ALB vs. SCHD
Compare and contrast key facts about Albemarle Corporation (ALB) 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: ALB or SCHD.
Key characteristics
| ALB | SCHD | |
|---|---|---|
| YTD Return | -10.59% | -7.11% |
| 1Y Return | -25.22% | -8.18% |
| 5Y Return (Ann) | 17.01% | 10.55% |
| 10Y Return (Ann) | 12.85% | 11.06% |
| Sharpe Ratio | -0.57 | -0.50 |
| Daily Std Dev | 49.27% | 17.61% |
| Max Drawdown | -66.31% | -33.37% |
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.
ALB vs. SCHD - Performance Comparison
In the year-to-date period, ALB achieves a -10.59% return, which is significantly higher than SCHD's -7.11% return. Over the past 10 years, ALB has outperformed SCHD with an annualized return of 12.85%, while SCHD has yielded a comparatively lower 11.06% 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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ALB vs. SCHD - Dividend Comparison
ALB's dividend yield for the trailing twelve months is around 1.02%, less than SCHD's 4.54% yield.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ALB Albemarle Corporation | 1.02% | 0.73% | 0.67% | 1.06% | 2.08% | 1.83% | 1.07% | 1.53% | 2.28% | 2.06% | 1.73% | 1.50% |
SCHD Schwab US Dividend Equity ETF | 4.54% | 3.42% | 2.90% | 3.40% | 3.33% | 3.53% | 3.12% | 3.53% | 3.74% | 3.41% | 3.28% | 3.91% |
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
ALB Albemarle Corporation | -0.57 | ||||
SCHD Schwab US Dividend Equity ETF | -0.50 |
ALB vs. SCHD - Drawdown Comparison
The maximum ALB drawdown for the period was -46.67%, lower than the maximum SCHD drawdown of -11.87%. The drawdown chart below compares losses from any high point along the way for ALB and SCHD
ALB vs. SCHD - Volatility Comparison
Albemarle Corporation (ALB) has a higher volatility of 11.84% compared to Schwab US Dividend Equity ETF (SCHD) at 3.72%. 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.