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

Key characteristics


AMTSCHD
YTD Return-9.09%6.01%
1Y Return5.47%17.73%
3Y Return (Ann)-4.99%5.03%
5Y Return (Ann)1.62%12.83%
10Y Return (Ann)10.65%11.44%
Sharpe Ratio0.141.66
Daily Std Dev25.32%11.04%
Max Drawdown-98.70%-33.37%
Current Drawdown-30.73%-0.68%

Correlation

-0.50.00.51.00.4

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.

Performance

AMT vs. SCHD - Performance Comparison

In the year-to-date period, AMT achieves a -9.09% return, which is significantly lower than SCHD's 6.01% return. Over the past 10 years, AMT has underperformed SCHD with an annualized return of 10.65%, while SCHD has yielded a comparatively higher 11.44% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


300.00%320.00%340.00%360.00%380.00%400.00%December2024FebruaryMarchAprilMay
355.79%
370.29%
AMT
SCHD

Compare stocks, funds, or ETFs

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


American Tower Corporation

Schwab US Dividend Equity ETF

Risk-Adjusted Performance

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.


AMT
Sharpe ratio
The chart of Sharpe ratio for AMT, currently valued at 0.14, compared to the broader market-2.00-1.000.001.002.003.004.000.14
Sortino ratio
The chart of Sortino ratio for AMT, currently valued at 0.39, compared to the broader market-4.00-2.000.002.004.006.000.39
Omega ratio
The chart of Omega ratio for AMT, currently valued at 1.05, compared to the broader market0.501.001.502.001.05
Calmar ratio
The chart of Calmar ratio for AMT, currently valued at 0.08, compared to the broader market0.002.004.006.000.08
Martin ratio
The chart of Martin ratio for AMT, currently valued at 0.33, compared to the broader market-10.000.0010.0020.0030.000.33
SCHD
Sharpe ratio
The chart of Sharpe ratio for SCHD, currently valued at 1.66, compared to the broader market-2.00-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for SCHD, currently valued at 2.41, compared to the broader market-4.00-2.000.002.004.006.002.41
Omega ratio
The chart of Omega ratio for SCHD, currently valued at 1.29, compared to the broader market0.501.001.502.001.29
Calmar ratio
The chart of Calmar ratio for SCHD, currently valued at 1.39, compared to the broader market0.002.004.006.001.39
Martin ratio
The chart of Martin ratio for SCHD, currently valued at 5.41, compared to the broader market-10.000.0010.0020.0030.005.41

AMT vs. SCHD - Sharpe Ratio Comparison

The current AMT Sharpe Ratio is 0.14, which is lower than the SCHD Sharpe Ratio of 1.66. The chart below compares the 12-month rolling Sharpe Ratio of AMT and SCHD.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50December2024FebruaryMarchAprilMay
0.14
1.66
AMT
SCHD

Dividends

AMT vs. SCHD - Dividend Comparison

AMT's dividend yield for the trailing twelve months is around 3.35%, which matches SCHD's 3.34% yield.


TTM20232022202120202019201820172016201520142013
AMT
American Tower Corporation
3.35%2.99%2.77%1.78%2.02%1.64%1.99%1.84%2.05%1.87%1.42%1.38%
SCHD
Schwab US Dividend Equity ETF
3.34%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

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%December2024FebruaryMarchAprilMay
-30.73%
-0.68%
AMT
SCHD

Volatility

AMT vs. SCHD - Volatility Comparison

American Tower Corporation (AMT) has a higher volatility of 6.41% compared to Schwab US Dividend Equity ETF (SCHD) at 2.47%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%December2024FebruaryMarchAprilMay
6.41%
2.47%
AMT
SCHD