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AMGN vs. SCHD

Last updated Feb 24, 2024

Compare and contrast key facts about Amgen Inc. (AMGN) 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: AMGN or SCHD.

Key characteristics


AMGNSCHD
YTD Return1.19%2.31%
1Y Return25.79%7.20%
3Y Return (Ann)11.06%7.96%
5Y Return (Ann)12.45%12.16%
10Y Return (Ann)11.88%11.49%
Sharpe Ratio1.230.61
Daily Std Dev21.67%12.25%
Max Drawdown-78.03%-33.37%
Current Drawdown-10.20%0.00%

Correlation

0.51
-1.001.00

The correlation between AMGN and SCHD is 0.51, 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.

AMGN vs. SCHD - Performance Comparison

In the year-to-date period, AMGN achieves a 1.19% return, which is significantly lower than SCHD's 2.31% return. Both investments have delivered pretty close results over the past 10 years, with AMGN having a 11.88% annualized return and SCHD not far behind at 11.49%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2024February
14.57%
8.26%
AMGN
SCHD

Compare stocks, funds, or ETFs


Amgen Inc.

Schwab US Dividend Equity ETF

AMGN vs. SCHD - Dividend Comparison

AMGN's dividend yield for the trailing twelve months is around 2.99%, less than SCHD's 3.41% yield.


TTM20232022202120202019201820172016201520142013
AMGN
Amgen Inc.
2.99%2.96%2.95%3.13%2.78%2.41%2.71%2.65%2.74%1.95%1.53%1.65%
SCHD
Schwab US Dividend Equity ETF
3.41%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
AMGN
Amgen Inc.
1.23
SCHD
Schwab US Dividend Equity ETF
0.61

AMGN vs. SCHD - Sharpe Ratio Comparison

The current AMGN Sharpe Ratio is 1.23, which is higher than the SCHD Sharpe Ratio of 0.61. The chart below compares the 12-month rolling Sharpe Ratio of AMGN and SCHD.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50SeptemberOctoberNovemberDecember2024February
1.23
0.61
AMGN
SCHD

AMGN vs. SCHD - Drawdown Comparison

The maximum AMGN drawdown since its inception was -78.03%, which is greater than SCHD's maximum drawdown of -33.37%. The drawdown chart below compares losses from any high point along the way for AMGN and SCHD


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2024February
-10.20%
0
AMGN
SCHD

AMGN vs. SCHD - Volatility Comparison

Amgen Inc. (AMGN) has a higher volatility of 8.61% compared to Schwab US Dividend Equity ETF (SCHD) at 3.14%. 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%3.00%4.00%5.00%6.00%7.00%8.00%9.00%SeptemberOctoberNovemberDecember2024February
8.61%
3.14%
AMGN
SCHD