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

Correlation

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.


-0.50.00.51.00.6

Performance

ASB vs. SCHD - Performance Comparison

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

200.00%250.00%300.00%350.00%400.00%JulyAugustSeptemberOctoberNovemberDecember
229.58%
391.01%
ASB
SCHD

Key characteristics

Sharpe Ratio

ASB:

0.54

SCHD:

1.02

Sortino Ratio

ASB:

1.08

SCHD:

1.51

Omega Ratio

ASB:

1.13

SCHD:

1.18

Calmar Ratio

ASB:

1.03

SCHD:

1.55

Martin Ratio

ASB:

2.59

SCHD:

5.23

Ulcer Index

ASB:

6.77%

SCHD:

2.21%

Daily Std Dev

ASB:

32.70%

SCHD:

11.28%

Max Drawdown

ASB:

-71.39%

SCHD:

-33.37%

Current Drawdown

ASB:

-14.37%

SCHD:

-7.44%

Returns By Period

In the year-to-date period, ASB achieves a 16.19% return, which is significantly higher than SCHD's 10.68% return. Over the past 10 years, ASB has underperformed SCHD with an annualized return of 6.14%, while SCHD has yielded a comparatively higher 10.89% annualized return.


ASB

YTD

16.19%

1M

-9.20%

6M

19.53%

1Y

15.28%

5Y*

5.79%

10Y*

6.14%

SCHD

YTD

10.68%

1M

-5.06%

6M

7.69%

1Y

10.91%

5Y*

10.81%

10Y*

10.89%

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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 ratio
The chart of Sharpe ratio for ASB, currently valued at 0.54, compared to the broader market-4.00-2.000.002.000.541.02
The chart of Sortino ratio for ASB, currently valued at 1.08, compared to the broader market-4.00-2.000.002.004.001.081.51
The chart of Omega ratio for ASB, currently valued at 1.13, compared to the broader market0.501.001.502.001.131.18
The chart of Calmar ratio for ASB, currently valued at 1.03, compared to the broader market0.002.004.006.001.031.55
The chart of Martin ratio for ASB, currently valued at 2.59, compared to the broader market0.0010.0020.002.595.23
ASB
SCHD

The current ASB Sharpe Ratio is 0.54, which is lower than the SCHD Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of ASB 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.54
1.02
ASB
SCHD

Dividends

ASB vs. SCHD - Dividend Comparison

ASB's dividend yield for the trailing twelve months is around 3.73%, more than SCHD's 3.67% yield.


TTM20232022202120202019201820172016201520142013
ASB
Associated Banc-Corp
3.73%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
3.67%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%. Use the drawdown chart below to compare losses from any high point for ASB and SCHD. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-14.37%
-7.44%
ASB
SCHD

Volatility

ASB vs. SCHD - Volatility Comparison

Associated Banc-Corp (ASB) has a higher volatility of 7.05% compared to Schwab US Dividend Equity ETF (SCHD) at 3.57%. 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.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
7.05%
3.57%
ASB
SCHD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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