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

Key characteristics


BEAMSCHD
YTD Return24.76%6.21%
1Y Return12.60%16.75%
3Y Return (Ann)-25.29%6.45%
Sharpe Ratio0.161.47
Daily Std Dev71.16%11.53%
Max Drawdown-86.76%-33.37%
Current Drawdown-74.58%0.00%

Correlation

0.31
-1.001.00

The correlation between BEAM and SCHD is 0.31, 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.

Performance

BEAM vs. SCHD - Performance Comparison

In the year-to-date period, BEAM achieves a 24.76% return, which is significantly higher than SCHD's 6.21% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%50.00%100.00%150.00%OctoberNovemberDecember2024FebruaryMarch
81.12%
57.58%
BEAM
SCHD

Compare stocks, funds, or ETFs


Beam Therapeutics Inc.

Schwab US Dividend Equity ETF

Risk-Adjusted Performance

BEAM vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Beam Therapeutics Inc. (BEAM) 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
BEAM
Beam Therapeutics Inc.
0.16
SCHD
Schwab US Dividend Equity ETF
1.47

BEAM vs. SCHD - Sharpe Ratio Comparison

The current BEAM Sharpe Ratio is 0.16, which is lower than the SCHD Sharpe Ratio of 1.47. The chart below compares the 12-month rolling Sharpe Ratio of BEAM and SCHD.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50OctoberNovemberDecember2024FebruaryMarch
0.16
1.47
BEAM
SCHD

Dividends

BEAM vs. SCHD - Dividend Comparison

BEAM has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 3.33%.


TTM20232022202120202019201820172016201520142013
BEAM
Beam Therapeutics 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
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

BEAM vs. SCHD - Drawdown Comparison

The maximum BEAM drawdown since its inception was -86.76%, 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 BEAM and SCHD


-80.00%-60.00%-40.00%-20.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-74.58%
0
BEAM
SCHD

Volatility

BEAM vs. SCHD - Volatility Comparison

Beam Therapeutics Inc. (BEAM) has a higher volatility of 15.87% compared to Schwab US Dividend Equity ETF (SCHD) at 2.69%. This indicates that BEAM'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.


0.00%10.00%20.00%30.00%40.00%OctoberNovemberDecember2024FebruaryMarch
15.87%
2.69%
BEAM
SCHD