AMT vs. SCHD
Compare and contrast key facts about American Tower Corporation (AMT) 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: AMT or SCHD.
Key characteristics
| AMT | SCHD | |
|---|---|---|
| YTD Return | -9.10% | -4.91% |
| 1Y Return | -25.07% | -6.00% |
| 5Y Return (Ann) | 8.95% | 11.05% |
| 10Y Return (Ann) | 11.77% | 11.26% |
| Sharpe Ratio | -0.72 | -0.29 |
| Daily Std Dev | 30.72% | 17.70% |
| Max Drawdown | -98.70% | -33.37% |
Correlation
The correlation between AMT and SCHD is 0.42, 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.
AMT vs. SCHD - Performance Comparison
In the year-to-date period, AMT achieves a -9.10% return, which is significantly higher than SCHD's -4.91% return. Both investments have delivered pretty close results over the past 10 years, with AMT having a 11.77% annualized return and SCHD not far behind at 11.26%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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AMT vs. SCHD - Dividend Comparison
AMT's dividend yield for the trailing twelve months is around 3.88%, less than SCHD's 4.43% yield.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMT American Tower Corporation | 3.88% | 2.79% | 1.84% | 2.13% | 1.77% | 2.18% | 2.05% | 2.34% | 2.17% | 1.68% | 1.66% | 1.42% |
SCHD Schwab US Dividend Equity ETF | 4.43% | 3.42% | 2.90% | 3.40% | 3.33% | 3.53% | 3.12% | 3.53% | 3.74% | 3.41% | 3.28% | 3.91% |
AMT vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for American Tower Corporation (AMT) 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 | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
AMT American Tower Corporation | -0.72 | ||||
SCHD Schwab US Dividend Equity ETF | -0.29 |
AMT vs. SCHD - Drawdown Comparison
The maximum AMT drawdown for the period was -37.43%, lower than the maximum SCHD drawdown of -11.87%. The drawdown chart below compares losses from any high point along the way for AMT and SCHD
AMT vs. SCHD - Volatility Comparison
American Tower Corporation (AMT) has a higher volatility of 7.87% compared to Schwab US Dividend Equity ETF (SCHD) at 4.04%. This indicates that AMT'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.