Charles Schwab Corporation (SCHW): analysis and statistics
Return, volatility, Sharpe ratio and risk for Charles Schwab Corporation, an S&P 500 component in the Financials sector. Data as of 2026-07-30.
| Last close price | $104.30 |
| Sector (GICS) | Financials |
| Annualized return (3.0 yr) | +18.17% |
| Total return over period | +64.60% |
| Annualized volatility | 26.79% |
| Sharpe ratio | 0.54 |
| Sortino ratio | 0.77 |
| Max drawdown | -24.94% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.07% |
| Correlation with the S&P 500 | 0.44 |
| Period range | $47.47 – $106.47 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Charles Schwab Corporation (SCHW) has posted an annualized return of +18.17% with annual volatility of 26.79%, a Sharpe ratio of 0.54. Its worst stretch (max drawdown from a peak) was -24.94%. 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 S&P 500 stocks, try the optimizer.
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