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VICI vs. SCHG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VICI vs. SCHG - Performance Comparison

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

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Returns By Period

In the year-to-date period, VICI achieves a 3.07% return, which is significantly higher than SCHG's 2.58% return.


VICI

1D
1.53%
1M
2.22%
YTD
3.07%
6M
2.76%
1Y
-5.76%
3Y*
1.53%
5Y*
2.53%
10Y*

SCHG

1D
0.12%
1M
-3.66%
YTD
2.58%
6M
2.96%
1Y
20.32%
3Y*
22.68%
5Y*
14.33%
10Y*
18.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VICI vs. SCHG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VICI
VICI Properties Inc.
3.07%1.90%-3.07%3.58%13.01%23.77%6.00%43.23%-3.62%10.51%
SCHG
Schwab U.S. Large-Cap Growth ETF
2.58%17.50%34.95%50.10%-31.80%28.11%39.14%36.02%-1.36%5.56%

Correlation

The correlation between VICI and SCHG is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.06

Correlation (3Y)
Calculated over the trailing 3-year period

0.08

Correlation (5Y)
Calculated over the trailing 5-year period

0.28

Correlation (All Time)
Calculated using the full available price history since Oct 17, 2017

0.32

The correlation between VICI and SCHG shifts across timeframes, from -0.06 (1 year) to 0.32 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

VICI vs. SCHG — Risk / Return Rank

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

VICI
VICI Risk / Return Rank: 2626
Overall Rank
VICI Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
VICI Sortino Ratio Rank: 2121
Sortino Ratio Rank
VICI Omega Ratio Rank: 2222
Omega Ratio Rank
VICI Calmar Ratio Rank: 3030
Calmar Ratio Rank
VICI Martin Ratio Rank: 3131
Martin Ratio Rank

SCHG
SCHG Risk / Return Rank: 3333
Overall Rank
SCHG Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
SCHG Sortino Ratio Rank: 3535
Sortino Ratio Rank
SCHG Omega Ratio Rank: 3636
Omega Ratio Rank
SCHG Calmar Ratio Rank: 2727
Calmar Ratio Rank
SCHG Martin Ratio Rank: 3030
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.

VICI vs. SCHG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VICI Properties Inc. (VICI) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VICISCHGDifference
Sharpe ratioReturn per unit of total volatility

-1.60

Sortino ratioReturn per unit of downside risk

-2.13

Omega ratioGain probability vs. loss probability

0.94

1.21

-0.27

Calmar ratioReturn relative to maximum drawdown

-0.40

1.14

-1.54

Martin ratioReturn relative to average drawdown

-0.67

3.78

-4.45

VICI vs. SCHG - Sharpe Ratio Comparison

The current VICI Sharpe Ratio is -0.42, which is lower than the SCHG Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of VICI and SCHG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VICI vs. SCHG - Drawdown Comparison

The maximum VICI drawdown since its inception was -60.21%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for VICI and SCHG.


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Drawdown Indicators


VICISCHGDifference

Max Drawdown

Largest peak-to-trough decline

-60.21%

-34.59%

-25.62%

Max Drawdown (1Y)

Largest decline over 1 year

-17.88%

-16.41%

-1.47%

Max Drawdown (3Y)

Largest decline over 3 years

-17.88%

-23.39%

+5.51%

Max Drawdown (5Y)

Largest decline over 5 years

-18.61%

-34.59%

+15.98%

Max Drawdown (10Y)

Largest decline over 10 years

-34.59%

Current Drawdown

Current decline from peak

-11.98%

-5.33%

-6.65%

Average Drawdown

Average peak-to-trough decline

-8.18%

-5.20%

-2.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.61%

4.96%

+5.65%

Volatility

VICI vs. SCHG - Volatility Comparison

VICI Properties Inc. (VICI) has a higher volatility of 5.69% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 5.14%. This indicates that VICI'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


VICISCHGDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.69%

5.14%

+0.55%

Volatility (6M)

Calculated over the trailing 6-month period

12.90%

12.30%

+0.60%

Volatility (1Y)

Calculated over the trailing 1-year period

16.83%

15.95%

+0.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.00%

22.33%

-1.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.27%

21.58%

+7.69%

Dividends

VICI vs. SCHG - Dividend Comparison

VICI's dividend yield for the trailing twelve months is around 6.25%, more than SCHG's 0.38% yield.


PositionTTM20252024202320222021202020192018201720162015
SCHG
Schwab U.S. Large-Cap Growth ETF
0.38%0.36%0.39%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%
VICI
VICI Properties Inc.
6.25%6.28%5.80%5.05%4.63%4.58%4.92%4.58%5.31%0.00%0.00%0.00%

Frequently Asked Questions


VICI and SCHG have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VICI has higher volatility (5.69%) compared to SCHG (5.14%). In terms of maximum drawdown, VICI dropped -60.21% vs SCHG's -34.59%.

SCHG currently has the higher Sharpe Ratio (1.18 vs -0.42), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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