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

Performance

APD vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Air Products and Chemicals, Inc. (APD) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

350.00%400.00%450.00%500.00%JuneJulyAugustSeptemberOctoberNovember
475.03%
414.32%
APD
SCHD

Returns By Period

In the year-to-date period, APD achieves a 18.17% return, which is significantly higher than SCHD's 15.93% return. Both investments have delivered pretty close results over the past 10 years, with APD having a 11.94% annualized return and SCHD not far behind at 11.46%.


APD

YTD

18.17%

1M

-4.52%

6M

22.27%

1Y

20.61%

5Y (annualized)

8.17%

10Y (annualized)

11.94%

SCHD

YTD

15.93%

1M

-0.59%

6M

9.36%

1Y

25.99%

5Y (annualized)

12.42%

10Y (annualized)

11.46%

Key characteristics


APDSCHD
Sharpe Ratio0.682.25
Sortino Ratio1.053.25
Omega Ratio1.181.39
Calmar Ratio0.603.05
Martin Ratio2.2512.25
Ulcer Index8.44%2.04%
Daily Std Dev27.90%11.09%
Max Drawdown-60.30%-33.37%
Current Drawdown-4.52%-1.82%

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Correlation

-0.50.00.51.00.6

The correlation between APD and SCHD is 0.64, 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.

Risk-Adjusted Performance

APD vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Air Products and Chemicals, Inc. (APD) 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 ratio
The chart of Sharpe ratio for APD, currently valued at 0.68, compared to the broader market-4.00-2.000.002.000.682.25
The chart of Sortino ratio for APD, currently valued at 1.05, compared to the broader market-4.00-2.000.002.004.001.053.25
The chart of Omega ratio for APD, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.39
The chart of Calmar ratio for APD, currently valued at 0.60, compared to the broader market0.002.004.006.000.603.05
The chart of Martin ratio for APD, currently valued at 2.25, compared to the broader market0.0010.0020.0030.002.2512.25
APD
SCHD

The current APD Sharpe Ratio is 0.68, which is lower than the SCHD Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of APD 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-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
0.68
2.25
APD
SCHD

Dividends

APD vs. SCHD - Dividend Comparison

APD's dividend yield for the trailing twelve months is around 2.23%, less than SCHD's 3.41% yield.


TTM20232022202120202019201820172016201520142013
APD
Air Products and Chemicals, Inc.
2.23%2.56%2.10%1.97%1.96%1.97%2.75%2.32%2.90%2.49%2.14%2.54%
SCHD
Schwab US Dividend Equity ETF
3.41%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

APD vs. SCHD - Drawdown Comparison

The maximum APD drawdown since its inception was -60.30%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for APD and SCHD. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-4.52%
-1.82%
APD
SCHD

Volatility

APD vs. SCHD - Volatility Comparison

Air Products and Chemicals, Inc. (APD) has a higher volatility of 3.95% compared to Schwab US Dividend Equity ETF (SCHD) at 3.55%. This indicates that APD'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%JuneJulyAugustSeptemberOctoberNovember
3.95%
3.55%
APD
SCHD