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

Correlation

The correlation between APD and SCHD is 0.01, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.0

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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.

-40.00%-20.00%0.00%20.00%40.00%60.00%NovemberDecember2025FebruaryMarchApril
-42.92%
-6.73%
TNK
MPTI

Key characteristics

Sharpe Ratio

APD:

0.50

SCHD:

-0.07

Sortino Ratio

APD:

0.91

SCHD:

-0.00

Omega Ratio

APD:

1.12

SCHD:

1.00

Calmar Ratio

APD:

0.47

SCHD:

-0.08

Martin Ratio

APD:

1.88

SCHD:

-0.29

Ulcer Index

APD:

6.80%

SCHD:

3.36%

Daily Std Dev

APD:

25.51%

SCHD:

13.82%

Max Drawdown

APD:

-60.72%

SCHD:

-33.37%

Current Drawdown

APD:

-21.59%

SCHD:

-12.81%

Returns By Period

In the year-to-date period, APD achieves a -8.04% return, which is significantly lower than SCHD's -6.63% return. Over the past 10 years, APD has underperformed SCHD with an annualized return of 8.79%, while SCHD has yielded a comparatively higher 10.26% annualized return.


APD

YTD

-8.04%

1M

-16.22%

6M

-6.58%

1Y

13.19%

5Y*

8.02%

10Y*

8.79%

SCHD

YTD

-6.63%

1M

-10.37%

6M

-8.76%

1Y

-0.32%

5Y*

14.11%

10Y*

10.26%

*Annualized

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Air Products and Chemicals, Inc.

Schwab US Dividend Equity ETF

Risk-Adjusted Performance

APD vs. SCHD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

APD
The Risk-Adjusted Performance Rank of APD is 7474
Overall Rank
The Sharpe Ratio Rank of APD is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of APD is 7070
Sortino Ratio Rank
The Omega Ratio Rank of APD is 6969
Omega Ratio Rank
The Calmar Ratio Rank of APD is 7878
Calmar Ratio Rank
The Martin Ratio Rank of APD is 7777
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 4141
Overall Rank
The Sharpe Ratio Rank of SCHD is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 4040
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 4141
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 4141
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 4242
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.

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.


The chart of Sharpe ratio for TNK, currently valued at -1.10, compared to the broader market-2.00-1.000.001.002.00
TNK: -1.10
MPTI: 0.58
The chart of Sortino ratio for TNK, currently valued at -1.70, compared to the broader market-6.00-4.00-2.000.002.004.00
TNK: -1.70
MPTI: 1.21
The chart of Omega ratio for TNK, currently valued at 0.81, compared to the broader market0.501.001.502.00
TNK: 0.81
MPTI: 1.15
The chart of Calmar ratio for TNK, currently valued at -0.78, compared to the broader market0.001.002.003.004.00
TNK: -0.78
MPTI: 0.80
The chart of Martin ratio for TNK, currently valued at -1.30, compared to the broader market-10.000.0010.0020.00
TNK: -1.30
MPTI: 2.06

The current APD Sharpe Ratio is 0.50, which is higher than the SCHD Sharpe Ratio of -0.07. 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-1.50-1.00-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-1.10
0.58
TNK
MPTI

Dividends

APD vs. SCHD - Dividend Comparison

APD's dividend yield for the trailing twelve months is around 2.69%, less than SCHD's 4.11% yield.


TTM20242023202220212020201920182017201620152014

Drawdowns

APD vs. SCHD - Drawdown Comparison

The maximum APD drawdown since its inception was -60.72%, 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.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-52.43%
-42.38%
TNK
MPTI

Volatility

APD vs. SCHD - Volatility Comparison

The current volatility for Air Products and Chemicals, Inc. (APD) is NaN%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of NaN%. This indicates that APD experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
11.56%
28.07%
TNK
MPTI

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