AMTM vs. SCHD
AMTM (Amentum Holdings Inc) is a stock, while SCHD (Schwab U.S. Dividend Equity ETF) is Dividend fund tracking the Dow Jones U.S. Dividend 100 Index. Over the past year, AMTM returned -13.26% vs 26.47% for SCHD. At a 0.35 correlation, their price movements are largely independent.
Performance
AMTM vs. SCHD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, AMTM achieves a -30.72% return, which is significantly lower than SCHD's 18.44% return.
AMTM
- 1D
- -1.42%
- 1M
- -12.31%
- YTD
- -30.72%
- 6M
- -32.83%
- 1Y
- -13.26%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SCHD
- 1D
- 0.76%
- 1M
- -1.39%
- YTD
- 18.44%
- 6M
- 17.45%
- 1Y
- 26.47%
- 3Y*
- 14.64%
- 5Y*
- 8.70%
- 10Y*
- 12.94%
AMTM vs. SCHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
AMTM Amentum Holdings Inc | -30.72% | 37.90% | -34.28% |
SCHD Schwab U.S. Dividend Equity ETF | 18.44% | 4.34% | -1.73% |
Correlation
The correlation between AMTM and SCHD is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2024 | 0.35 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
AMTM vs. SCHD — Risk / Return Rank
AMTM
SCHD
AMTM vs. SCHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amentum Holdings Inc (AMTM) and Schwab U.S. 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| AMTM | SCHD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.71 | ||
| Sortino ratioReturn per unit of downside risk | -3.85 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.43 | -0.45 |
| Calmar ratioReturn relative to maximum drawdown | -0.29 | 5.76 | -6.05 |
| Martin ratioReturn relative to average drawdown | -0.65 | 13.87 | -14.52 |
Loading charts...
Drawdowns
AMTM vs. SCHD - Drawdown Comparison
The maximum AMTM drawdown since its inception was -50.81%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for AMTM and SCHD.
Loading charts...
Drawdown Indicators
| AMTM | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.81% | -33.37% | -17.44% |
Max Drawdown (1Y)Largest decline over 1 year | -46.47% | -4.61% | -41.86% |
Max Drawdown (3Y)Largest decline over 3 years | — | -16.13% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -16.85% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.37% | — |
Current DrawdownCurrent decline from peak | -46.47% | -1.87% | -44.60% |
Average DrawdownAverage peak-to-trough decline | -27.87% | -3.31% | -24.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.40% | 1.91% | +18.49% |
Volatility
AMTM vs. SCHD - Volatility Comparison
Amentum Holdings Inc (AMTM) has a higher volatility of 9.58% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 3.12%. This indicates that AMTM'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.
Loading charts...
Volatility by Period
| AMTM | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.58% | 3.12% | +6.46% |
Volatility (6M)Calculated over the trailing 6-month period | 28.30% | 7.74% | +20.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.19% | 11.09% | +33.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 58.12% | 14.36% | +43.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 58.12% | 16.70% | +41.42% |
Dividends
AMTM vs. SCHD - Dividend Comparison
AMTM has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 3.28%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMTM Amentum Holdings 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 U.S. Dividend Equity ETF | 3.28% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
Frequently Asked Questions
AMTM and SCHD have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AMTM has higher volatility (9.58%) compared to SCHD (3.12%). In terms of maximum drawdown, AMTM dropped -50.81% vs SCHD's -33.37%.
SCHD currently has the higher Sharpe Ratio (2.41 vs -0.30), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for AMTM and SCHD
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer