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

Correlation

The correlation between UTHR and SCHG is 0.39, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

UTHR vs. SCHG - Performance Comparison

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

500.00%600.00%700.00%800.00%900.00%1,000.00%NovemberDecember2025FebruaryMarchApril
523.94%
815.51%
UTHR
SCHG

Key characteristics

Sharpe Ratio

UTHR:

0.75

SCHG:

0.55

Sortino Ratio

UTHR:

1.17

SCHG:

0.92

Omega Ratio

UTHR:

1.17

SCHG:

1.13

Calmar Ratio

UTHR:

0.76

SCHG:

0.58

Martin Ratio

UTHR:

1.97

SCHG:

2.06

Ulcer Index

UTHR:

12.32%

SCHG:

6.62%

Daily Std Dev

UTHR:

32.38%

SCHG:

25.04%

Max Drawdown

UTHR:

-93.18%

SCHG:

-34.59%

Current Drawdown

UTHR:

-28.93%

SCHG:

-13.04%

Returns By Period

In the year-to-date period, UTHR achieves a -17.42% return, which is significantly lower than SCHG's -9.20% return. Over the past 10 years, UTHR has underperformed SCHG with an annualized return of 5.89%, while SCHG has yielded a comparatively higher 14.97% annualized return.


UTHR

YTD

-17.42%

1M

-5.40%

6M

-16.43%

1Y

24.60%

5Y*

21.24%

10Y*

5.89%

SCHG

YTD

-9.20%

1M

-1.60%

6M

-4.69%

1Y

12.11%

5Y*

18.28%

10Y*

14.97%

*Annualized

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Risk-Adjusted Performance

UTHR vs. SCHG — Risk-Adjusted Performance Rank

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

UTHR
The Risk-Adjusted Performance Rank of UTHR is 7575
Overall Rank
The Sharpe Ratio Rank of UTHR is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of UTHR is 7272
Sortino Ratio Rank
The Omega Ratio Rank of UTHR is 7272
Omega Ratio Rank
The Calmar Ratio Rank of UTHR is 8080
Calmar Ratio Rank
The Martin Ratio Rank of UTHR is 7373
Martin Ratio Rank

SCHG
The Risk-Adjusted Performance Rank of SCHG is 6464
Overall Rank
The Sharpe Ratio Rank of SCHG is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHG is 6464
Sortino Ratio Rank
The Omega Ratio Rank of SCHG is 6464
Omega Ratio Rank
The Calmar Ratio Rank of SCHG is 6868
Calmar Ratio Rank
The Martin Ratio Rank of SCHG is 6262
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.

UTHR vs. SCHG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for United Therapeutics Corporation (UTHR) 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 chart of Sharpe ratio for UTHR, currently valued at 0.75, compared to the broader market-2.00-1.000.001.002.003.00
UTHR: 0.75
SCHG: 0.55
The chart of Sortino ratio for UTHR, currently valued at 1.17, compared to the broader market-6.00-4.00-2.000.002.004.00
UTHR: 1.17
SCHG: 0.92
The chart of Omega ratio for UTHR, currently valued at 1.17, compared to the broader market0.501.001.502.00
UTHR: 1.17
SCHG: 1.13
The chart of Calmar ratio for UTHR, currently valued at 0.76, compared to the broader market0.001.002.003.004.005.00
UTHR: 0.76
SCHG: 0.58
The chart of Martin ratio for UTHR, currently valued at 1.97, compared to the broader market-5.000.005.0010.0015.0020.00
UTHR: 1.97
SCHG: 2.06

The current UTHR Sharpe Ratio is 0.75, which is higher than the SCHG Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of UTHR 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.75
0.55
UTHR
SCHG

Dividends

UTHR vs. SCHG - Dividend Comparison

UTHR has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.45%.


TTM20242023202220212020201920182017201620152014
UTHR
United Therapeutics Corporation
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
0.45%0.40%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%1.09%

Drawdowns

UTHR vs. SCHG - Drawdown Comparison

The maximum UTHR drawdown since its inception was -93.18%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for UTHR and SCHG. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-28.93%
-13.04%
UTHR
SCHG

Volatility

UTHR vs. SCHG - Volatility Comparison

The current volatility for United Therapeutics Corporation (UTHR) is 10.59%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 16.60%. This indicates that UTHR experiences smaller price fluctuations and is considered to be less risky than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
10.59%
16.60%
UTHR
SCHG