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

Key characteristics


VRSNSCHG
YTD Return-11.24%22.96%
1Y Return-8.78%33.53%
3Y Return (Ann)-6.28%10.15%
5Y Return (Ann)-0.64%19.67%
10Y Return (Ann)12.64%16.11%
Sharpe Ratio-0.451.97
Daily Std Dev18.41%17.38%
Max Drawdown-98.37%-34.59%
Current Drawdown-28.57%-3.69%

Correlation

-0.50.00.51.00.6

The correlation between VRSN and SCHG is 0.64, 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

In the year-to-date period, VRSN achieves a -11.24% return, which is significantly lower than SCHG's 22.96% return. Over the past 10 years, VRSN has underperformed SCHG with an annualized return of 12.64%, while SCHG has yielded a comparatively higher 16.11% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


700.00%750.00%800.00%850.00%900.00%AprilMayJuneJulyAugustSeptember
870.19%
820.91%
VRSN
SCHG

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Risk-Adjusted Performance

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.


VRSN
Sharpe ratio
The chart of Sharpe ratio for VRSN, currently valued at -0.45, compared to the broader market-4.00-2.000.002.00-0.45
Sortino ratio
The chart of Sortino ratio for VRSN, currently valued at -0.50, compared to the broader market-6.00-4.00-2.000.002.004.00-0.50
Omega ratio
The chart of Omega ratio for VRSN, currently valued at 0.92, compared to the broader market0.501.001.502.000.92
Calmar ratio
The chart of Calmar ratio for VRSN, currently valued at -0.24, compared to the broader market0.001.002.003.004.005.00-0.24
Martin ratio
The chart of Martin ratio for VRSN, currently valued at -0.59, compared to the broader market-10.00-5.000.005.0010.0015.0020.00-0.59
SCHG
Sharpe ratio
The chart of Sharpe ratio for SCHG, currently valued at 1.97, compared to the broader market-4.00-2.000.002.001.97
Sortino ratio
The chart of Sortino ratio for SCHG, currently valued at 2.59, compared to the broader market-6.00-4.00-2.000.002.004.002.59
Omega ratio
The chart of Omega ratio for SCHG, currently valued at 1.35, compared to the broader market0.501.001.502.001.35
Calmar ratio
The chart of Calmar ratio for SCHG, currently valued at 2.27, compared to the broader market0.001.002.003.004.005.002.27
Martin ratio
The chart of Martin ratio for SCHG, currently valued at 9.90, compared to the broader market-10.00-5.000.005.0010.0015.0020.009.90

VRSN vs. SCHG - Sharpe Ratio Comparison

The current VRSN Sharpe Ratio is -0.45, which is lower than the SCHG Sharpe Ratio of 1.97. The chart below compares the 12-month rolling Sharpe Ratio of VRSN and SCHG.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00AprilMayJuneJulyAugustSeptember
-0.45
1.97
VRSN
SCHG

Dividends

VRSN vs. SCHG - Dividend Comparison

VRSN has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.41%.


TTM20232022202120202019201820172016201520142013
VRSN
VeriSign, Inc.
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
0.41%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.27%1.22%1.09%1.07%

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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-28.57%
-3.69%
VRSN
SCHG

Volatility

VRSN vs. SCHG - Volatility Comparison

The current volatility for VeriSign, Inc. (VRSN) is 4.62%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 5.98%. This indicates that VRSN 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.


3.00%4.00%5.00%6.00%7.00%8.00%AprilMayJuneJulyAugustSeptember
4.62%
5.98%
VRSN
SCHG