PortfoliosLab logo
AMPL vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AMPL and SCHD is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

AMPL vs. SCHD - Performance Comparison

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

-80.00%-60.00%-40.00%-20.00%0.00%20.00%40.00%December2025FebruaryMarchAprilMay
-82.81%
16.13%
AMPL
SCHD

Key characteristics

Sharpe Ratio

AMPL:

-0.12

SCHD:

0.15

Sortino Ratio

AMPL:

0.20

SCHD:

0.32

Omega Ratio

AMPL:

1.02

SCHD:

1.04

Calmar Ratio

AMPL:

-0.07

SCHD:

0.15

Martin Ratio

AMPL:

-0.37

SCHD:

0.50

Ulcer Index

AMPL:

17.06%

SCHD:

4.85%

Daily Std Dev

AMPL:

52.54%

SCHD:

16.02%

Max Drawdown

AMPL:

-90.91%

SCHD:

-33.37%

Current Drawdown

AMPL:

-88.89%

SCHD:

-11.57%

Returns By Period

In the year-to-date period, AMPL achieves a -10.71% return, which is significantly lower than SCHD's -5.30% return.


AMPL

YTD

-10.71%

1M

5.37%

6M

-5.52%

1Y

-5.80%

5Y*

N/A

10Y*

N/A

SCHD

YTD

-5.30%

1M

2.81%

6M

-10.08%

1Y

2.08%

5Y*

12.56%

10Y*

10.27%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

AMPL vs. SCHD — Risk-Adjusted Performance Rank

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

AMPL
The Risk-Adjusted Performance Rank of AMPL is 4444
Overall Rank
The Sharpe Ratio Rank of AMPL is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of AMPL is 4343
Sortino Ratio Rank
The Omega Ratio Rank of AMPL is 4242
Omega Ratio Rank
The Calmar Ratio Rank of AMPL is 4747
Calmar Ratio Rank
The Martin Ratio Rank of AMPL is 4444
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 2929
Overall Rank
The Sharpe Ratio Rank of SCHD is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 2727
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 2727
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 3131
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 2929
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.

AMPL vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplitude, Inc. (AMPL) 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 AMPL Sharpe Ratio is -0.12, which is lower than the SCHD Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of AMPL 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-0.500.000.501.001.502.002.503.00December2025FebruaryMarchAprilMay
-0.11
0.13
AMPL
SCHD

Dividends

AMPL vs. SCHD - Dividend Comparison

AMPL has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 4.05%.


TTM20242023202220212020201920182017201620152014
AMPL
Amplitude, 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 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

AMPL vs. SCHD - Drawdown Comparison

The maximum AMPL drawdown since its inception was -90.91%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for AMPL and SCHD. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%December2025FebruaryMarchAprilMay
-88.89%
-11.57%
AMPL
SCHD

Volatility

AMPL vs. SCHD - Volatility Comparison

Amplitude, Inc. (AMPL) has a higher volatility of 19.50% compared to Schwab US Dividend Equity ETF (SCHD) at 8.81%. This indicates that AMPL'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.


5.00%10.00%15.00%20.00%25.00%December2025FebruaryMarchAprilMay
19.50%
8.81%
AMPL
SCHD