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

Correlation

The correlation between AMGN and SCHD is 0.50, 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

AMGN vs. SCHD - Performance Comparison

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

300.00%400.00%500.00%600.00%700.00%December2025FebruaryMarchAprilMay
577.22%
371.65%
AMGN
SCHD

Key characteristics

Sharpe Ratio

AMGN:

-0.35

SCHD:

0.14

Sortino Ratio

AMGN:

-0.18

SCHD:

0.35

Omega Ratio

AMGN:

0.98

SCHD:

1.05

Calmar Ratio

AMGN:

-0.28

SCHD:

0.17

Martin Ratio

AMGN:

-0.61

SCHD:

0.57

Ulcer Index

AMGN:

10.54%

SCHD:

4.90%

Daily Std Dev

AMGN:

25.03%

SCHD:

16.03%

Max Drawdown

AMGN:

-78.02%

SCHD:

-33.37%

Current Drawdown

AMGN:

-18.06%

SCHD:

-11.09%

Returns By Period

In the year-to-date period, AMGN achieves a 5.22% return, which is significantly higher than SCHD's -4.79% return. Over the past 10 years, AMGN has underperformed SCHD with an annualized return of 8.48%, while SCHD has yielded a comparatively higher 10.38% annualized return.


AMGN

YTD

5.22%

1M

-2.93%

6M

-14.12%

1Y

-8.78%

5Y*

6.22%

10Y*

8.48%

SCHD

YTD

-4.79%

1M

6.00%

6M

-9.18%

1Y

2.30%

5Y*

12.67%

10Y*

10.38%

*Annualized

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Risk-Adjusted Performance

AMGN vs. SCHD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AMGN
The Risk-Adjusted Performance Rank of AMGN is 3434
Overall Rank
The Sharpe Ratio Rank of AMGN is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of AMGN is 3232
Sortino Ratio Rank
The Omega Ratio Rank of AMGN is 3232
Omega Ratio Rank
The Calmar Ratio Rank of AMGN is 3434
Calmar Ratio Rank
The Martin Ratio Rank of AMGN is 4040
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 3131
Overall Rank
The Sharpe Ratio Rank of SCHD is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 3030
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 3030
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 3535
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 3333
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.

AMGN vs. SCHD - Risk-Adjusted Performance Comparison

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


The current AMGN Sharpe Ratio is -0.35, which is lower than the SCHD Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of AMGN and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
-0.35
0.14
AMGN
SCHD

Dividends

AMGN vs. SCHD - Dividend Comparison

AMGN's dividend yield for the trailing twelve months is around 3.36%, less than SCHD's 4.03% yield.


TTM20242023202220212020201920182017201620152014
AMGN
Amgen Inc.
3.36%3.45%2.96%2.95%3.13%2.78%2.41%2.71%2.65%2.74%1.95%1.53%
SCHD
Schwab US Dividend Equity ETF
4.03%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

AMGN vs. SCHD - Drawdown Comparison

The maximum AMGN drawdown since its inception was -78.02%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for AMGN and SCHD. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-18.06%
-11.09%
AMGN
SCHD

Volatility

AMGN vs. SCHD - Volatility Comparison

Amgen Inc. (AMGN) has a higher volatility of 9.94% compared to Schwab US Dividend Equity ETF (SCHD) at 8.36%. This indicates that AMGN'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.


2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
9.94%
8.36%
AMGN
SCHD