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

Correlation

The correlation between AMPL and SCHD is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

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.

0.00%10.00%20.00%30.00%40.00%50.00%60.00%SeptemberOctoberNovemberDecember2025February
55.29%
5.68%
AMPL
SCHD

Key characteristics

Sharpe Ratio

AMPL:

-0.14

SCHD:

1.14

Sortino Ratio

AMPL:

0.10

SCHD:

1.68

Omega Ratio

AMPL:

1.01

SCHD:

1.20

Calmar Ratio

AMPL:

-0.07

SCHD:

1.64

Martin Ratio

AMPL:

-0.19

SCHD:

4.39

Ulcer Index

AMPL:

32.34%

SCHD:

2.97%

Daily Std Dev

AMPL:

43.45%

SCHD:

11.44%

Max Drawdown

AMPL:

-90.90%

SCHD:

-33.37%

Current Drawdown

AMPL:

-85.39%

SCHD:

-5.15%

Returns By Period

In the year-to-date period, AMPL achieves a 17.44% return, which is significantly higher than SCHD's 1.57% return.


AMPL

YTD

17.44%

1M

16.89%

6M

55.26%

1Y

-5.35%

5Y*

N/A

10Y*

N/A

SCHD

YTD

1.57%

1M

1.80%

6M

5.68%

1Y

12.32%

5Y*

11.20%

10Y*

11.24%

*Annualized

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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 3838
Overall Rank
The Sharpe Ratio Rank of AMPL is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of AMPL is 3434
Sortino Ratio Rank
The Omega Ratio Rank of AMPL is 3434
Omega Ratio Rank
The Calmar Ratio Rank of AMPL is 4242
Calmar Ratio Rank
The Martin Ratio Rank of AMPL is 4242
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 4646
Overall Rank
The Sharpe Ratio Rank of SCHD is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 4545
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 4242
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 5656
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 4343
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.


Sharpe ratio
The chart of Sharpe ratio for AMPL, currently valued at -0.14, compared to the broader market-2.000.002.004.00-0.141.14
The chart of Sortino ratio for AMPL, currently valued at 0.10, compared to the broader market-4.00-2.000.002.004.000.101.68
The chart of Omega ratio for AMPL, currently valued at 1.01, compared to the broader market0.501.001.502.001.011.20
The chart of Calmar ratio for AMPL, currently valued at -0.07, compared to the broader market0.002.004.006.00-0.071.64
The chart of Martin ratio for AMPL, currently valued at -0.19, compared to the broader market-10.000.0010.0020.0030.00-0.194.39
AMPL
SCHD

The current AMPL Sharpe Ratio is -0.14, which is lower than the SCHD Sharpe Ratio of 1.14. 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-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.14
1.14
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 3.58%.


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
3.58%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 -90.90%, 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%SeptemberOctoberNovemberDecember2025February
-85.39%
-5.15%
AMPL
SCHD

Volatility

AMPL vs. SCHD - Volatility Comparison

Amplitude, Inc. (AMPL) has a higher volatility of 17.18% compared to Schwab US Dividend Equity ETF (SCHD) at 3.52%. 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%SeptemberOctoberNovemberDecember2025February
17.18%
3.52%
AMPL
SCHD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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