ALDX vs. SCHD
Compare and contrast key facts about Aldeyra Therapeutics, Inc. (ALDX) and Schwab U.S. 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.
Performance
ALDX vs. SCHD - Performance Comparison
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ALDX vs. SCHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ALDX Aldeyra Therapeutics, Inc. | -67.37% | 3.81% | 42.17% | -49.57% | 74.00% | -41.69% | 18.07% | -30.00% | 22.06% | 27.10% |
SCHD Schwab U.S. Dividend Equity ETF | 12.79% | 4.34% | 11.66% | 4.54% | -3.26% | 29.87% | 15.03% | 27.29% | -5.56% | 20.85% |
Returns By Period
In the year-to-date period, ALDX achieves a -67.37% return, which is significantly lower than SCHD's 12.79% return. Over the past 10 years, ALDX has underperformed SCHD with an annualized return of -8.79%, while SCHD has yielded a comparatively higher 12.31% annualized return.
ALDX
- 1D
- 0.60%
- 1M
- -69.05%
- YTD
- -67.37%
- 6M
- -67.62%
- 1Y
- -70.61%
- 3Y*
- -44.58%
- 5Y*
- -32.75%
- 10Y*
- -8.79%
SCHD
- 1D
- 0.66%
- 1M
- -2.61%
- YTD
- 12.79%
- 6M
- 14.49%
- 1Y
- 13.97%
- 3Y*
- 12.05%
- 5Y*
- 8.44%
- 10Y*
- 12.31%
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Return for Risk
ALDX vs. SCHD — Risk / Return Rank
ALDX
SCHD
ALDX vs. SCHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Aldeyra Therapeutics, Inc. (ALDX) 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.
| ALDX | SCHD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.51 | 0.89 | -1.40 |
Sortino ratioReturn per unit of downside risk | 0.26 | 1.35 | -1.08 |
Omega ratioGain probability vs. loss probability | 1.06 | 1.19 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | -0.95 | 1.19 | -2.14 |
Martin ratioReturn relative to average drawdown | -2.20 | 3.99 | -6.19 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ALDX | SCHD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.51 | 0.89 | -1.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.33 | 0.59 | -0.91 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.09 | 0.74 | -0.83 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.12 | 0.84 | -0.97 |
Correlation
The correlation between ALDX and SCHD is 0.20, 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.
Dividends
ALDX vs. SCHD - Dividend Comparison
ALDX has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 3.44%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ALDX Aldeyra Therapeutics, 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 U.S. Dividend Equity ETF | 3.44% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
Drawdowns
ALDX vs. SCHD - Drawdown Comparison
The maximum ALDX drawdown since its inception was -91.65%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for ALDX and SCHD.
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Drawdown Indicators
| ALDX | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.65% | -33.37% | -58.28% |
Max Drawdown (1Y)Largest decline over 1 year | -78.95% | -12.74% | -66.21% |
Max Drawdown (5Y)Largest decline over 5 years | -91.65% | -16.85% | -74.80% |
Max Drawdown (10Y)Largest decline over 10 years | -91.65% | -33.37% | -58.28% |
Current DrawdownCurrent decline from peak | -88.62% | -2.89% | -85.73% |
Average DrawdownAverage peak-to-trough decline | -51.48% | -3.34% | -48.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 33.94% | 3.89% | +30.05% |
Volatility
ALDX vs. SCHD - Volatility Comparison
Aldeyra Therapeutics, Inc. (ALDX) has a higher volatility of 131.69% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.40%. This indicates that ALDX'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
| ALDX | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 131.69% | 2.40% | +129.29% |
Volatility (6M)Calculated over the trailing 6-month period | 140.40% | 7.96% | +132.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 139.40% | 15.74% | +123.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 100.91% | 14.40% | +86.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 93.58% | 16.70% | +76.88% |