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

Key characteristics


AXPSCHD
YTD Return40.67%11.52%
1Y Return61.59%16.42%
3Y Return (Ann)18.72%6.90%
5Y Return (Ann)18.70%12.29%
10Y Return (Ann)12.91%11.41%
Sharpe Ratio2.731.49
Daily Std Dev23.35%11.86%
Max Drawdown-83.91%-33.37%
Current Drawdown0.00%-1.38%

Correlation

-0.50.00.51.00.7

The correlation between AXP and SCHD is 0.67, 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

AXP vs. SCHD - Performance Comparison

In the year-to-date period, AXP achieves a 40.67% return, which is significantly higher than SCHD's 11.52% return. Over the past 10 years, AXP has outperformed SCHD with an annualized return of 12.91%, while SCHD has yielded a comparatively lower 11.41% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


350.00%400.00%450.00%500.00%550.00%AprilMayJuneJulyAugustSeptember
577.81%
394.74%
AXP
SCHD

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Risk-Adjusted Performance

AXP vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Express Company (AXP) 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.


AXP
Sharpe ratio
The chart of Sharpe ratio for AXP, currently valued at 2.73, compared to the broader market-4.00-2.000.002.002.73
Sortino ratio
The chart of Sortino ratio for AXP, currently valued at 3.40, compared to the broader market-6.00-4.00-2.000.002.004.003.40
Omega ratio
The chart of Omega ratio for AXP, currently valued at 1.48, compared to the broader market0.501.001.502.001.48
Calmar ratio
The chart of Calmar ratio for AXP, currently valued at 2.36, compared to the broader market0.001.002.003.004.005.002.36
Martin ratio
The chart of Martin ratio for AXP, currently valued at 14.56, compared to the broader market-10.00-5.000.005.0010.0015.0020.0014.56
SCHD
Sharpe ratio
The chart of Sharpe ratio for SCHD, currently valued at 1.39, compared to the broader market-4.00-2.000.002.001.39
Sortino ratio
The chart of Sortino ratio for SCHD, currently valued at 2.05, compared to the broader market-6.00-4.00-2.000.002.004.002.05
Omega ratio
The chart of Omega ratio for SCHD, currently valued at 1.24, compared to the broader market0.501.001.502.001.24
Calmar ratio
The chart of Calmar ratio for SCHD, currently valued at 1.24, compared to the broader market0.001.002.003.004.005.001.24
Martin ratio
The chart of Martin ratio for SCHD, currently valued at 6.05, compared to the broader market-10.00-5.000.005.0010.0015.0020.006.05

AXP vs. SCHD - Sharpe Ratio Comparison

The current AXP Sharpe Ratio is 2.73, which is higher than the SCHD Sharpe Ratio of 1.49. The chart below compares the 12-month rolling Sharpe Ratio of AXP and SCHD.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00AprilMayJuneJulyAugustSeptember
2.73
1.39
AXP
SCHD

Dividends

AXP vs. SCHD - Dividend Comparison

AXP's dividend yield for the trailing twelve months is around 1.00%, less than SCHD's 3.40% yield.


TTM20232022202120202019201820172016201520142013
AXP
American Express Company
1.00%1.24%1.35%1.05%1.42%1.29%1.51%1.32%1.61%1.58%1.05%0.95%
SCHD
Schwab US Dividend Equity ETF
3.40%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

AXP vs. SCHD - Drawdown Comparison

The maximum AXP drawdown since its inception was -83.91%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for AXP and SCHD. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember0
-1.38%
AXP
SCHD

Volatility

AXP vs. SCHD - Volatility Comparison

American Express Company (AXP) has a higher volatility of 7.63% compared to Schwab US Dividend Equity ETF (SCHD) at 3.02%. This indicates that AXP'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%AprilMayJuneJulyAugustSeptember
7.63%
3.02%
AXP
SCHD