PortfoliosLab logo
VRSN vs. SCHG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VRSN 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

VRSN vs. SCHG - Performance Comparison

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

Loading data...

Key characteristics

Sharpe Ratio

VRSN:

2.83

SCHG:

0.57

Sortino Ratio

VRSN:

4.06

SCHG:

1.00

Omega Ratio

VRSN:

1.54

SCHG:

1.14

Calmar Ratio

VRSN:

1.93

SCHG:

0.65

Martin Ratio

VRSN:

22.36

SCHG:

2.15

Ulcer Index

VRSN:

2.91%

SCHG:

7.07%

Daily Std Dev

VRSN:

21.99%

SCHG:

25.26%

Max Drawdown

VRSN:

-98.37%

SCHG:

-34.59%

Current Drawdown

VRSN:

-1.93%

SCHG:

-6.54%

Returns By Period

In the year-to-date period, VRSN achieves a 36.18% return, which is significantly higher than SCHG's -2.41% return. Both investments have delivered pretty close results over the past 10 years, with VRSN having a 15.89% annualized return and SCHG not far behind at 15.60%.


VRSN

YTD

36.18%

1M

16.78%

6M

55.36%

1Y

61.78%

3Y*

19.40%

5Y*

5.69%

10Y*

15.89%

SCHG

YTD

-2.41%

1M

18.03%

6M

-0.63%

1Y

14.19%

3Y*

23.05%

5Y*

18.41%

10Y*

15.60%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VeriSign, Inc.

Schwab U.S. Large-Cap Growth ETF

Risk-Adjusted Performance

VRSN vs. SCHG — Risk-Adjusted Performance Rank

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

VRSN
The Risk-Adjusted Performance Rank of VRSN is 9797
Overall Rank
The Sharpe Ratio Rank of VRSN is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of VRSN is 9898
Sortino Ratio Rank
The Omega Ratio Rank of VRSN is 9797
Omega Ratio Rank
The Calmar Ratio Rank of VRSN is 9292
Calmar Ratio Rank
The Martin Ratio Rank of VRSN is 9999
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.

VRSN vs. SCHG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VeriSign, Inc. (VRSN) 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 VRSN Sharpe Ratio is 2.83, which is higher than the SCHG Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of VRSN 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.


Loading data...

Dividends

VRSN vs. SCHG - Dividend Comparison

VRSN's dividend yield for the trailing twelve months is around 0.27%, less than SCHG's 0.42% yield.


TTM20242023202220212020201920182017201620152014
VRSN
VeriSign, Inc.
0.27%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
0.42%0.40%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%1.09%

Drawdowns

VRSN vs. SCHG - Drawdown Comparison

The maximum VRSN drawdown since its inception was -98.37%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for VRSN and SCHG. For additional features, visit the drawdowns tool.


Loading data...

Volatility

VRSN vs. SCHG - Volatility Comparison

VeriSign, Inc. (VRSN) has a higher volatility of 8.67% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 6.04%. This indicates that VRSN'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.


Loading data...