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VNQ vs. SCHH
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Performance

VNQ vs. SCHH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in undefined (VNQ) and undefined (SCHH). The values are adjusted to include any dividend payments, if applicable.

140.00%160.00%180.00%200.00%OctoberNovemberDecember2025FebruaryMarch
183.05%
145.59%
VNQ
SCHH

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Risk-Adjusted Performance

undefined vs. undefined - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for undefined (undefined) and undefined (undefined). 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 VNQ, currently valued at 0.43, compared to the broader market-1.000.001.002.003.004.005.000.430.42
The chart of Sortino ratio for VNQ, currently valued at 0.67, compared to the broader market-2.000.002.004.006.008.0010.0012.000.670.67
The chart of Omega ratio for VNQ, currently valued at 1.09, compared to the broader market0.501.001.502.002.503.001.091.08
The chart of Calmar ratio for VNQ, currently valued at 0.26, compared to the broader market0.005.0010.0015.000.260.27
The chart of Martin ratio for VNQ, currently valued at 1.46, compared to the broader market0.0020.0040.0060.0080.00100.001.461.37
VNQ
SCHH


Rolling 12-month Sharpe Ratio0.000.501.001.502.00OctoberNovemberDecember2025FebruaryMarch
0.43
0.42
VNQ
SCHH

Drawdowns

VNQ vs. SCHH - Drawdown Comparison


-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%OctoberNovemberDecember2025FebruaryMarch
-12.48%
-11.66%
VNQ
SCHH

Volatility

VNQ vs. SCHH - Volatility Comparison

undefined (VNQ) and undefined (SCHH) have volatilities of 4.42% and 4.28%, 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.


3.00%4.00%5.00%6.00%7.00%OctoberNovemberDecember2025FebruaryMarch
4.42%
4.28%
VNQ
SCHH
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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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