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

Correlation

The correlation between ASAN and SCHD is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.8

Performance

ASAN vs. SCHD - Performance Comparison

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

-50.00%0.00%50.00%100.00%NovemberDecember2025FebruaryMarchApril
-44.44%
62.78%
ASAN
SCHD

Key characteristics

Sharpe Ratio

ASAN:

0.11

SCHD:

0.18

Sortino Ratio

ASAN:

0.82

SCHD:

0.35

Omega Ratio

ASAN:

1.10

SCHD:

1.05

Calmar Ratio

ASAN:

0.09

SCHD:

0.18

Martin Ratio

ASAN:

0.35

SCHD:

0.64

Ulcer Index

ASAN:

24.74%

SCHD:

4.44%

Daily Std Dev

ASAN:

77.69%

SCHD:

15.99%

Max Drawdown

ASAN:

-92.17%

SCHD:

-33.37%

Current Drawdown

ASAN:

-88.79%

SCHD:

-11.47%

Returns By Period

In the year-to-date period, ASAN achieves a -21.07% return, which is significantly lower than SCHD's -5.19% return.


ASAN

YTD

-21.07%

1M

7.53%

6M

35.02%

1Y

6.10%

5Y*

N/A

10Y*

N/A

SCHD

YTD

-5.19%

1M

-6.93%

6M

-7.13%

1Y

3.21%

5Y*

12.59%

10Y*

10.43%

*Annualized

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Risk-Adjusted Performance

ASAN vs. SCHD — Risk-Adjusted Performance Rank

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

ASAN
The Risk-Adjusted Performance Rank of ASAN is 5959
Overall Rank
The Sharpe Ratio Rank of ASAN is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of ASAN is 6262
Sortino Ratio Rank
The Omega Ratio Rank of ASAN is 6060
Omega Ratio Rank
The Calmar Ratio Rank of ASAN is 5757
Calmar Ratio Rank
The Martin Ratio Rank of ASAN is 5757
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 3535
Overall Rank
The Sharpe Ratio Rank of SCHD is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 3434
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 3333
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 3838
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 3737
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.

ASAN vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Asana, Inc. (ASAN) 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 ASAN, currently valued at 0.11, compared to the broader market-2.00-1.000.001.002.003.00
ASAN: 0.11
SCHD: 0.18
The chart of Sortino ratio for ASAN, currently valued at 0.82, compared to the broader market-6.00-4.00-2.000.002.004.00
ASAN: 0.82
SCHD: 0.35
The chart of Omega ratio for ASAN, currently valued at 1.10, compared to the broader market0.501.001.502.00
ASAN: 1.10
SCHD: 1.05
The chart of Calmar ratio for ASAN, currently valued at 0.09, compared to the broader market0.001.002.003.004.005.00
ASAN: 0.09
SCHD: 0.18
The chart of Martin ratio for ASAN, currently valued at 0.35, compared to the broader market-5.000.005.0010.0015.0020.00
ASAN: 0.35
SCHD: 0.64

The current ASAN Sharpe Ratio is 0.11, which is lower than the SCHD Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of ASAN 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.11
0.18
ASAN
SCHD

Dividends

ASAN vs. SCHD - Dividend Comparison

ASAN has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 4.05%.


TTM20242023202220212020201920182017201620152014
ASAN
Asana, 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 US Dividend Equity ETF
4.05%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

ASAN vs. SCHD - Drawdown Comparison

The maximum ASAN drawdown since its inception was -92.17%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for ASAN and SCHD. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-88.79%
-11.47%
ASAN
SCHD

Volatility

ASAN vs. SCHD - Volatility Comparison

Asana, Inc. (ASAN) has a higher volatility of 23.96% compared to Schwab US Dividend Equity ETF (SCHD) at 11.20%. This indicates that ASAN'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.


0.00%10.00%20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
23.96%
11.20%
ASAN
SCHD