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

Key characteristics


ATOSCHD
YTD Return2.76%6.21%
1Y Return10.39%16.75%
3Y Return (Ann)9.56%6.45%
5Y Return (Ann)5.38%12.79%
10Y Return (Ann)12.64%11.66%
Sharpe Ratio0.591.47
Daily Std Dev17.15%11.53%
Max Drawdown-51.94%-33.37%
Current Drawdown-2.97%0.00%

Correlation

0.45
-1.001.00

The correlation between ATO and SCHD is 0.45, 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

ATO vs. SCHD - Performance Comparison

In the year-to-date period, ATO achieves a 2.76% return, which is significantly lower than SCHD's 6.21% return. Over the past 10 years, ATO has outperformed SCHD with an annualized return of 12.64%, while SCHD has yielded a comparatively lower 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.


280.00%300.00%320.00%340.00%360.00%380.00%400.00%OctoberNovemberDecember2024FebruaryMarch
400.81%
371.17%
ATO
SCHD

Compare stocks, funds, or ETFs


Atmos Energy Corporation

Schwab US Dividend Equity ETF

Risk-Adjusted Performance

ATO vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Atmos Energy Corporation (ATO) 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
ATO
Atmos Energy Corporation
0.59
SCHD
Schwab US Dividend Equity ETF
1.47

ATO vs. SCHD - Sharpe Ratio Comparison

The current ATO Sharpe Ratio is 0.59, which is lower than the SCHD Sharpe Ratio of 1.47. The chart below compares the 12-month rolling Sharpe Ratio of ATO and SCHD.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50OctoberNovemberDecember2024FebruaryMarch
0.59
1.47
ATO
SCHD

Dividends

ATO vs. SCHD - Dividend Comparison

ATO's dividend yield for the trailing twelve months is around 2.61%, less than SCHD's 3.33% yield.


TTM20232022202120202019201820172016201520142013
ATO
Atmos Energy Corporation
2.61%2.61%2.48%2.44%2.46%1.92%2.14%2.14%2.31%2.52%2.69%3.13%
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

ATO vs. SCHD - Drawdown Comparison

The maximum ATO drawdown since its inception was -51.94%, 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 ATO and SCHD


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-2.97%
0
ATO
SCHD

Volatility

ATO vs. SCHD - Volatility Comparison

Atmos Energy Corporation (ATO) has a higher volatility of 3.80% compared to Schwab US Dividend Equity ETF (SCHD) at 2.69%. This indicates that ATO'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%3.00%4.00%5.00%6.00%7.00%OctoberNovemberDecember2024FebruaryMarch
3.80%
2.69%
ATO
SCHD