.68 | 2.93 |
| Omega Ratio | 1.36 | 1.41 |
| Calmar Ratio | 1.96 | 3.09 |
| Martin Ratio | 13.11 | 12.27 |
| Ulcer Index | 6.42% | 3.11% |
| Daily Std Dev | 41.93% | 17.00% |
| Max Drawdown | -64.27% | -34.59% |
| Current Drawdown | -6.51% | -1.51% |
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Correlation
The correlation between TTD and SCHG is 0.62, 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.
Risk-Adjusted Performance
TTD vs. SCHG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for The Trade Desk, Inc. (TTD) 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.
Dividends
TTD vs. SCHG - Dividend Comparison
TTD has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.40%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TTD The Trade Desk, 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 | 0.40% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% | 1.07% |
Drawdowns
TTD vs. SCHG - Drawdown Comparison
The maximum TTD drawdown since its inception was -64.27%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for TTD and SCHG. For additional features, visit the drawdowns tool.
Volatility
TTD vs. SCHG - Volatility Comparison
The Trade Desk, Inc. (TTD) has a higher volatility of 13.74% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 5.78%. This indicates that TTD'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.