BABA vs. SCHD
Compare and contrast key facts about Alibaba Group Holding Limited (BABA) and Schwab US Dividend Equity ETF (SCHD).
SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BABA or SCHD.
Performance
BABA vs. SCHD - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with BABA having a 15.27% return and SCHD slightly higher at 15.93%. Over the past 10 years, BABA has underperformed SCHD with an annualized return of -1.92%, while SCHD has yielded a comparatively higher 11.46% annualized return.
BABA
15.27%
-13.51%
0.91%
16.67%
-13.38%
-1.92%
SCHD
15.93%
-0.59%
9.36%
25.99%
12.42%
11.46%
Key characteristics
| BABA | SCHD | |
|---|---|---|
| Sharpe Ratio | 0.11 | 2.25 |
| Sortino Ratio | 0.43 | 3.25 |
| Omega Ratio | 1.05 | 1.39 |
| Calmar Ratio | 0.05 | 3.05 |
| Martin Ratio | 0.42 | 12.25 |
| Ulcer Index | 9.52% | 2.04% |
| Daily Std Dev | 37.74% | 11.09% |
| Max Drawdown | -80.09% | -33.37% |
| Current Drawdown | -71.45% | -1.82% |
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Correlation
The correlation between BABA and SCHD is 0.36, 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.
Risk-Adjusted Performance
BABA vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Alibaba Group Holding Limited (BABA) 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.
Dividends
BABA vs. SCHD - Dividend Comparison
BABA's dividend yield for the trailing twelve months is around 1.87%, less than SCHD's 3.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BABA Alibaba Group Holding Limited | 1.87% | 1.29% | 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 | 3.41% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
BABA vs. SCHD - Drawdown Comparison
The maximum BABA drawdown since its inception was -80.09%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for BABA and SCHD. For additional features, visit the drawdowns tool.
Volatility
BABA vs. SCHD - Volatility Comparison
Alibaba Group Holding Limited (BABA) has a higher volatility of 10.30% compared to Schwab US Dividend Equity ETF (SCHD) at 3.55%. This indicates that BABA'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.