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

Correlation

The correlation between AZO and SCHD is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.4

Performance

AZO vs. SCHD - Performance Comparison

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

400.00%600.00%800.00%1,000.00%NovemberDecember2025FebruaryMarchApril
1,004.04%
370.37%
AZO
SCHD

Key characteristics

Sharpe Ratio

AZO:

1.03

SCHD:

0.23

Sortino Ratio

AZO:

1.50

SCHD:

0.43

Omega Ratio

AZO:

1.18

SCHD:

1.06

Calmar Ratio

AZO:

1.42

SCHD:

0.23

Martin Ratio

AZO:

6.29

SCHD:

0.84

Ulcer Index

AZO:

3.48%

SCHD:

4.38%

Daily Std Dev

AZO:

21.28%

SCHD:

15.99%

Max Drawdown

AZO:

-46.33%

SCHD:

-33.37%

Current Drawdown

AZO:

-5.71%

SCHD:

-11.33%

Returns By Period

In the year-to-date period, AZO achieves a 12.73% return, which is significantly higher than SCHD's -5.04% return. Over the past 10 years, AZO has outperformed SCHD with an annualized return of 18.00%, while SCHD has yielded a comparatively lower 10.35% annualized return.


AZO

YTD

12.73%

1M

-1.70%

6M

14.47%

1Y

20.78%

5Y*

28.19%

10Y*

18.00%

SCHD

YTD

-5.04%

1M

-6.82%

6M

-7.58%

1Y

2.51%

5Y*

13.19%

10Y*

10.35%

*Annualized

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Risk-Adjusted Performance

AZO vs. SCHD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AZO
The Risk-Adjusted Performance Rank of AZO is 8383
Overall Rank
The Sharpe Ratio Rank of AZO is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of AZO is 7878
Sortino Ratio Rank
The Omega Ratio Rank of AZO is 7575
Omega Ratio Rank
The Calmar Ratio Rank of AZO is 9090
Calmar Ratio Rank
The Martin Ratio Rank of AZO is 9090
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 4141
Overall Rank
The Sharpe Ratio Rank of SCHD is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 3939
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 3939
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 4343
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 4141
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AZO vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AutoZone, Inc. (AZO) 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.


The chart of Sharpe ratio for AZO, currently valued at 1.03, compared to the broader market-2.00-1.000.001.002.003.00
AZO: 1.03
SCHD: 0.23
The chart of Sortino ratio for AZO, currently valued at 1.50, compared to the broader market-6.00-4.00-2.000.002.004.00
AZO: 1.50
SCHD: 0.43
The chart of Omega ratio for AZO, currently valued at 1.18, compared to the broader market0.501.001.502.00
AZO: 1.18
SCHD: 1.06
The chart of Calmar ratio for AZO, currently valued at 1.42, compared to the broader market0.001.002.003.004.005.00
AZO: 1.42
SCHD: 0.23
The chart of Martin ratio for AZO, currently valued at 6.29, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
AZO: 6.29
SCHD: 0.84

The current AZO Sharpe Ratio is 1.03, which is higher than the SCHD Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of AZO 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-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
1.03
0.23
AZO
SCHD

Dividends

AZO vs. SCHD - Dividend Comparison

AZO has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 4.05%.


TTM20242023202220212020201920182017201620152014
AZO
AutoZone, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
4.05%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

AZO vs. SCHD - Drawdown Comparison

The maximum AZO drawdown since its inception was -46.33%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for AZO and SCHD. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-5.71%
-11.33%
AZO
SCHD

Volatility

AZO vs. SCHD - Volatility Comparison

The current volatility for AutoZone, Inc. (AZO) is 9.74%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 11.25%. This indicates that AZO experiences smaller price fluctuations and is considered to be less risky 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%NovemberDecember2025FebruaryMarchApril
9.74%
11.25%
AZO
SCHD