The Charles Schwab Corporation (SCHW) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
The Charles Schwab Corporation (SCHW): 1Y return 6.9%, Sharpe ratio 0.39, volatility 24.6%, max drawdown -19.8%. A Stock in the Equity asset class. Compare SCHW with other assets and invest through your own broker with pfolio.
The Charles Schwab Corporation (SCHW) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
SCHW Performance
- MTD
- Return: -0.7%, Sharpe: -1.08, Volatility: 18.9%, Max Drawdown: -2.8%
- YTD
- Return: -1.9%, Sharpe: 0.04, Volatility: 26.4%, Max Drawdown: -19.8%
- 1Y
- Return: 6.9%, Sharpe: 0.39, Volatility: 24.6%, Max Drawdown: -19.8%
- 5Y
- Return: 34.3%, Sharpe: 0.34, Volatility: 31.3%, Max Drawdown: -49.7%
- 10Y
- Return: 247.7%, Sharpe: 0.53, Volatility: 32.5%, Max Drawdown: -51.1%
Frequently Asked Questions
- What is The Charles Schwab Corporation (SCHW)?
- The Charles Schwab Corporation (SCHW) is a Stock in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does SCHW compare to other assets?
- You can compare SCHW with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in SCHW through pfolio?
- pfolio helps you build diversified portfolios that may include SCHW. You invest through your own broker — pfolio provides the analytics.