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

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.


-0.50.00.51.00.6

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.

-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
12.39%
13.73%
VRSN
SCHG

Key characteristics

Sharpe Ratio

VRSN:

-0.12

SCHG:

2.21

Sortino Ratio

VRSN:

-0.03

SCHG:

2.85

Omega Ratio

VRSN:

1.00

SCHG:

1.40

Calmar Ratio

VRSN:

-0.06

SCHG:

3.11

Martin Ratio

VRSN:

-0.20

SCHG:

12.24

Ulcer Index

VRSN:

11.16%

SCHG:

3.14%

Daily Std Dev

VRSN:

19.14%

SCHG:

17.47%

Max Drawdown

VRSN:

-98.37%

SCHG:

-34.59%

Current Drawdown

VRSN:

-21.87%

SCHG:

-1.82%

Returns By Period

In the year-to-date period, VRSN achieves a -2.91% return, which is significantly lower than SCHG's 38.35% return. Over the past 10 years, VRSN has underperformed SCHG with an annualized return of 13.10%, while SCHG has yielded a comparatively higher 16.84% annualized return.


VRSN

YTD

-2.91%

1M

10.62%

6M

11.09%

1Y

-3.12%

5Y*

0.74%

10Y*

13.10%

SCHG

YTD

38.35%

1M

4.05%

6M

15.16%

1Y

38.34%

5Y*

20.45%

10Y*

16.84%

Compare stocks, funds, or ETFs

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


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.


Sharpe ratio
The chart of Sharpe ratio for VRSN, currently valued at -0.12, compared to the broader market-4.00-2.000.002.00-0.122.21
The chart of Sortino ratio for VRSN, currently valued at -0.03, compared to the broader market-4.00-2.000.002.004.00-0.032.85
The chart of Omega ratio for VRSN, currently valued at 1.00, compared to the broader market0.501.001.502.001.001.40
The chart of Calmar ratio for VRSN, currently valued at -0.06, compared to the broader market0.002.004.006.00-0.063.11
The chart of Martin ratio for VRSN, currently valued at -0.20, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.2012.24
VRSN
SCHG

The current VRSN Sharpe Ratio is -0.12, which is lower than the SCHG Sharpe Ratio of 2.21. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.12
2.21
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%1.04%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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-21.87%
-1.82%
VRSN
SCHG

Volatility

VRSN vs. SCHG - Volatility Comparison

VeriSign, Inc. (VRSN) has a higher volatility of 8.98% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 5.13%. 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
8.98%
5.13%
VRSN
SCHG
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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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