APO vs. SCHD
Compare and contrast key facts about Apollo Global Management, Inc. (APO) and Schwab US Dividend Equity ETF (SCHD).
SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: APO or SCHD.
Performance
APO vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, APO achieves a 79.72% return, which is significantly higher than SCHD's 17.35% return. Over the past 10 years, APO has outperformed SCHD with an annualized return of 27.39%, while SCHD has yielded a comparatively lower 11.54% annualized return.
APO
79.72%
14.97%
47.22%
85.68%
35.30%
27.39%
SCHD
17.35%
2.29%
13.68%
26.18%
12.87%
11.54%
Key characteristics
| APO | SCHD | |
|---|---|---|
| Sharpe Ratio | 2.90 | 2.40 |
| Sortino Ratio | 3.45 | 3.44 |
| Omega Ratio | 1.50 | 1.42 |
| Calmar Ratio | 4.33 | 3.63 |
| Martin Ratio | 17.36 | 12.99 |
| Ulcer Index | 5.21% | 2.05% |
| Daily Std Dev | 31.20% | 11.09% |
| Max Drawdown | -56.98% | -33.37% |
| Current Drawdown | -1.92% | -0.62% |
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Correlation
The correlation between APO and SCHD is 0.49, 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
APO vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Apollo Global Management, Inc. (APO) 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.
Dividends
APO vs. SCHD - Dividend Comparison
APO's dividend yield for the trailing twelve months is around 1.10%, less than SCHD's 3.37% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
APO Apollo Global Management, Inc. | 1.10% | 1.81% | 2.51% | 2.90% | 4.72% | 4.23% | 7.86% | 5.53% | 6.46% | 12.91% | 13.19% | 12.50% |
SCHD Schwab US Dividend Equity ETF | 3.37% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
APO vs. SCHD - Drawdown Comparison
The maximum APO drawdown since its inception was -56.98%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for APO and SCHD. For additional features, visit the drawdowns tool.
Volatility
APO vs. SCHD - Volatility Comparison
Apollo Global Management, Inc. (APO) has a higher volatility of 13.64% compared to Schwab US Dividend Equity ETF (SCHD) at 3.48%. This indicates that APO'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.