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

Correlation

The correlation between CHD and SCHD is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

CHD vs. SCHD - Performance Comparison

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

350.00%400.00%450.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
482.39%
394.81%
CHD
SCHD

Key characteristics

Sharpe Ratio

CHD:

1.07

SCHD:

1.20

Sortino Ratio

CHD:

1.58

SCHD:

1.76

Omega Ratio

CHD:

1.19

SCHD:

1.21

Calmar Ratio

CHD:

1.60

SCHD:

1.69

Martin Ratio

CHD:

3.85

SCHD:

5.86

Ulcer Index

CHD:

4.50%

SCHD:

2.30%

Daily Std Dev

CHD:

16.24%

SCHD:

11.25%

Max Drawdown

CHD:

-51.52%

SCHD:

-33.37%

Current Drawdown

CHD:

-5.48%

SCHD:

-6.72%

Returns By Period

In the year-to-date period, CHD achieves a 13.45% return, which is significantly higher than SCHD's 11.54% return. Over the past 10 years, CHD has outperformed SCHD with an annualized return of 11.69%, while SCHD has yielded a comparatively lower 10.86% annualized return.


CHD

YTD

13.45%

1M

-4.66%

6M

-2.06%

1Y

16.87%

5Y*

9.89%

10Y*

11.69%

SCHD

YTD

11.54%

1M

-4.06%

6M

7.86%

1Y

12.63%

5Y*

10.97%

10Y*

10.86%

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Risk-Adjusted Performance

CHD vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Church & Dwight Co., Inc. (CHD) 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.


Sharpe ratio
The chart of Sharpe ratio for CHD, currently valued at 1.07, compared to the broader market-4.00-2.000.002.001.071.20
The chart of Sortino ratio for CHD, currently valued at 1.58, compared to the broader market-4.00-2.000.002.004.001.581.76
The chart of Omega ratio for CHD, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.21
The chart of Calmar ratio for CHD, currently valued at 1.60, compared to the broader market0.002.004.006.001.601.69
The chart of Martin ratio for CHD, currently valued at 3.85, compared to the broader market-5.000.005.0010.0015.0020.0025.003.855.86
CHD
SCHD

The current CHD Sharpe Ratio is 1.07, which is comparable to the SCHD Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of CHD 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 Ratio0.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.07
1.20
CHD
SCHD

Dividends

CHD vs. SCHD - Dividend Comparison

CHD's dividend yield for the trailing twelve months is around 1.07%, less than SCHD's 3.64% yield.


TTM20232022202120202019201820172016201520142013
CHD
Church & Dwight Co., Inc.
1.07%1.15%1.31%0.99%1.10%1.30%1.33%1.51%1.61%1.58%1.57%1.69%
SCHD
Schwab US Dividend Equity ETF
3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

CHD vs. SCHD - Drawdown Comparison

The maximum CHD drawdown since its inception was -51.52%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for CHD and SCHD. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.48%
-6.72%
CHD
SCHD

Volatility

CHD vs. SCHD - Volatility Comparison

The current volatility for Church & Dwight Co., Inc. (CHD) is 3.62%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 3.88%. This indicates that CHD experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
3.62%
3.88%
CHD
SCHD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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