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

Correlation

The correlation between UNM and SCHG is 0.59, 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.


Performance

UNM vs. SCHG - Performance Comparison

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

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Key characteristics

Sharpe Ratio

UNM:

2.02

SCHG:

0.57

Sortino Ratio

UNM:

2.68

SCHG:

1.00

Omega Ratio

UNM:

1.40

SCHG:

1.14

Calmar Ratio

UNM:

3.57

SCHG:

0.65

Martin Ratio

UNM:

12.24

SCHG:

2.15

Ulcer Index

UNM:

4.50%

SCHG:

7.07%

Daily Std Dev

UNM:

27.96%

SCHG:

25.26%

Max Drawdown

UNM:

-89.38%

SCHG:

-34.59%

Current Drawdown

UNM:

-3.13%

SCHG:

-6.54%

Returns By Period

In the year-to-date period, UNM achieves a 11.16% return, which is significantly higher than SCHG's -2.41% return. Over the past 10 years, UNM has underperformed SCHG with an annualized return of 12.27%, while SCHG has yielded a comparatively higher 15.60% annualized return.


UNM

YTD

11.16%

1M

8.84%

6M

11.79%

1Y

56.15%

3Y*

36.93%

5Y*

45.76%

10Y*

12.27%

SCHG

YTD

-2.41%

1M

18.03%

6M

-0.63%

1Y

14.19%

3Y*

23.05%

5Y*

18.41%

10Y*

15.60%

*Annualized

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Unum Group

Schwab U.S. Large-Cap Growth ETF

Risk-Adjusted Performance

UNM vs. SCHG — Risk-Adjusted Performance Rank

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

UNM
The Risk-Adjusted Performance Rank of UNM is 9595
Overall Rank
The Sharpe Ratio Rank of UNM is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of UNM is 9393
Sortino Ratio Rank
The Omega Ratio Rank of UNM is 9393
Omega Ratio Rank
The Calmar Ratio Rank of UNM is 9898
Calmar Ratio Rank
The Martin Ratio Rank of UNM is 9696
Martin Ratio Rank

SCHG
The Risk-Adjusted Performance Rank of SCHG is 5959
Overall Rank
The Sharpe Ratio Rank of SCHG is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHG is 5959
Sortino Ratio Rank
The Omega Ratio Rank of SCHG is 6060
Omega Ratio Rank
The Calmar Ratio Rank of SCHG is 6464
Calmar Ratio Rank
The Martin Ratio Rank of SCHG is 5858
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

UNM vs. SCHG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Unum Group (UNM) 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.


The current UNM Sharpe Ratio is 2.02, which is higher than the SCHG Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of UNM 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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Dividends

UNM vs. SCHG - Dividend Comparison

UNM's dividend yield for the trailing twelve months is around 2.09%, more than SCHG's 0.42% yield.


TTM20242023202220212020201920182017201620152014
UNM
Unum Group
2.09%2.15%3.07%3.07%4.76%4.97%3.74%3.34%1.57%1.75%2.10%1.78%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.42%0.40%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%1.09%

Drawdowns

UNM vs. SCHG - Drawdown Comparison

The maximum UNM drawdown since its inception was -89.38%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for UNM and SCHG. For additional features, visit the drawdowns tool.


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Volatility

UNM vs. SCHG - Volatility Comparison

Unum Group (UNM) and Schwab U.S. Large-Cap Growth ETF (SCHG) have volatilities of 5.77% and 6.04%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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