ALEX vs. SCHX
Compare and contrast key facts about Alexander & Baldwin, Inc. (ALEX) and Schwab U.S. Large-Cap ETF (SCHX).
SCHX is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Total Stock Market Index. It was launched on Nov 3, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ALEX or SCHX.
Key characteristics
| ALEX | SCHX | |
|---|---|---|
| YTD Return | -12.22% | 7.58% |
| 1Y Return | -9.94% | 25.28% |
| 3Y Return (Ann) | 0.75% | 7.74% |
| 5Y Return (Ann) | -3.55% | 13.52% |
| 10Y Return (Ann) | -1.99% | 12.49% |
| Sharpe Ratio | -0.38 | 2.23 |
| Daily Std Dev | 22.85% | 11.80% |
| Max Drawdown | -69.78% | -34.33% |
| Current Drawdown | -34.42% | -2.58% |
Correlation
The correlation between ALEX and SCHX is 0.52, 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
ALEX vs. SCHX - Performance Comparison
In the year-to-date period, ALEX achieves a -12.22% return, which is significantly lower than SCHX's 7.58% return. Over the past 10 years, ALEX has underperformed SCHX with an annualized return of -1.99%, while SCHX has yielded a comparatively higher 12.49% 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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Risk-Adjusted Performance
ALEX vs. SCHX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Alexander & Baldwin, Inc. (ALEX) and Schwab U.S. Large-Cap ETF (SCHX). 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.
Dividends
ALEX vs. SCHX - Dividend Comparison
ALEX's dividend yield for the trailing twelve months is around 5.37%, more than SCHX's 1.32% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ALEX Alexander & Baldwin, Inc. | 5.37% | 4.64% | 4.43% | 2.67% | 1.98% | 3.29% | 0.00% | 58.15% | 0.56% | 0.59% | 0.43% | 1.20% |
SCHX Schwab U.S. Large-Cap ETF | 1.32% | 1.39% | 1.64% | 1.22% | 1.64% | 1.82% | 2.17% | 1.70% | 2.39% | 2.04% | 1.76% | 1.65% |
Drawdowns
ALEX vs. SCHX - Drawdown Comparison
The maximum ALEX drawdown since its inception was -69.78%, which is greater than SCHX's maximum drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for ALEX and SCHX. For additional features, visit the drawdowns tool.
Volatility
ALEX vs. SCHX - Volatility Comparison
Alexander & Baldwin, Inc. (ALEX) has a higher volatility of 6.97% compared to Schwab U.S. Large-Cap ETF (SCHX) at 3.66%. This indicates that ALEX's price experiences larger fluctuations and is considered to be riskier than SCHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.