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

Correlation

The correlation between BX and SCHD is 0.85, 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

BX vs. SCHD - Performance Comparison

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

500.00%1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%NovemberDecember2025FebruaryMarchApril
1,874.12%
369.64%
BX
SCHD

Key characteristics

Sharpe Ratio

BX:

0.27

SCHD:

0.18

Sortino Ratio

BX:

0.64

SCHD:

0.35

Omega Ratio

BX:

1.08

SCHD:

1.05

Calmar Ratio

BX:

0.26

SCHD:

0.18

Martin Ratio

BX:

0.72

SCHD:

0.64

Ulcer Index

BX:

14.06%

SCHD:

4.44%

Daily Std Dev

BX:

38.38%

SCHD:

15.99%

Max Drawdown

BX:

-87.65%

SCHD:

-33.37%

Current Drawdown

BX:

-32.68%

SCHD:

-11.47%

Returns By Period

In the year-to-date period, BX achieves a -22.29% return, which is significantly lower than SCHD's -5.19% return. Over the past 10 years, BX has outperformed SCHD with an annualized return of 18.25%, while SCHD has yielded a comparatively lower 10.43% annualized return.


BX

YTD

-22.29%

1M

-3.80%

6M

-19.59%

1Y

10.59%

5Y*

25.30%

10Y*

18.25%

SCHD

YTD

-5.19%

1M

-6.93%

6M

-7.13%

1Y

3.21%

5Y*

12.59%

10Y*

10.43%

*Annualized

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Risk-Adjusted Performance

BX vs. SCHD — Risk-Adjusted Performance Rank

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

BX
The Risk-Adjusted Performance Rank of BX is 6060
Overall Rank
The Sharpe Ratio Rank of BX is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of BX is 5656
Sortino Ratio Rank
The Omega Ratio Rank of BX is 5555
Omega Ratio Rank
The Calmar Ratio Rank of BX is 6565
Calmar Ratio Rank
The Martin Ratio Rank of BX is 6262
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 3535
Overall Rank
The Sharpe Ratio Rank of SCHD is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 3434
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 3333
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 3838
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 3737
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.

BX vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Blackstone Group Inc. (BX) 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 BX, currently valued at 0.27, compared to the broader market-2.00-1.000.001.002.003.00
BX: 0.27
SCHD: 0.15
The chart of Sortino ratio for BX, currently valued at 0.64, compared to the broader market-6.00-4.00-2.000.002.004.00
BX: 0.64
SCHD: 0.31
The chart of Omega ratio for BX, currently valued at 1.08, compared to the broader market0.501.001.502.00
BX: 1.08
SCHD: 1.04
The chart of Calmar ratio for BX, currently valued at 0.26, compared to the broader market0.001.002.003.004.005.00
BX: 0.26
SCHD: 0.15
The chart of Martin ratio for BX, currently valued at 0.72, compared to the broader market-5.000.005.0010.0015.0020.00
BX: 0.72
SCHD: 0.52

The current BX Sharpe Ratio is 0.27, which is higher than the SCHD Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of BX 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
0.27
0.15
BX
SCHD

Dividends

BX vs. SCHD - Dividend Comparison

BX's dividend yield for the trailing twelve months is around 3.05%, less than SCHD's 4.05% yield.


TTM20242023202220212020201920182017201620152014
BX
The Blackstone Group Inc.
3.05%2.00%2.54%6.66%2.76%2.95%3.43%8.12%7.25%8.44%9.76%5.57%
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

BX vs. SCHD - Drawdown Comparison

The maximum BX drawdown since its inception was -87.65%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for BX and SCHD. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-32.68%
-11.47%
BX
SCHD

Volatility

BX vs. SCHD - Volatility Comparison

The Blackstone Group Inc. (BX) has a higher volatility of 24.53% compared to Schwab US Dividend Equity ETF (SCHD) at 11.20%. This indicates that BX'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.


5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
24.53%
11.20%
BX
SCHD