ALLE vs. SCHD
Compare and contrast key facts about Allegion plc (ALLE) 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: ALLE or SCHD.
Correlation
The correlation between ALLE and SCHD is 0.62, 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
ALLE vs. SCHD - Performance Comparison
Key characteristics
ALLE:
0.36
SCHD:
0.18
ALLE:
0.71
SCHD:
0.35
ALLE:
1.09
SCHD:
1.05
ALLE:
0.41
SCHD:
0.18
ALLE:
0.89
SCHD:
0.64
ALLE:
10.28%
SCHD:
4.44%
ALLE:
25.14%
SCHD:
15.99%
ALLE:
-43.25%
SCHD:
-33.37%
ALLE:
-10.32%
SCHD:
-11.47%
Returns By Period
In the year-to-date period, ALLE achieves a 4.87% return, which is significantly higher than SCHD's -5.19% return. Over the past 10 years, ALLE has underperformed SCHD with an annualized return of 9.69%, while SCHD has yielded a comparatively higher 10.28% annualized return.
ALLE
4.87%
4.69%
-3.56%
10.95%
8.71%
9.69%
SCHD
-5.19%
-7.66%
-7.13%
3.11%
13.15%
10.28%
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Risk-Adjusted Performance
ALLE vs. SCHD — Risk-Adjusted Performance Rank
ALLE
SCHD
ALLE vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Allegion plc (ALLE) 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.
Dividends
ALLE vs. SCHD - Dividend Comparison
ALLE's dividend yield for the trailing twelve months is around 1.43%, less than SCHD's 4.05% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ALLE Allegion plc | 1.43% | 1.47% | 1.42% | 1.56% | 1.09% | 1.10% | 0.87% | 1.05% | 0.80% | 0.75% | 0.61% | 0.58% |
SCHD Schwab US Dividend Equity ETF | 4.05% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% |
Drawdowns
ALLE vs. SCHD - Drawdown Comparison
The maximum ALLE drawdown since its inception was -43.25%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for ALLE and SCHD. For additional features, visit the drawdowns tool.
Volatility
ALLE vs. SCHD - Volatility Comparison
Allegion plc (ALLE) has a higher volatility of 14.20% compared to Schwab US Dividend Equity ETF (SCHD) at 11.20%. This indicates that ALLE'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.