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

ALC vs. SCHD

Last updated May 12, 2025

Compare and contrast key facts about Alcon Inc. (ALC) 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: ALC or SCHD.

Correlation

The correlation between ALC and SCHD is 0.40, 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

ALC vs. SCHD - Performance Comparison

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

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Key characteristics

Daily Std Dev

ALC:

10.91%

SCHD:

10.77%

Max Drawdown

ALC:

-1.67%

SCHD:

-0.97%

Current Drawdown

ALC:

-1.67%

SCHD:

-0.27%

Returns By Period

ALC

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

SCHD

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

ALC vs. SCHD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ALC
The Risk-Adjusted Performance Rank of ALC is 7676
Overall Rank
The Sharpe Ratio Rank of ALC is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of ALC is 7373
Sortino Ratio Rank
The Omega Ratio Rank of ALC is 7171
Omega Ratio Rank
The Calmar Ratio Rank of ALC is 8484
Calmar Ratio Rank
The Martin Ratio Rank of ALC is 7474
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.

ALC vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Alcon Inc. (ALC) 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.

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Dividends

ALC vs. SCHD - Dividend Comparison

ALC's dividend yield for the trailing twelve months is around 0.28%, less than SCHD's 4.04% yield.

TTM20242023202220212020201920182017201620152014
ALC
Alcon Inc.		0.28%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		4.04%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ALC vs. SCHD - Drawdown Comparison

The maximum ALC drawdown since its inception was -1.67%, which is greater than SCHD's maximum drawdown of -0.97%. Use the drawdown chart below to compare losses from any high point for ALC and SCHD. For additional features, visit the drawdowns tool.

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Volatility

ALC vs. SCHD - Volatility Comparison

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