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WIRE vs. SCHG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WIRE vs. SCHG - Performance Comparison

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

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WIRE vs. SCHG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WIRE
Encore Wire Corporation
0.00%0.00%35.72%55.35%-3.81%136.44%5.74%14.55%3.31%12.43%
SCHG
Schwab U.S. Large-Cap Growth ETF
-9.73%17.50%34.95%50.10%-31.80%28.11%39.14%36.02%-1.36%28.05%

Returns By Period


WIRE

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

SCHG

1D
0.96%
1M
-4.46%
YTD
-9.73%
6M
-8.15%
1Y
17.00%
3Y*
22.30%
5Y*
12.76%
10Y*
16.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

WIRE vs. SCHG — Risk / Return Rank

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

WIRE

SCHG
SCHG Risk / Return Rank: 4141
Overall Rank
SCHG Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
SCHG Sortino Ratio Rank: 4343
Sortino Ratio Rank
SCHG Omega Ratio Rank: 4242
Omega Ratio Rank
SCHG Calmar Ratio Rank: 4040
Calmar Ratio Rank
SCHG Martin Ratio Rank: 3939
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WIRE vs. SCHG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Encore Wire Corporation (WIRE) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

WIRE vs. SCHG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


WIRESCHGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

Correlation

The correlation between WIRE and SCHG is 0.48, 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.


Dividends

WIRE vs. SCHG - Dividend Comparison

WIRE has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.43%.


TTM20252024202320222021202020192018201720162015
WIRE
Encore Wire Corporation
0.00%0.00%0.01%0.04%0.06%0.04%0.17%0.14%0.16%0.16%0.18%0.16%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.43%0.36%0.39%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%

Drawdowns

WIRE vs. SCHG - Drawdown Comparison


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Drawdown Indicators


WIRESCHGDifference

Max Drawdown

Largest peak-to-trough decline

-34.59%

Max Drawdown (1Y)

Largest decline over 1 year

-16.41%

Max Drawdown (5Y)

Largest decline over 5 years

-34.59%

Max Drawdown (10Y)

Largest decline over 10 years

-34.59%

Current Drawdown

Current decline from peak

-12.51%

Average Drawdown

Average peak-to-trough decline

-5.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.84%

Volatility

WIRE vs. SCHG - Volatility Comparison


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Volatility by Period


WIRESCHGDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.77%

Volatility (6M)

Calculated over the trailing 6-month period

12.54%

Volatility (1Y)

Calculated over the trailing 1-year period

22.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.51%