ALC vs. SCHD
ALC (Alcon Inc.) is a stock, while SCHD (Schwab U.S. Dividend Equity ETF) is Dividend fund tracking the Dow Jones U.S. Dividend 100 Index. Over the past 5 years, ALC returned -0.54%/yr vs 9.54%/yr for SCHD. Their 0.45 correlation means their historical movements had little consistent relationship.
Performance
ALC vs. SCHD - Performance Comparison
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Returns By Period
In the year-to-date period, ALC achieves a -11.56% return, which is significantly lower than SCHD's 24.03% return.
ALC
- 1D
- -0.96%
- 1M
- -1.03%
- 6M
- -13.93%
- YTD
- -11.56%
- 1Y
- -20.68%
- 3Y*
- -5.58%
- 5Y*
- -0.54%
- 10Y*
- —
- ALL TIME*
- 2.81%
SCHD
- 1D
- 0.18%
- 1M
- 3.33%
- 6M
- 14.09%
- YTD
- 24.03%
- 1Y
- 31.54%
- 3Y*
- 14.19%
- 5Y*
- 9.54%
- 10Y*
- 12.76%
- ALL TIME*
- 13.39%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
ALC Alcon Inc. | $158.18M | $157.97M | $154.82M |
| $786.88M | $715.86M | $685.58M |
ALC vs. SCHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
ALC Alcon Inc. | -11.56% | -6.50% | 9.02% | 14.32% | -21.09% | 32.23% | 16.63% | -2.38% |
SCHD Schwab U.S. Dividend Equity ETF | 24.03% | 4.34% | 11.66% | 4.54% | -3.26% | 29.87% | 15.03% | 11.03% |
Correlation
The correlation between ALC and SCHD is 0.38, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.38 |
Correlation (3Y) Balances recent behavior with more history. | 0.46 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.49 |
Correlation (All Time) Calculated using the full available price history since Apr 9, 2019 | 0.45 |
The correlation between ALC and SCHD shifts across timeframes, from 0.38 (1 year) to 0.49 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
ALC vs. SCHD — Risk / Return Rank
ALC
SCHD
ALC vs. SCHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alcon Inc. (ALC) and Schwab U.S. 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ALC | SCHD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.51 | ||
| Sortino ratioReturn per unit of downside risk | -5.18 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.51 | -0.61 |
| Calmar ratioReturn relative to maximum drawdown | -0.67 | 6.74 | -7.41 |
| Martin ratioReturn relative to average drawdown | -1.21 | 17.01 | -18.22 |
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Drawdowns
ALC vs. SCHD - Drawdown Comparison
The maximum ALC drawdown since its inception was -37.33%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for ALC and SCHD.
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Drawdown Indicators
| ALC | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.33% | -33.37% | -3.96% |
Max Drawdown (1Y)Largest decline over 1 year | -30.42% | -4.61% | -25.81% |
Max Drawdown (3Y)Largest decline over 3 years | -37.33% | -16.13% | -21.20% |
Max Drawdown (5Y)Largest decline over 5 years | -37.33% | -16.85% | -20.48% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.37% | — |
Current DrawdownCurrent decline from peak | -30.34% | -1.24% | -29.10% |
Average DrawdownAverage peak-to-trough decline | -12.12% | -3.30% | -8.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.88% | 1.82% | +15.06% |
Volatility
ALC vs. SCHD - Volatility Comparison
Alcon Inc. (ALC) has a higher volatility of 9.26% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 4.11%. This indicates that ALC'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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Volatility by Period
| ALC | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.26% | 4.11% | +5.15% |
Volatility (6M)Calculated over the trailing 6-month period | 22.45% | 8.11% | +14.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.27% | 11.13% | +18.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.29% | 14.39% | +12.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.89% | 16.72% | +11.17% |
Dividends
ALC vs. SCHD - Dividend Comparison
ALC's dividend yield for the trailing twelve months is around 1.17%, less than SCHD's 3.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ALC Alcon Inc. | 1.17% | 0.84% | 0.31% | 0.30% | 0.30% | 0.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHD Schwab U.S. Dividend Equity ETF | 3.13% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
Frequently Asked Questions
ALC and SCHD have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ALC has higher volatility (9.26%) compared to SCHD (4.11%). In terms of maximum drawdown, ALC dropped -37.33% vs SCHD's -33.37%.
SCHD currently has the higher Sharpe Ratio (2.81 vs -0.70), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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