WTM vs. SCHG

In the year-to-date period, WTM achieves a -6.23% return, which is significantly lower than SCHG's -2.92% return. Over the past 10 years, WTM has underperformed SCHG with an annualized return of 10.84%, while SCHG has yielded a comparatively higher 15.66% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for White Mountains Insurance Group, Ltd. (WTM) 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.

The current WTM Sharpe Ratio is -0.05, which is lower than the SCHG Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of WTM 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.

WTM's dividend yield for the trailing twelve months is around 0.05%, less than SCHG's 0.42% yield.

The maximum WTM drawdown since its inception was -77.67%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for WTM and SCHG. For additional features, visit the drawdowns tool.

The current volatility for White Mountains Insurance Group, Ltd. (WTM) is 6.11%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 7.90%. This indicates that WTM 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.