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ADAP vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


ADAPSCHD
YTD Return99.24%6.21%
1Y Return49.06%16.75%
3Y Return (Ann)-32.50%6.45%
5Y Return (Ann)-18.19%12.79%
Sharpe Ratio0.521.47
Daily Std Dev84.04%11.53%
Max Drawdown-97.97%-33.37%
Current Drawdown-92.52%0.00%

Correlation

0.19
-1.001.00

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.


-100.00%-50.00%0.00%50.00%100.00%150.00%OctoberNovemberDecember2024FebruaryMarch
-90.13%
170.67%
ADAP
SCHD

Compare stocks, funds, or ETFs


Adaptimmune Therapeutics plc

Schwab US Dividend Equity ETF

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
ADAP
Adaptimmune Therapeutics plc
0.52
SCHD
Schwab US Dividend Equity ETF
1.47

ADAP vs. SCHD - Sharpe Ratio Comparison

The current ADAP Sharpe Ratio is 0.52, which is lower than the SCHD Sharpe Ratio of 1.47. The chart below compares the 12-month rolling Sharpe Ratio of ADAP and SCHD.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50OctoberNovemberDecember2024FebruaryMarch
0.52
1.47
ADAP
SCHD

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%.


TTM20232022202120202019201820172016201520142013
ADAP
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%
SCHD
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


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-92.52%
0
ADAP
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.


0.00%10.00%20.00%30.00%40.00%OctoberNovemberDecember2024FebruaryMarch
28.75%
2.69%
ADAP
SCHD