Charles Schwab Corporation (SCHW): analysis and statistics
Return, volatility, Sharpe ratio and risk for Charles Schwab Corporation, a component of the S&P 500 in the Financials sector. Data as of 2026-09-13.
| Last close price | $107.25 |
| Sector (GICS) | Financials |
| Annualized return (3.0 yr) | +23.98% |
| Total return over period | +89.76% |
| Annualized volatility | 26.48% |
| Period volatility | 45.72% |
| Sharpe ratio | 0.76 |
| Sortino ratio | 1.08 |
| Max drawdown | -21.44% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.96% |
| Correlation with the S&P 500 | 0.44 |
| Period range | $47.47 – $113.65 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Charles Schwab Corporation (SCHW) has posted an annualized return of +23.98% with annual volatility of 26.48%, a Sharpe ratio of 0.76. Its worst stretch (max drawdown from a peak) was -21.44%. Its correlation with the S&P 500 is 0.44, which means it moves moderately in step with the index.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how SCHW would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, Charles Schwab Corporation (SCHW) is of the S&P 500.
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