CALM vs. SCHD
CALM (Cal-Maine Foods, Inc.) is a stock, while SCHD (Schwab U.S. Dividend Equity ETF) is Dividend fund tracking the Dow Jones U.S. Dividend 100 Index. Over the past 10 years, CALM returned 9.86%/yr vs 12.91%/yr for SCHD. At a 0.32 correlation, their price movements are largely independent.
Performance
CALM vs. SCHD - Performance Comparison
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Returns By Period
In the year-to-date period, CALM achieves a -0.54% return, which is significantly lower than SCHD's 20.66% return. Over the past 10 years, CALM has underperformed SCHD with an annualized return of 9.86%, while SCHD has yielded a comparatively higher 12.91% annualized return.
CALM
- 1D
- -2.22%
- 1M
- -1.77%
- YTD
- -0.54%
- 6M
- -8.91%
- 1Y
- -13.33%
- 3Y*
- 23.34%
- 5Y*
- 22.16%
- 10Y*
- 9.86%
SCHD
- 1D
- 0.89%
- 1M
- 3.37%
- YTD
- 20.66%
- 6M
- 19.57%
- 1Y
- 26.16%
- 3Y*
- 14.90%
- 5Y*
- 8.75%
- 10Y*
- 12.91%
CALM vs. SCHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CALM Cal-Maine Foods, Inc. | -0.54% | -15.61% | 87.00% | 14.48% | 51.87% | -1.38% | -12.19% | 2.09% | -3.90% | 0.62% |
SCHD Schwab U.S. Dividend Equity ETF | 20.66% | 4.34% | 11.66% | 4.54% | -3.26% | 29.87% | 15.03% | 27.29% | -5.56% | 20.85% |
Correlation
The correlation between CALM and SCHD is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Oct 20, 2011 | 0.32 |
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Return for Risk
CALM vs. SCHD — Risk / Return Rank
CALM
SCHD
CALM vs. SCHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cal-Maine Foods, Inc. (CALM) and Schwab U.S. 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CALM | SCHD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.81 | ||
| Sortino ratioReturn per unit of downside risk | -4.11 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.43 | -0.48 |
| Calmar ratioReturn relative to maximum drawdown | -0.36 | 5.70 | -6.06 |
| Martin ratioReturn relative to average drawdown | -0.56 | 13.97 | -14.52 |
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Drawdowns
CALM vs. SCHD - Drawdown Comparison
The maximum CALM drawdown since its inception was -74.08%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for CALM and SCHD.
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Drawdown Indicators
| CALM | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.08% | -33.37% | -40.71% |
Max Drawdown (1Y)Largest decline over 1 year | -37.00% | -4.61% | -32.39% |
Max Drawdown (3Y)Largest decline over 3 years | -37.00% | -16.13% | -20.87% |
Max Drawdown (5Y)Largest decline over 5 years | -37.00% | -16.85% | -20.15% |
Max Drawdown (10Y)Largest decline over 10 years | -39.12% | -33.37% | -5.75% |
Current DrawdownCurrent decline from peak | -31.17% | -0.03% | -31.14% |
Average DrawdownAverage peak-to-trough decline | -30.31% | -3.31% | -27.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 23.95% | 1.89% | +22.06% |
Volatility
CALM vs. SCHD - Volatility Comparison
Cal-Maine Foods, Inc. (CALM) has a higher volatility of 6.31% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 3.05%. This indicates that CALM'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.
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Volatility by Period
| CALM | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.31% | 3.05% | +3.26% |
Volatility (6M)Calculated over the trailing 6-month period | 20.43% | 7.53% | +12.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.03% | 10.93% | +22.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.61% | 14.38% | +18.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.13% | 16.72% | +14.41% |
Dividends
CALM vs. SCHD - Dividend Comparison
CALM's dividend yield for the trailing twelve months is around 6.15%, more than SCHD's 3.22% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CALM Cal-Maine Foods, Inc. | 6.15% | 10.90% | 2.82% | 7.51% | 3.17% | 0.09% | 0.00% | 0.98% | 1.03% | 0.00% | 2.70% | 4.10% |
SCHD Schwab U.S. Dividend Equity ETF | 3.22% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
Frequently Asked Questions
CALM and SCHD have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CALM has higher volatility (6.31%) compared to SCHD (3.05%). In terms of maximum drawdown, CALM dropped -74.08% vs SCHD's -33.37%.
SCHD currently has the higher Sharpe Ratio (2.41 vs -0.41), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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