BBY vs. SCHD

Last updated Jun 4, 2026

BBY (Best Buy Co., Inc.) is a stock, while SCHD (Schwab U.S. Dividend Equity ETF) is Dividend fund tracking the Dow Jones U.S. Dividend 100 Index. Over the past 10 years, BBY returned 12.22%/yr vs 12.77%/yr for SCHD. At a 0.49 correlation, their price movements are largely independent.

Performance

BBY vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Best Buy Co., Inc. (BBY) and Schwab U.S. Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BBY achieves a 8.80% return, which is significantly lower than SCHD's 19.01% return. Both investments have delivered pretty close results over the past 10 years, with BBY having a 12.22% annualized return and SCHD not far ahead at 12.77%.

BBY

• 1D: -1.44%
• 1M: 24.44%
• YTD: 8.80%
• 6M: -0.80%
• 1Y: 8.50%
• 3Y*: 4.31%
• 5Y*: -5.03%
• 10Y*: 12.22%

SCHD

• 1D: 0.00%
• 1M: 2.70%
• YTD: 19.01%
• 6M: 18.63%
• 1Y: 27.16%
• 3Y*: 15.09%
• 5Y*: 8.36%
• 10Y*: 12.77%

*Multi-year figures are annualized to reflect compound growth (CAGR)

BBY vs. SCHD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BBY Best Buy Co., Inc.	8.80%	-17.80%	14.35%	2.51%	-17.49%	4.44%	16.71%	70.50%	-20.63%	64.49%
SCHD Schwab U.S. Dividend Equity ETF	19.01%	4.34%	11.66%	4.54%	-3.26%	29.87%	15.03%	27.29%	-5.56%	20.85%

Correlation

The correlation between BBY and SCHD is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.44
Correlation (3Y) Calculated over the trailing 3-year period	0.49
Correlation (5Y) Calculated over the trailing 5-year period	0.54
Correlation (10Y) Calculated over the trailing 10-year period	0.53
Correlation (All Time) Calculated using the full available price history since Oct 21, 2011	0.49

The correlation between BBY and SCHD shifts across timeframes, from 0.44 (1 year) to 0.54 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

BBY vs. SCHD — Risk / Return Rank

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

BBY

BBY Risk / Return Rank: 46
BBY Sharpe Ratio Rank: 48
BBY Sortino Ratio Rank: 45
BBY Omega Ratio Rank: 43
BBY Calmar Ratio Rank: 47
BBY Martin Ratio Rank: 46

SCHD

SCHD Risk / Return Rank: 80
SCHD Sharpe Ratio Rank: 75
SCHD Sortino Ratio Rank: 84
SCHD Omega Ratio Rank: 73
SCHD Calmar Ratio Rank: 91
SCHD Martin Ratio Rank: 75

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BBY vs. SCHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Best Buy Co., Inc. (BBY) and Schwab U.S. 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.

	BBY	SCHD	Difference
Sharpe ratio Return per unit of total volatility	0.23	2.49	-2.27
Sortino ratio Return per unit of downside risk	0.66	3.87	-3.21
Omega ratio Gain probability vs. loss probability	1.07	1.45	-0.37
Calmar ratio Return relative to maximum drawdown	0.27	5.91	-5.65
Martin ratio Return relative to average drawdown	0.55	14.53	-13.98
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BBY vs. SCHD - Sharpe Ratio Comparison

The current BBY Sharpe Ratio is 0.23, which is lower than the SCHD Sharpe Ratio of 2.49. The chart below compares the historical Sharpe Ratios of BBY and SCHD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	BBY	SCHD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.23	2.49	-2.27
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.13	0.58	-0.72
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.32	0.77	-0.45
Sharpe Ratio (All Time) Calculated using the full available price history	0.35	0.86	-0.51

Drawdowns

BBY vs. SCHD - Drawdown Comparison

The maximum BBY drawdown since its inception was -80.90%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for BBY and SCHD.

Drawdown Indicators

	BBY	SCHD	Difference
Max Drawdown Largest peak-to-trough decline	-80.90%	-33.37%	-47.53%
Max Drawdown (1Y) Largest decline over 1 year	-32.01%	-4.61%	-27.40%
Max Drawdown (3Y) Largest decline over 3 years	-44.34%	-16.13%	-28.21%
Max Drawdown (5Y) Largest decline over 5 years	-52.60%	-16.85%	-35.75%
Max Drawdown (10Y) Largest decline over 10 years	-52.60%	-33.37%	-19.23%
Current Drawdown Current decline from peak	-35.88%	-1.40%	-34.48%
Average Drawdown Average peak-to-trough decline	-30.80%	-3.32%	-27.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	15.52%	1.88%	+13.64%

Volatility

BBY vs. SCHD - Volatility Comparison

Best Buy Co., Inc. (BBY) has a higher volatility of 17.79% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.66%. This indicates that BBY'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.

Volatility by Period

	BBY	SCHD	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.79%	2.66%	+15.13%
Volatility (6M) Calculated over the trailing 6-month period	28.24%	7.66%	+20.58%
Volatility (1Y) Calculated over the trailing 1-year period	37.75%	10.96%	+26.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	37.70%	14.38%	+23.32%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	38.33%	16.72%	+21.61%

Dividends

BBY vs. SCHD - Dividend Comparison

BBY's dividend yield for the trailing twelve months is around 5.31%, more than SCHD's 3.26% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BBY Best Buy Co., Inc.	5.31%	5.68%	4.38%	4.70%	4.39%	2.76%	2.20%	2.28%	3.40%	1.99%	3.68%	4.70%
SCHD Schwab U.S. Dividend Equity ETF	3.26%	3.82%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%

Frequently Asked Questions

Can I hold both BBY and SCHD in my portfolio?

BBY and SCHD have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BBY or SCHD?

BBY has higher volatility (17.79%) compared to SCHD (2.66%). In terms of maximum drawdown, BBY dropped -80.90% vs SCHD's -33.37%.

Which has better risk-adjusted returns?

SCHD currently has the higher Sharpe Ratio (2.49 vs 0.23), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.