PortfoliosLab logo
CC vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CC and SCHD is 0.51, 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.


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 US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

CC:

-1.00

SCHD:

0.35

Sortino Ratio

CC:

-1.83

SCHD:

0.56

Omega Ratio

CC:

0.79

SCHD:

1.07

Calmar Ratio

CC:

-0.77

SCHD:

0.33

Martin Ratio

CC:

-1.88

SCHD:

0.99

Ulcer Index

CC:

31.84%

SCHD:

5.36%

Daily Std Dev

CC:

58.79%

SCHD:

16.40%

Max Drawdown

CC:

-86.15%

SCHD:

-33.37%

Current Drawdown

CC:

-76.15%

SCHD:

-9.75%

Returns By Period

In the year-to-date period, CC achieves a -38.57% return, which is significantly lower than SCHD's -3.35% return.


CC

YTD

-38.57%

1M

-17.52%

6M

-52.24%

1Y

-58.33%

3Y*

-35.83%

5Y*

-1.38%

10Y*

N/A

SCHD

YTD

-3.35%

1M

1.36%

6M

-9.75%

1Y

5.67%

3Y*

3.71%

5Y*

12.22%

10Y*

10.58%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


The Chemours Company

Schwab US Dividend Equity ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

CC vs. SCHD — Risk-Adjusted Performance Rank

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

CC
The Risk-Adjusted Performance Rank of CC is 44
Overall Rank
The Sharpe Ratio Rank of CC is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of CC is 33
Sortino Ratio Rank
The Omega Ratio Rank of CC is 55
Omega Ratio Rank
The Calmar Ratio Rank of CC is 66
Calmar Ratio Rank
The Martin Ratio Rank of CC is 11
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 3232
Overall Rank
The Sharpe Ratio Rank of SCHD is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 3131
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 3030
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 3737
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.

CC vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Chemours Company (CC) 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 current CC Sharpe Ratio is -1.00, which is lower than the SCHD Sharpe Ratio of 0.35. 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.


Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

CC vs. SCHD - Dividend Comparison

CC's dividend yield for the trailing twelve months is around 8.27%, more than SCHD's 3.97% yield.


TTM20242023202220212020201920182017201620152014
CC
The Chemours Company
8.27%5.92%3.17%3.27%2.98%4.03%5.53%2.98%0.24%0.54%10.82%0.00%
SCHD
Schwab US Dividend Equity ETF
3.97%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

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.


Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

CC vs. SCHD - Volatility Comparison

The Chemours Company (CC) has a higher volatility of 18.61% compared to Schwab US Dividend Equity ETF (SCHD) at 4.90%. 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.


Loading data...