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

Key characteristics


BBYSCHD
YTD Return5.86%6.21%
1Y Return17.31%16.75%
3Y Return (Ann)-8.05%6.45%
5Y Return (Ann)6.62%12.79%
10Y Return (Ann)15.98%11.66%
Sharpe Ratio0.621.47
Daily Std Dev26.76%11.53%
Max Drawdown-80.90%-33.37%
Current Drawdown-33.63%0.00%

Correlation

0.49
-1.001.00

The correlation between BBY and SCHD is 0.49, 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

BBY vs. SCHD - Performance Comparison

In the year-to-date period, BBY achieves a 5.86% return, which is significantly lower than SCHD's 6.21% return. Over the past 10 years, BBY has outperformed SCHD with an annualized return of 15.98%, 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.


260.00%280.00%300.00%320.00%340.00%360.00%380.00%OctoberNovemberDecember2024FebruaryMarch
378.61%
371.17%
BBY
SCHD

Compare stocks, funds, or ETFs


Best Buy Co., Inc.

Schwab US Dividend Equity ETF

Risk-Adjusted Performance

BBY vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Best Buy Co., Inc. (BBY) 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
BBY
Best Buy Co., Inc.
0.62
SCHD
Schwab US Dividend Equity ETF
1.47

BBY vs. SCHD - Sharpe Ratio Comparison

The current BBY Sharpe Ratio is 0.62, which is lower than the SCHD Sharpe Ratio of 1.47. The chart below compares the 12-month rolling Sharpe Ratio of BBY and SCHD.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50OctoberNovemberDecember2024FebruaryMarch
0.62
1.47
BBY
SCHD

Dividends

BBY vs. SCHD - Dividend Comparison

BBY's dividend yield for the trailing twelve months is around 4.52%, more than SCHD's 3.33% yield.


TTM20232022202120202019201820172016201520142013
BBY
Best Buy Co., Inc.
4.52%4.70%4.39%2.76%2.20%2.28%3.40%1.99%3.68%4.67%1.80%1.66%
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

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%. The drawdown chart below compares losses from any high point along the way for BBY and SCHD


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-33.63%
0
BBY
SCHD

Volatility

BBY vs. SCHD - Volatility Comparison

Best Buy Co., Inc. (BBY) has a higher volatility of 8.18% compared to Schwab US Dividend Equity ETF (SCHD) at 2.69%. 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.


2.00%4.00%6.00%8.00%10.00%OctoberNovemberDecember2024FebruaryMarch
8.18%
2.69%
BBY
SCHD