VRSN vs. SCHG
Compare and contrast key facts about VeriSign, Inc. (VRSN) and Schwab U.S. Large-Cap Growth ETF (SCHG).
SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Total Return Index. It was launched on Dec 11, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VRSN or SCHG.
Performance
VRSN vs. SCHG - Performance Comparison
Returns By Period
In the year-to-date period, VRSN achieves a -12.18% return, which is significantly lower than SCHG's 30.50% return. Over the past 10 years, VRSN has underperformed SCHG with an annualized return of 11.58%, while SCHG has yielded a comparatively higher 16.38% annualized return.
VRSN
-12.18%
-3.30%
5.93%
-13.59%
-0.64%
11.58%
SCHG
30.50%
2.16%
14.17%
37.63%
19.96%
16.38%
Key characteristics
| VRSN | SCHG | |
|---|---|---|
| Sharpe Ratio | -0.70 | 2.24 |
| Sortino Ratio | -0.89 | 2.93 |
| Omega Ratio | 0.89 | 1.41 |
| Calmar Ratio | -0.36 | 3.08 |
| Martin Ratio | -0.80 | 12.26 |
| Ulcer Index | 15.59% | 3.11% |
| Daily Std Dev | 17.77% | 17.00% |
| Max Drawdown | -98.37% | -34.59% |
| Current Drawdown | -29.32% | -3.02% |
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Correlation
The correlation between VRSN and SCHG is 0.63, 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.
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.
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%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 1.04% | 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.
Volatility
VRSN vs. SCHG - Volatility Comparison
VeriSign, Inc. (VRSN) and Schwab U.S. Large-Cap Growth ETF (SCHG) have volatilities of 5.81% and 5.73%, 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.