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

Key characteristics


AMZASCHD
YTD Return19.08%6.21%
1Y Return43.33%16.75%
3Y Return (Ann)31.59%6.45%
5Y Return (Ann)5.25%12.79%
Sharpe Ratio2.391.47
Daily Std Dev18.87%11.53%
Max Drawdown-91.46%-33.37%
Current Drawdown-33.31%0.00%

Correlation

0.52
-1.001.00

The correlation between AMZA and SCHD is 0.52, 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

AMZA vs. SCHD - Performance Comparison

In the year-to-date period, AMZA achieves a 19.08% return, which is significantly higher than SCHD's 6.21% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-50.00%0.00%50.00%100.00%150.00%200.00%OctoberNovemberDecember2024FebruaryMarch
-33.31%
185.78%
AMZA
SCHD

Compare stocks, funds, or ETFs


InfraCap MLP ETF

Schwab US Dividend Equity ETF

AMZA vs. SCHD - Expense Ratio Comparison

AMZA has a 2.01% expense ratio, which is higher than SCHD's 0.06% expense ratio.

AMZA
InfraCap MLP ETF
0.50%1.00%1.50%2.00%2.01%
0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

AMZA vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for InfraCap MLP ETF (AMZA) 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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
AMZA
InfraCap MLP ETF
2.39
SCHD
Schwab US Dividend Equity ETF
1.45

AMZA vs. SCHD - Sharpe Ratio Comparison

The current AMZA Sharpe Ratio is 2.39, which is higher than the SCHD Sharpe Ratio of 1.45. The chart below compares the 12-month rolling Sharpe Ratio of AMZA and SCHD.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00OctoberNovemberDecember2024FebruaryMarch
2.39
1.45
AMZA
SCHD

Dividends

AMZA vs. SCHD - Dividend Comparison

AMZA's dividend yield for the trailing twelve months is around 7.14%, more than SCHD's 3.33% yield.


TTM20232022202120202019201820172016201520142013
AMZA
InfraCap MLP ETF
7.14%9.40%7.65%10.24%22.13%19.47%34.46%24.16%18.36%18.21%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
3.33%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

AMZA vs. SCHD - Drawdown Comparison

The maximum AMZA drawdown since its inception was -91.46%, which is greater than SCHD's maximum drawdown of -33.37%. The drawdown chart below compares losses from any high point along the way for AMZA and SCHD


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-33.31%
0
AMZA
SCHD

Volatility

AMZA vs. SCHD - Volatility Comparison

InfraCap MLP ETF (AMZA) has a higher volatility of 4.46% compared to Schwab US Dividend Equity ETF (SCHD) at 2.67%. This indicates that AMZA'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%3.00%4.00%5.00%6.00%7.00%8.00%OctoberNovemberDecember2024FebruaryMarch
4.46%
2.67%
AMZA
SCHD