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

Correlation

The correlation between ASO and SCHD is 0.44, 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.


-0.50.00.51.00.4

Performance

ASO vs. SCHD - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
2.68%
7.10%
ASO
SCHD

Key characteristics

Sharpe Ratio

ASO:

-0.34

SCHD:

1.02

Sortino Ratio

ASO:

-0.26

SCHD:

1.51

Omega Ratio

ASO:

0.97

SCHD:

1.18

Calmar Ratio

ASO:

-0.30

SCHD:

1.55

Martin Ratio

ASO:

-0.50

SCHD:

5.23

Ulcer Index

ASO:

23.76%

SCHD:

2.21%

Daily Std Dev

ASO:

35.45%

SCHD:

11.28%

Max Drawdown

ASO:

-44.82%

SCHD:

-33.37%

Current Drawdown

ASO:

-25.48%

SCHD:

-7.44%

Returns By Period

In the year-to-date period, ASO achieves a -15.14% return, which is significantly lower than SCHD's 10.68% return.


ASO

YTD

-15.14%

1M

21.01%

6M

2.68%

1Y

-10.10%

5Y*

N/A

10Y*

N/A

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

ASO vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Academy Sports and Outdoors, Inc. (ASO) 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 ASO, currently valued at -0.34, compared to the broader market-4.00-2.000.002.00-0.340.97
The chart of Sortino ratio for ASO, currently valued at -0.26, compared to the broader market-4.00-2.000.002.004.00-0.261.44
The chart of Omega ratio for ASO, currently valued at 0.97, compared to the broader market0.501.001.502.000.971.17
The chart of Calmar ratio for ASO, currently valued at -0.30, compared to the broader market0.002.004.006.00-0.301.47
The chart of Martin ratio for ASO, currently valued at -0.50, compared to the broader market0.0010.0020.00-0.504.84
ASO
SCHD

The current ASO Sharpe Ratio is -0.34, which is lower than the SCHD Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of ASO 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-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
-0.34
0.97
ASO
SCHD

Dividends

ASO vs. SCHD - Dividend Comparison

ASO's dividend yield for the trailing twelve months is around 0.79%, less than SCHD's 3.67% yield.


TTM20232022202120202019201820172016201520142013
ASO
Academy Sports and Outdoors, Inc.
0.79%0.55%0.57%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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

ASO vs. SCHD - Drawdown Comparison

The maximum ASO drawdown since its inception was -44.82%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for ASO and SCHD. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-25.48%
-7.44%
ASO
SCHD

Volatility

ASO vs. SCHD - Volatility Comparison

Academy Sports and Outdoors, Inc. (ASO) has a higher volatility of 10.03% compared to Schwab US Dividend Equity ETF (SCHD) at 3.57%. This indicates that ASO'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%JulyAugustSeptemberOctoberNovemberDecember
10.03%
3.57%
ASO
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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