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

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.


-0.50.00.51.0
Correlation: 0.4

Performance

AMT vs. SCHD - Performance Comparison

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

320.00%340.00%360.00%380.00%400.00%420.00%440.00%NovemberDecember2025FebruaryMarchApril
410.58%
370.37%
AMT
SCHD

Key characteristics

Sharpe Ratio

AMT:

0.98

SCHD:

0.23

Sortino Ratio

AMT:

1.46

SCHD:

0.43

Omega Ratio

AMT:

1.19

SCHD:

1.06

Calmar Ratio

AMT:

0.68

SCHD:

0.23

Martin Ratio

AMT:

2.15

SCHD:

0.84

Ulcer Index

AMT:

12.33%

SCHD:

4.38%

Daily Std Dev

AMT:

27.15%

SCHD:

15.99%

Max Drawdown

AMT:

-98.70%

SCHD:

-33.37%

Current Drawdown

AMT:

-22.40%

SCHD:

-11.33%

Returns By Period

In the year-to-date period, AMT achieves a 15.94% return, which is significantly higher than SCHD's -5.04% return. Both investments have delivered pretty close results over the past 10 years, with AMT having a 10.87% annualized return and SCHD not far behind at 10.35%.


AMT

YTD

15.94%

1M

1.50%

6M

-5.04%

1Y

25.69%

5Y*

-0.26%

10Y*

10.87%

SCHD

YTD

-5.04%

1M

-6.82%

6M

-7.58%

1Y

2.51%

5Y*

13.19%

10Y*

10.35%

*Annualized

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Risk-Adjusted Performance

AMT vs. SCHD — Risk-Adjusted Performance Rank

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

AMT
The Risk-Adjusted Performance Rank of AMT is 7878
Overall Rank
The Sharpe Ratio Rank of AMT is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of AMT is 7777
Sortino Ratio Rank
The Omega Ratio Rank of AMT is 7676
Omega Ratio Rank
The Calmar Ratio Rank of AMT is 7979
Calmar Ratio Rank
The Martin Ratio Rank of AMT is 7474
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 4141
Overall Rank
The Sharpe Ratio Rank of SCHD is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 3939
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 3939
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 4343
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 4141
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.

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.


The chart of Sharpe ratio for AMT, currently valued at 0.98, compared to the broader market-2.00-1.000.001.002.003.00
AMT: 0.98
SCHD: 0.23
The chart of Sortino ratio for AMT, currently valued at 1.46, compared to the broader market-6.00-4.00-2.000.002.004.00
AMT: 1.46
SCHD: 0.43
The chart of Omega ratio for AMT, currently valued at 1.19, compared to the broader market0.501.001.502.00
AMT: 1.19
SCHD: 1.06
The chart of Calmar ratio for AMT, currently valued at 0.68, compared to the broader market0.001.002.003.004.005.00
AMT: 0.68
SCHD: 0.23
The chart of Martin ratio for AMT, currently valued at 2.15, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
AMT: 2.15
SCHD: 0.84

The current AMT Sharpe Ratio is 0.98, which is higher than the SCHD Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of AMT 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.98
0.23
AMT
SCHD

Dividends

AMT vs. SCHD - Dividend Comparison

AMT's dividend yield for the trailing twelve months is around 3.11%, less than SCHD's 4.05% yield.


TTM20242023202220212020201920182017201620152014
AMT
American Tower Corporation
3.11%3.53%2.99%2.77%1.78%2.02%1.64%1.99%1.84%2.05%1.87%1.42%
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

AMT vs. SCHD - Drawdown Comparison

The maximum AMT drawdown since its inception was -98.70%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for AMT and SCHD. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-22.40%
-11.33%
AMT
SCHD

Volatility

AMT vs. SCHD - Volatility Comparison

American Tower Corporation (AMT) and Schwab US Dividend Equity ETF (SCHD) have volatilities of 10.76% and 11.25%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
10.76%
11.25%
AMT
SCHD