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ABT vs. SCHD

Last updated Feb 27, 2024

Compare and contrast key facts about Abbott Laboratories (ABT) and Schwab US Dividend Equity ETF (SCHD).

SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ABT or SCHD.

Key characteristics


ABTSCHD
YTD Return8.35%1.76%
1Y Return20.55%7.35%
3Y Return (Ann)1.46%8.38%
5Y Return (Ann)10.85%12.17%
10Y Return (Ann)13.75%11.33%
Sharpe Ratio0.920.54
Daily Std Dev19.61%12.27%
Max Drawdown-45.62%-33.37%
Current Drawdown-12.56%-0.54%

Correlation

0.56
-1.001.00

The correlation between ABT and SCHD is 0.56, 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.

ABT vs. SCHD - Performance Comparison

In the year-to-date period, ABT achieves a 8.35% return, which is significantly higher than SCHD's 1.76% return. Over the past 10 years, ABT has outperformed SCHD with an annualized return of 13.75%, while SCHD has yielded a comparatively lower 11.33% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2024February
16.67%
7.06%
ABT
SCHD

Compare stocks, funds, or ETFs


Abbott Laboratories

Schwab US Dividend Equity ETF

ABT vs. SCHD - Dividend Comparison

ABT's dividend yield for the trailing twelve months is around 1.75%, less than SCHD's 3.43% yield.


TTM20232022202120202019201820172016201520142013
ABT
Abbott Laboratories
1.75%1.85%1.71%1.28%1.32%1.47%1.55%1.86%2.71%2.14%1.95%1.46%
SCHD
Schwab US Dividend Equity ETF
3.43%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

ABT vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Abbott Laboratories (ABT) and Schwab US Dividend Equity ETF (SCHD). 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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
ABT
Abbott Laboratories
0.92
SCHD
Schwab US Dividend Equity ETF
0.54

ABT vs. SCHD - Sharpe Ratio Comparison

The current ABT Sharpe Ratio is 0.92, which is higher than the SCHD Sharpe Ratio of 0.54. The chart below compares the 12-month rolling Sharpe Ratio of ABT and SCHD.


Rolling 12-month Sharpe Ratio-0.500.000.501.00SeptemberOctoberNovemberDecember2024February
0.92
0.54
ABT
SCHD

ABT vs. SCHD - Drawdown Comparison

The maximum ABT drawdown since its inception was -45.62%, which is greater than SCHD's maximum drawdown of -33.37%. The drawdown chart below compares losses from any high point along the way for ABT and SCHD


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-12.56%
-0.54%
ABT
SCHD

ABT vs. SCHD - Volatility Comparison

Abbott Laboratories (ABT) has a higher volatility of 5.01% compared to Schwab US Dividend Equity ETF (SCHD) at 3.09%. This indicates that ABT's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2024February
5.01%
3.09%
ABT
SCHD