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

Key characteristics


ASBSCHD
YTD Return0.46%6.21%
1Y Return23.79%16.75%
3Y Return (Ann)2.63%6.45%
5Y Return (Ann)4.05%12.79%
10Y Return (Ann)5.12%11.66%
Sharpe Ratio0.721.47
Daily Std Dev34.49%11.53%
Max Drawdown-71.39%-33.37%
Current Drawdown-9.56%0.00%

Correlation

0.61
-1.001.00

The correlation between ASB and SCHD is 0.61, 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

ASB vs. SCHD - Performance Comparison

In the year-to-date period, ASB achieves a 0.46% return, which is significantly lower than SCHD's 6.21% return. Over the past 10 years, ASB has underperformed SCHD with an annualized return of 5.12%, while SCHD has yielded a comparatively higher 11.66% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


100.00%150.00%200.00%250.00%300.00%350.00%OctoberNovemberDecember2024FebruaryMarch
184.96%
371.17%
ASB
SCHD

Compare stocks, funds, or ETFs


Associated Banc-Corp

Schwab US Dividend Equity ETF

Risk-Adjusted Performance

ASB vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Associated Banc-Corp (ASB) 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
ASB
Associated Banc-Corp
0.67
SCHD
Schwab US Dividend Equity ETF
1.47

ASB vs. SCHD - Sharpe Ratio Comparison

The current ASB Sharpe Ratio is 0.67, which is lower than the SCHD Sharpe Ratio of 1.47. The chart below compares the 12-month rolling Sharpe Ratio of ASB and SCHD.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50OctoberNovemberDecember2024FebruaryMarch
0.67
1.47
ASB
SCHD

Dividends

ASB vs. SCHD - Dividend Comparison

ASB's dividend yield for the trailing twelve months is around 4.05%, more than SCHD's 3.33% yield.


TTM20232022202120202019201820172016201520142013
ASB
Associated Banc-Corp
4.05%3.97%3.51%3.36%4.22%3.13%3.13%1.97%1.82%2.19%1.99%1.90%
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

ASB vs. SCHD - Drawdown Comparison

The maximum ASB drawdown since its inception was -71.39%, 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 ASB and SCHD


-40.00%-30.00%-20.00%-10.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-9.56%
0
ASB
SCHD

Volatility

ASB vs. SCHD - Volatility Comparison

Associated Banc-Corp (ASB) has a higher volatility of 7.99% compared to Schwab US Dividend Equity ETF (SCHD) at 2.69%. This indicates that ASB'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%14.00%OctoberNovemberDecember2024FebruaryMarch
7.99%
2.69%
ASB
SCHD