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

Correlation

The correlation between BROS and SCHD is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.8

Performance

BROS vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dutch Bros Inc. (BROS) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%NovemberDecember2025FebruaryMarchApril
72.76%
14.86%
BROS
SCHD

Key characteristics

Sharpe Ratio

BROS:

1.80

SCHD:

0.18

Sortino Ratio

BROS:

2.69

SCHD:

0.35

Omega Ratio

BROS:

1.37

SCHD:

1.05

Calmar Ratio

BROS:

1.86

SCHD:

0.18

Martin Ratio

BROS:

7.14

SCHD:

0.64

Ulcer Index

BROS:

16.80%

SCHD:

4.44%

Daily Std Dev

BROS:

66.81%

SCHD:

15.99%

Max Drawdown

BROS:

-70.09%

SCHD:

-33.37%

Current Drawdown

BROS:

-25.77%

SCHD:

-11.47%

Returns By Period

In the year-to-date period, BROS achieves a 20.98% return, which is significantly higher than SCHD's -5.19% return.


BROS

YTD

20.98%

1M

-7.85%

6M

78.36%

1Y

119.35%

5Y*

N/A

10Y*

N/A

SCHD

YTD

-5.19%

1M

-7.66%

6M

-7.13%

1Y

3.11%

5Y*

13.15%

10Y*

10.28%

*Annualized

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Risk-Adjusted Performance

BROS vs. SCHD — Risk-Adjusted Performance Rank

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

BROS
The Risk-Adjusted Performance Rank of BROS is 9393
Overall Rank
The Sharpe Ratio Rank of BROS is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of BROS is 9393
Sortino Ratio Rank
The Omega Ratio Rank of BROS is 9292
Omega Ratio Rank
The Calmar Ratio Rank of BROS is 9393
Calmar Ratio Rank
The Martin Ratio Rank of BROS is 9191
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 3131
Overall Rank
The Sharpe Ratio Rank of SCHD is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 3030
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 2929
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 3434
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 3232
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.

BROS vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dutch Bros Inc. (BROS) 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.


The chart of Sharpe ratio for BROS, currently valued at 1.80, compared to the broader market-2.00-1.000.001.002.003.00
BROS: 1.80
SCHD: 0.18
The chart of Sortino ratio for BROS, currently valued at 2.69, compared to the broader market-6.00-4.00-2.000.002.004.00
BROS: 2.69
SCHD: 0.35
The chart of Omega ratio for BROS, currently valued at 1.37, compared to the broader market0.501.001.502.00
BROS: 1.37
SCHD: 1.05
The chart of Calmar ratio for BROS, currently valued at 1.86, compared to the broader market0.001.002.003.004.005.00
BROS: 1.86
SCHD: 0.18
The chart of Martin ratio for BROS, currently valued at 7.14, compared to the broader market-5.000.005.0010.0015.0020.00
BROS: 7.14
SCHD: 0.64

The current BROS Sharpe Ratio is 1.80, which is higher than the SCHD Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of BROS and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
1.80
0.18
BROS
SCHD

Dividends

BROS vs. SCHD - Dividend Comparison

BROS has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 4.05%.


TTM20242023202220212020201920182017201620152014
BROS
Dutch Bros 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
4.05%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

BROS vs. SCHD - Drawdown Comparison

The maximum BROS drawdown since its inception was -70.09%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for BROS and SCHD. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-25.77%
-11.47%
BROS
SCHD

Volatility

BROS vs. SCHD - Volatility Comparison

Dutch Bros Inc. (BROS) has a higher volatility of 23.53% compared to Schwab US Dividend Equity ETF (SCHD) at 11.20%. This indicates that BROS'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%5.00%10.00%15.00%20.00%25.00%30.00%35.00%NovemberDecember2025FebruaryMarchApril
23.53%
11.20%
BROS
SCHD