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

Correlation

The correlation between TW and SCHG is 0.43, 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.


-0.50.00.51.00.4

Performance

TW vs. SCHG - Performance Comparison

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

150.00%200.00%250.00%300.00%JulyAugustSeptemberOctoberNovemberDecember
274.46%
186.14%
TW
SCHG

Key characteristics

Sharpe Ratio

TW:

2.12

SCHG:

2.05

Sortino Ratio

TW:

2.95

SCHG:

2.68

Omega Ratio

TW:

1.38

SCHG:

1.37

Calmar Ratio

TW:

3.80

SCHG:

2.91

Martin Ratio

TW:

12.81

SCHG:

11.49

Ulcer Index

TW:

3.54%

SCHG:

3.13%

Daily Std Dev

TW:

21.42%

SCHG:

17.49%

Max Drawdown

TW:

-48.64%

SCHG:

-34.59%

Current Drawdown

TW:

-4.24%

SCHG:

-3.88%

Returns By Period

In the year-to-date period, TW achieves a 44.03% return, which is significantly higher than SCHG's 35.44% return.


TW

YTD

44.03%

1M

-0.03%

6M

24.33%

1Y

44.77%

5Y*

23.40%

10Y*

N/A

SCHG

YTD

35.44%

1M

3.33%

6M

10.58%

1Y

35.25%

5Y*

19.99%

10Y*

16.66%

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Risk-Adjusted Performance

TW vs. SCHG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tradeweb Markets Inc. (TW) 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 TW, currently valued at 2.12, compared to the broader market-4.00-2.000.002.002.122.05
The chart of Sortino ratio for TW, currently valued at 2.95, compared to the broader market-4.00-2.000.002.004.002.952.68
The chart of Omega ratio for TW, currently valued at 1.38, compared to the broader market0.501.001.502.001.381.37
The chart of Calmar ratio for TW, currently valued at 3.79, compared to the broader market0.002.004.006.003.802.91
The chart of Martin ratio for TW, currently valued at 12.81, compared to the broader market0.0010.0020.0012.8111.49
TW
SCHG

The current TW Sharpe Ratio is 2.12, which is comparable to the SCHG Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of TW 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 Ratio1.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
2.12
2.05
TW
SCHG

Dividends

TW vs. SCHG - Dividend Comparison

TW's dividend yield for the trailing twelve months is around 0.31%, less than SCHG's 0.42% yield.


TTM20232022202120202019201820172016201520142013
TW
Tradeweb Markets Inc.
0.31%0.40%0.49%0.32%0.51%0.52%0.00%0.00%0.00%0.00%0.00%0.00%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.42%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%1.09%1.07%

Drawdowns

TW vs. SCHG - Drawdown Comparison

The maximum TW drawdown since its inception was -48.64%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for TW and SCHG. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.24%
-3.88%
TW
SCHG

Volatility

TW vs. SCHG - Volatility Comparison

Tradeweb Markets Inc. (TW) has a higher volatility of 7.30% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 5.05%. This indicates that TW'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.


3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
7.30%
5.05%
TW
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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