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

Correlation

The correlation between ALB 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.


Performance

ALB vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Albemarle Corporation (ALB) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

ALB:

-0.97

SCHD:

0.08

Sortino Ratio

ALB:

-1.53

SCHD:

0.32

Omega Ratio

ALB:

0.82

SCHD:

1.04

Calmar Ratio

ALB:

-0.66

SCHD:

0.15

Martin Ratio

ALB:

-1.57

SCHD:

0.49

Ulcer Index

ALB:

35.25%

SCHD:

4.96%

Daily Std Dev

ALB:

57.98%

SCHD:

16.03%

Max Drawdown

ALB:

-83.90%

SCHD:

-33.37%

Current Drawdown

ALB:

-81.63%

SCHD:

-11.26%

Returns By Period

In the year-to-date period, ALB achieves a -32.32% return, which is significantly lower than SCHD's -4.97% return. Over the past 10 years, ALB has underperformed SCHD with an annualized return of 0.64%, while SCHD has yielded a comparatively higher 10.39% annualized return.


ALB

YTD

-32.32%

1M

5.89%

6M

-42.00%

1Y

-54.50%

5Y*

-1.01%

10Y*

0.64%

SCHD

YTD

-4.97%

1M

3.04%

6M

-9.89%

1Y

1.08%

5Y*

12.64%

10Y*

10.39%

*Annualized

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Risk-Adjusted Performance

ALB vs. SCHD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ALB
The Risk-Adjusted Performance Rank of ALB is 77
Overall Rank
The Sharpe Ratio Rank of ALB is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of ALB is 66
Sortino Ratio Rank
The Omega Ratio Rank of ALB is 88
Omega Ratio Rank
The Calmar Ratio Rank of ALB is 1111
Calmar Ratio Rank
The Martin Ratio Rank of ALB is 55
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 2828
Overall Rank
The Sharpe Ratio Rank of SCHD is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 2727
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 2727
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 3131
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 2929
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ALB vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Albemarle Corporation (ALB) 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.


The current ALB Sharpe Ratio is -0.97, which is lower than the SCHD Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of ALB and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

ALB vs. SCHD - Dividend Comparison

ALB's dividend yield for the trailing twelve months is around 2.79%, less than SCHD's 4.04% yield.


TTM20242023202220212020201920182017201620152014
ALB
Albemarle Corporation
2.79%1.87%1.11%0.73%0.67%1.04%2.02%1.74%1.00%1.42%2.07%1.83%
SCHD
Schwab US Dividend Equity ETF
4.04%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

ALB vs. SCHD - Drawdown Comparison

The maximum ALB drawdown since its inception was -83.90%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for ALB and SCHD. For additional features, visit the drawdowns tool.


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Volatility

ALB vs. SCHD - Volatility Comparison

Albemarle Corporation (ALB) has a higher volatility of 15.61% compared to Schwab US Dividend Equity ETF (SCHD) at 5.61%. This indicates that ALB'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.


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