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

Correlation

The correlation between AMT and SCHH is 0.43, 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. SCHH - Performance Comparison

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

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Key characteristics

Sharpe Ratio

AMT:

0.60

SCHH:

0.70

Sortino Ratio

AMT:

1.07

SCHH:

1.17

Omega Ratio

AMT:

1.14

SCHH:

1.15

Calmar Ratio

AMT:

0.50

SCHH:

0.61

Martin Ratio

AMT:

1.48

SCHH:

2.39

Ulcer Index

AMT:

12.45%

SCHH:

5.86%

Daily Std Dev

AMT:

27.71%

SCHH:

17.70%

Max Drawdown

AMT:

-98.70%

SCHH:

-44.22%

Current Drawdown

AMT:

-23.50%

SCHH:

-11.25%

Returns By Period

In the year-to-date period, AMT achieves a 14.30% return, which is significantly higher than SCHH's 1.37% return. Over the past 10 years, AMT has outperformed SCHH with an annualized return of 10.69%, while SCHH has yielded a comparatively lower 3.67% annualized return.


AMT

YTD

14.30%

1M

-2.49%

6M

7.86%

1Y

16.43%

5Y*

0.59%

10Y*

10.69%

SCHH

YTD

1.37%

1M

6.89%

6M

-4.20%

1Y

12.25%

5Y*

9.47%

10Y*

3.67%

*Annualized

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Risk-Adjusted Performance

AMT vs. SCHH — 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 7070
Overall Rank
The Sharpe Ratio Rank of AMT is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of AMT is 6969
Sortino Ratio Rank
The Omega Ratio Rank of AMT is 6868
Omega Ratio Rank
The Calmar Ratio Rank of AMT is 7373
Calmar Ratio Rank
The Martin Ratio Rank of AMT is 6868
Martin Ratio Rank

SCHH
The Risk-Adjusted Performance Rank of SCHH is 7272
Overall Rank
The Sharpe Ratio Rank of SCHH is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHH is 7474
Sortino Ratio Rank
The Omega Ratio Rank of SCHH is 7373
Omega Ratio Rank
The Calmar Ratio Rank of SCHH is 7272
Calmar Ratio Rank
The Martin Ratio Rank of SCHH is 6969
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. SCHH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Tower Corporation (AMT) and Schwab US REIT ETF (SCHH). 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 AMT Sharpe Ratio is 0.60, which is comparable to the SCHH Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of AMT and SCHH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

AMT vs. SCHH - Dividend Comparison

AMT's dividend yield for the trailing twelve months is around 3.16%, which matches SCHH's 3.16% yield.


TTM20242023202220212020201920182017201620152014
AMT
American Tower Corporation
3.16%3.53%2.99%2.77%1.78%2.02%1.64%1.99%1.84%2.05%1.87%1.42%
SCHH
Schwab US REIT ETF
3.16%3.22%3.24%2.55%1.50%2.86%2.87%3.66%2.22%2.81%2.48%2.18%

Drawdowns

AMT vs. SCHH - Drawdown Comparison

The maximum AMT drawdown since its inception was -98.70%, which is greater than SCHH's maximum drawdown of -44.22%. Use the drawdown chart below to compare losses from any high point for AMT and SCHH. For additional features, visit the drawdowns tool.


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Volatility

AMT vs. SCHH - Volatility Comparison

American Tower Corporation (AMT) has a higher volatility of 10.40% compared to Schwab US REIT ETF (SCHH) at 4.09%. This indicates that AMT's price experiences larger fluctuations and is considered to be riskier than SCHH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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