ADSK vs. SCHD
Compare and contrast key facts about Autodesk, Inc. (ADSK) 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: ADSK or SCHD.
Performance
ADSK vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, ADSK achieves a 25.35% return, which is significantly higher than SCHD's 15.97% return. Over the past 10 years, ADSK has outperformed SCHD with an annualized return of 17.33%, while SCHD has yielded a comparatively lower 11.38% annualized return.
ADSK
25.35%
4.17%
38.55%
38.92%
13.13%
17.33%
SCHD
15.97%
-0.59%
10.25%
24.77%
12.66%
11.38%
Key characteristics
| ADSK | SCHD | |
|---|---|---|
| Sharpe Ratio | 1.50 | 2.29 |
| Sortino Ratio | 2.01 | 3.31 |
| Omega Ratio | 1.27 | 1.40 |
| Calmar Ratio | 0.97 | 3.38 |
| Martin Ratio | 4.38 | 12.42 |
| Ulcer Index | 9.22% | 2.04% |
| Daily Std Dev | 26.96% | 11.07% |
| Max Drawdown | -76.92% | -33.37% |
| Current Drawdown | -10.83% | -1.78% |
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Correlation
The correlation between ADSK and SCHD is 0.55, 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.
Risk-Adjusted Performance
ADSK vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Autodesk, Inc. (ADSK) 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.
Dividends
ADSK vs. SCHD - Dividend Comparison
ADSK has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 3.41%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADSK Autodesk, Inc. | 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 | 3.41% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
ADSK vs. SCHD - Drawdown Comparison
The maximum ADSK drawdown since its inception was -76.92%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for ADSK and SCHD. For additional features, visit the drawdowns tool.
Volatility
ADSK vs. SCHD - Volatility Comparison
Autodesk, Inc. (ADSK) has a higher volatility of 6.76% compared to Schwab US Dividend Equity ETF (SCHD) at 3.42%. This indicates that ADSK'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.