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BNS.TO vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BNS.TO and SCHD is 0.20, 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

BNS.TO vs. SCHD - Performance Comparison

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

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Key characteristics

Daily Std Dev

BNS.TO:

15.36%

SCHD:

10.77%

Max Drawdown

BNS.TO:

-52.27%

SCHD:

-0.97%

Current Drawdown

BNS.TO:

-9.68%

SCHD:

-0.27%

Returns By Period


BNS.TO

YTD

-6.57%

1M

9.46%

6M

-3.91%

1Y

13.35%

5Y*

13.38%

10Y*

6.65%

SCHD

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

BNS.TO vs. SCHD — Risk-Adjusted Performance Rank

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

BNS.TO
The Risk-Adjusted Performance Rank of BNS.TO is 7575
Overall Rank
The Sharpe Ratio Rank of BNS.TO is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of BNS.TO is 7171
Sortino Ratio Rank
The Omega Ratio Rank of BNS.TO is 7272
Omega Ratio Rank
The Calmar Ratio Rank of BNS.TO is 7777
Calmar Ratio Rank
The Martin Ratio Rank of BNS.TO is 7474
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 2828
Overall Rank
The Sharpe Ratio Rank of SCHD is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 2727
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 2727
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 3131
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 2929
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.

BNS.TO vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Bank of Nova Scotia (BNS.TO) 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.



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Dividends

BNS.TO vs. SCHD - Dividend Comparison

BNS.TO's dividend yield for the trailing twelve months is around 6.06%, more than SCHD's 4.04% yield.


TTM20242023202220212020201920182017201620152014
BNS.TO
The Bank of Nova Scotia
6.06%5.49%8.92%6.99%5.95%5.23%3.60%4.91%3.82%3.91%6.11%3.86%
SCHD
Schwab US Dividend Equity ETF
4.04%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BNS.TO vs. SCHD - Drawdown Comparison

The maximum BNS.TO drawdown since its inception was -52.27%, which is greater than SCHD's maximum drawdown of -0.97%. Use the drawdown chart below to compare losses from any high point for BNS.TO and SCHD. For additional features, visit the drawdowns tool.


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Volatility

BNS.TO vs. SCHD - Volatility Comparison


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