CC vs. SCHD

Last updated Jun 23, 2026

CC (The Chemours Company) 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, CC returned 12.36%/yr vs 12.68%/yr for SCHD. A 0.54 correlation means they provide meaningful diversification when combined.

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.

Returns By Period

In the year-to-date period, CC achieves a 83.59% return, which is significantly higher than SCHD's 17.24% return. Both investments have delivered pretty close results over the past 10 years, with CC having a 12.36% annualized return and SCHD not far ahead at 12.68%.

CC

• 1D: -1.42%
• 1M: 0.42%
• YTD: 83.59%
• 6M: 80.38%
• 1Y: 104.36%
• 3Y*: -10.63%
• 5Y*: -5.86%
• 10Y*: 12.36%

SCHD

• 1D: 0.09%
• 1M: -2.86%
• YTD: 17.24%
• 6M: 16.44%
• 1Y: 24.06%
• 3Y*: 14.45%
• 5Y*: 8.77%
• 10Y*: 12.68%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CC vs. SCHD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CC The Chemours Company	83.59%	-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	17.24%	4.34%	11.66%	4.54%	-3.26%	29.87%	15.03%	27.29%	-5.56%	20.85%

Correlation

The correlation between CC and SCHD is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.42
Correlation (3Y) Calculated over the trailing 3-year period	0.48
Correlation (5Y) Calculated over the trailing 5-year period	0.56
Correlation (10Y) Calculated over the trailing 10-year period	0.56
Correlation (All Time) Calculated using the full available price history since Jul 1, 2015	0.54

The correlation between CC and SCHD shifts across timeframes, from 0.42 (1 year) to 0.56 (5 years), reflecting how their relationship changes across market environments.

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: 80
CC Sharpe Ratio Rank: 84
CC Sortino Ratio Rank: 79
CC Omega Ratio Rank: 78
CC Calmar Ratio Rank: 81
CC Martin Ratio Rank: 79

SCHD

SCHD Risk / Return Rank: 76
SCHD Sharpe Ratio Rank: 70
SCHD Sortino Ratio Rank: 79
SCHD Omega Ratio Rank: 68
SCHD Calmar Ratio Rank: 90
SCHD Martin Ratio Rank: 71

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.

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.

	CC	SCHD	Difference
Sharpe ratio: Return per unit of total volatility	1.64	2.18	-0.54
Sortino ratio: Return per unit of downside risk	2.19	3.34	-1.15
Omega ratio: Gain probability vs. loss probability	1.28	1.39	-0.11
Calmar ratio: Return relative to maximum drawdown	2.64	5.24	-2.60
Martin ratio: Return relative to average drawdown	6.02	12.71	-6.69

CC vs. SCHD - Sharpe Ratio Comparison

The current CC Sharpe Ratio is 1.64, which is comparable to the SCHD Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of CC and SCHD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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.

Drawdown Indicators

	CC	SCHD	Difference
Max Drawdown Largest peak-to-trough decline	-86.15%	-33.37%	-52.78%
Max Drawdown (1Y) Largest decline over 1 year	-39.79%	-4.61%	-35.18%
Max Drawdown (3Y) Largest decline over 3 years	-73.60%	-16.13%	-57.47%
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	-48.40%	-2.86%	-45.54%
Average Drawdown Average peak-to-trough decline	-40.98%	-3.31%	-37.67%
Ulcer Index Depth and duration of drawdowns from previous peaks	17.41%	1.90%	+15.51%

Volatility

CC vs. SCHD - Volatility Comparison

The Chemours Company (CC) has a higher volatility of 13.83% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 3.58%. 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.

Volatility by Period

	CC	SCHD	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.83%	3.58%	+10.25%
Volatility (6M) Calculated over the trailing 6-month period	47.03%	7.74%	+39.29%
Volatility (1Y) Calculated over the trailing 1-year period	63.96%	11.09%	+52.87%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	55.71%	14.36%	+41.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	57.47%	16.73%	+40.74%

Dividends

CC vs. SCHD - Dividend Comparison

CC's dividend yield for the trailing twelve months is around 1.63%, less than SCHD's 3.31% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CC The Chemours Company	1.63%	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	3.31%	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

Can I hold both CC and SCHD in my portfolio?

CC and SCHD have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CC or SCHD?

CC has higher volatility (13.83%) compared to SCHD (3.58%). In terms of maximum drawdown, CC dropped -86.15% vs SCHD's -33.37%.

Which has better risk-adjusted returns?

SCHD currently has the higher Sharpe Ratio (2.18 vs 1.64), 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.