VS vs. SCHG
VS (Versus Systems Inc.) is a stock, while SCHG (Schwab U.S. Large-Cap Growth ETF) is Large Cap Growth Equities fund tracking the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. Over the past 5 years, VS returned -75.10%/yr vs 13.27%/yr for SCHG. At a 0.14 correlation, their price movements are largely independent.
Performance
VS vs. SCHG - Performance Comparison
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Returns By Period
In the year-to-date period, VS achieves a 0.22% return, which is significantly lower than SCHG's 1.35% return.
VS
- 1D
- 0.83%
- 1M
- 14.02%
- YTD
- 0.22%
- 6M
- -4.35%
- 1Y
- -44.80%
- 3Y*
- -44.66%
- 5Y*
- -75.10%
- 10Y*
- —
SCHG
- 1D
- -1.37%
- 1M
- -3.93%
- YTD
- 1.35%
- 6M
- 0.09%
- 1Y
- 17.91%
- 3Y*
- 22.13%
- 5Y*
- 13.27%
- 10Y*
- 18.65%
VS vs. SCHG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
VS Versus Systems Inc. | 0.22% | -44.67% | -27.39% | -60.99% | -98.46% | -74.58% |
SCHG Schwab U.S. Large-Cap Growth ETF | 1.35% | 17.50% | 34.95% | 50.10% | -31.80% | 29.14% |
Correlation
The correlation between VS and SCHG is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Jan 15, 2021 | 0.14 |
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Return for Risk
VS vs. SCHG — Risk / Return Rank
VS
SCHG
VS vs. SCHG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Versus Systems Inc. (VS) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VS | SCHG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.71 | ||
| Sortino ratioReturn per unit of downside risk | -2.22 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.20 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.63 | 1.10 | -1.73 |
| Martin ratioReturn relative to average drawdown | -0.97 | 3.58 | -4.55 |
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Drawdowns
VS vs. SCHG - Drawdown Comparison
The maximum VS drawdown since its inception was -99.97%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for VS and SCHG.
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Drawdown Indicators
| VS | SCHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.97% | -34.59% | -65.38% |
Max Drawdown (1Y)Largest decline over 1 year | -71.22% | -16.41% | -54.81% |
Max Drawdown (3Y)Largest decline over 3 years | -89.25% | -23.39% | -65.86% |
Max Drawdown (5Y)Largest decline over 5 years | -99.94% | -34.59% | -65.35% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.59% | — |
Current DrawdownCurrent decline from peak | -99.95% | -6.46% | -93.49% |
Average DrawdownAverage peak-to-trough decline | -89.39% | -5.20% | -84.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 46.43% | 5.02% | +41.41% |
Volatility
VS vs. SCHG - Volatility Comparison
Versus Systems Inc. (VS) has a higher volatility of 36.57% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 5.91%. This indicates that VS'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.
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Volatility by Period
| VS | SCHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 36.57% | 5.91% | +30.66% |
Volatility (6M)Calculated over the trailing 6-month period | 54.41% | 12.52% | +41.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 75.16% | 16.24% | +58.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 177.56% | 22.38% | +155.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 172.02% | 21.58% | +150.44% |
Dividends
VS vs. SCHG - Dividend Comparison
VS has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.38%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHG Schwab U.S. Large-Cap Growth ETF | 0.38% | 0.36% | 0.39% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% |
VS Versus Systems 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% |
Frequently Asked Questions
VS and SCHG have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VS has higher volatility (36.57%) compared to SCHG (5.91%). In terms of maximum drawdown, VS dropped -99.97% vs SCHG's -34.59%.
SCHG currently has the higher Sharpe Ratio (1.11 vs -0.60), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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