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CC vs. SCHD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CC vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Chemours Company (CC) and Schwab U.S. Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

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CC vs. SCHD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CC
The Chemours Company
87.80%-27.57%-44.01%6.53%-5.99%39.85%45.61%-32.54%-42.45%127.24%
SCHD
Schwab U.S. Dividend Equity ETF
12.79%4.34%11.66%4.54%-3.26%29.87%15.03%27.29%-5.56%20.85%

Returns By Period

In the year-to-date period, CC achieves a 87.80% return, which is significantly higher than SCHD's 12.79% return. Over the past 10 years, CC has outperformed SCHD with an annualized return of 15.13%, while SCHD has yielded a comparatively lower 12.31% annualized return.


CC

1D
3.92%
1M
20.78%
YTD
87.80%
6M
40.79%
1Y
67.11%
3Y*
-6.26%
5Y*
-1.47%
10Y*
15.13%

SCHD

1D
0.66%
1M
-2.61%
YTD
12.79%
6M
14.49%
1Y
13.97%
3Y*
12.05%
5Y*
8.44%
10Y*
12.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

CC vs. SCHD — Risk / Return Rank

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

CC
CC Risk / Return Rank: 7272
Overall Rank
CC Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
CC Sortino Ratio Rank: 7272
Sortino Ratio Rank
CC Omega Ratio Rank: 6969
Omega Ratio Rank
CC Calmar Ratio Rank: 7373
Calmar Ratio Rank
CC Martin Ratio Rank: 7171
Martin Ratio Rank

SCHD
SCHD Risk / Return Rank: 5252
Overall Rank
SCHD Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
SCHD Sortino Ratio Rank: 5555
Sortino Ratio Rank
SCHD Omega Ratio Rank: 5454
Omega Ratio Rank
SCHD Calmar Ratio Rank: 5353
Calmar Ratio Rank
SCHD Martin Ratio Rank: 4545
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CC vs. SCHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Chemours Company (CC) 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.


CCSCHDDifference

Sharpe ratio

Return per unit of total volatility

0.97

0.89

+0.07

Sortino ratio

Return per unit of downside risk

1.68

1.35

+0.34

Omega ratio

Gain probability vs. loss probability

1.21

1.19

+0.02

Calmar ratio

Return relative to maximum drawdown

1.63

1.19

+0.43

Martin ratio

Return relative to average drawdown

3.59

3.99

-0.40

CC vs. SCHD - Sharpe Ratio Comparison

The current CC Sharpe Ratio is 0.97, which is comparable to the SCHD Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of CC 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.


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Sharpe Ratios by Period


CCSCHDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

0.89

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

0.59

-0.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

0.74

-0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.10

0.84

-0.74

Correlation

The correlation between CC and SCHD is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

CC vs. SCHD - Dividend Comparison

CC's dividend yield for the trailing twelve months is around 1.59%, less than SCHD's 3.44% yield.


TTM20252024202320222021202020192018201720162015
CC
The Chemours Company
1.59%4.35%5.92%3.17%3.27%2.98%4.03%5.53%2.98%0.24%0.54%10.82%
SCHD
Schwab U.S. Dividend Equity ETF
3.44%3.82%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%

Drawdowns

CC vs. SCHD - Drawdown Comparison

The maximum CC drawdown since its inception was -86.15%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for CC and SCHD.


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Drawdown Indicators


CCSCHDDifference

Max Drawdown

Largest peak-to-trough decline

-86.15%

-33.37%

-52.78%

Max Drawdown (1Y)

Largest decline over 1 year

-39.79%

-12.74%

-27.05%

Max Drawdown (5Y)

Largest decline over 5 years

-76.42%

-16.85%

-59.57%

Max Drawdown (10Y)

Largest decline over 10 years

-86.15%

-33.37%

-52.78%

Current Drawdown

Current decline from peak

-47.21%

-2.89%

-44.32%

Average Drawdown

Average peak-to-trough decline

-40.92%

-3.34%

-37.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.05%

3.89%

+14.16%

Volatility

CC vs. SCHD - Volatility Comparison

The Chemours Company (CC) has a higher volatility of 19.61% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.40%. This indicates that CC'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


CCSCHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.61%

2.40%

+17.21%

Volatility (6M)

Calculated over the trailing 6-month period

46.34%

7.96%

+38.38%

Volatility (1Y)

Calculated over the trailing 1-year period

69.73%

15.74%

+53.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

54.83%

14.40%

+40.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

57.38%

16.70%

+40.68%