ADAP vs. SCHD
Compare and contrast key facts about Adaptimmune Therapeutics plc (ADAP) 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: ADAP or SCHD.
Key characteristics
ADAP | SCHD | |
---|---|---|
YTD Return | 99.24% | 6.21% |
1Y Return | 49.06% | 16.75% |
3Y Return (Ann) | -32.50% | 6.45% |
5Y Return (Ann) | -18.19% | 12.79% |
Sharpe Ratio | 0.52 | 1.47 |
Daily Std Dev | 84.04% | 11.53% |
Max Drawdown | -97.97% | -33.37% |
Current Drawdown | -92.52% | 0.00% |
Correlation
The correlation between ADAP and SCHD is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
ADAP vs. SCHD - Performance Comparison
In the year-to-date period, ADAP achieves a 99.24% return, which is significantly higher than SCHD's 6.21% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Risk-Adjusted Performance
ADAP vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Adaptimmune Therapeutics plc (ADAP) 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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
Adaptimmune Therapeutics plc | 0.52 | ||||
Schwab US Dividend Equity ETF | 1.47 |
Dividends
ADAP vs. SCHD - Dividend Comparison
ADAP has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 3.33%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Adaptimmune Therapeutics plc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Schwab US Dividend Equity ETF | 3.33% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
ADAP vs. SCHD - Drawdown Comparison
The maximum ADAP drawdown since its inception was -97.97%, 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 ADAP and SCHD
Volatility
ADAP vs. SCHD - Volatility Comparison
Adaptimmune Therapeutics plc (ADAP) has a higher volatility of 28.75% compared to Schwab US Dividend Equity ETF (SCHD) at 2.69%. This indicates that ADAP'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.