ADDYY vs. SCHX
Compare and contrast key facts about Adidas AG ADR (ADDYY) and Schwab U.S. Large-Cap ETF (SCHX).
SCHX is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Total Stock Market Index. It was launched on Nov 3, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ADDYY or SCHX.
Key characteristics
| ADDYY | SCHX | |
|---|---|---|
| YTD Return | 19.49% | 23.50% |
| 1Y Return | 28.38% | 35.55% |
| 3Y Return (Ann) | -7.99% | 11.30% |
| 5Y Return (Ann) | -4.43% | 17.72% |
| 10Y Return (Ann) | 15.28% | 16.52% |
| Sharpe Ratio | 1.12 | 2.82 |
| Sortino Ratio | 1.65 | 3.76 |
| Omega Ratio | 1.22 | 1.51 |
| Calmar Ratio | 0.63 | 3.48 |
| Martin Ratio | 5.28 | 17.31 |
| Ulcer Index | 6.57% | 2.06% |
| Daily Std Dev | 31.06% | 12.64% |
| Max Drawdown | -76.64% | -34.33% |
| Current Drawdown | -37.38% | -0.26% |
Correlation
The correlation between ADDYY and SCHX is 0.53, 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.
Performance
ADDYY vs. SCHX - Performance Comparison
In the year-to-date period, ADDYY achieves a 19.49% return, which is significantly lower than SCHX's 23.50% return. Over the past 10 years, ADDYY has underperformed SCHX with an annualized return of 15.28%, while SCHX has yielded a comparatively higher 16.52% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ADDYY vs. SCHX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Adidas AG ADR (ADDYY) and Schwab U.S. Large-Cap ETF (SCHX). 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.
Dividends
ADDYY vs. SCHX - Dividend Comparison
ADDYY's dividend yield for the trailing twelve months is around 0.31%, less than SCHX's 1.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADDYY Adidas AG ADR | 0.31% | 0.38% | 2.69% | 1.23% | 0.00% | 1.16% | 1.55% | 1.08% | 5.71% | 1.64% | 3.02% | 1.36% |
SCHX Schwab U.S. Large-Cap ETF | 1.21% | 2.71% | 3.40% | 1.72% | 3.04% | 4.61% | 5.10% | 3.33% | 7.17% | 5.11% | 3.56% | 3.43% |
Drawdowns
ADDYY vs. SCHX - Drawdown Comparison
The maximum ADDYY drawdown since its inception was -76.64%, which is greater than SCHX's maximum drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for ADDYY and SCHX. For additional features, visit the drawdowns tool.
Volatility
ADDYY vs. SCHX - Volatility Comparison
Adidas AG ADR (ADDYY) has a higher volatility of 10.35% compared to Schwab U.S. Large-Cap ETF (SCHX) at 3.00%. This indicates that ADDYY's price experiences larger fluctuations and is considered to be riskier than SCHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.