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

Correlation

The correlation between CHD and SCHD is 0.32, 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.


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.

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Key characteristics

Sharpe Ratio

CHD:

-0.44

SCHD:

0.22

Sortino Ratio

CHD:

-0.49

SCHD:

0.45

Omega Ratio

CHD:

0.94

SCHD:

1.06

Calmar Ratio

CHD:

-0.49

SCHD:

0.25

Martin Ratio

CHD:

-1.33

SCHD:

0.78

Ulcer Index

CHD:

6.95%

SCHD:

5.12%

Daily Std Dev

CHD:

20.98%

SCHD:

16.37%

Max Drawdown

CHD:

-51.52%

SCHD:

-33.37%

Current Drawdown

CHD:

-15.08%

SCHD:

-8.26%

Returns By Period

In the year-to-date period, CHD achieves a -7.95% return, which is significantly lower than SCHD's -1.76% return. Over the past 10 years, CHD has underperformed SCHD with an annualized return of 9.98%, while SCHD has yielded a comparatively higher 10.65% annualized return.


CHD

YTD

-7.95%

1M

-6.64%

6M

-11.59%

1Y

-9.15%

5Y*

6.66%

10Y*

9.98%

SCHD

YTD

-1.76%

1M

5.85%

6M

-5.38%

1Y

3.58%

5Y*

13.93%

10Y*

10.65%

*Annualized

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Risk-Adjusted Performance

CHD vs. SCHD — Risk-Adjusted Performance Rank

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

CHD
The Risk-Adjusted Performance Rank of CHD is 2020
Overall Rank
The Sharpe Ratio Rank of CHD is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of CHD is 2222
Sortino Ratio Rank
The Omega Ratio Rank of CHD is 2323
Omega Ratio Rank
The Calmar Ratio Rank of CHD is 1919
Calmar Ratio Rank
The Martin Ratio Rank of CHD is 1111
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 2929
Overall Rank
The Sharpe Ratio Rank of SCHD is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 2727
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 2727
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 3333
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 3030
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.

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.


The current CHD Sharpe Ratio is -0.44, which is lower than the SCHD Sharpe Ratio of 0.22. 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.


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Dividends

CHD vs. SCHD - Dividend Comparison

CHD's dividend yield for the trailing twelve months is around 1.21%, less than SCHD's 3.91% yield.


TTM20242023202220212020201920182017201620152014
CHD
Church & Dwight Co., Inc.
1.21%1.08%1.15%1.30%0.99%1.10%1.29%1.32%1.51%1.61%1.58%1.57%
SCHD
Schwab US Dividend Equity ETF
3.91%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

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.


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Volatility

CHD vs. SCHD - Volatility Comparison

Church & Dwight Co., Inc. (CHD) has a higher volatility of 9.84% compared to Schwab US Dividend Equity ETF (SCHD) at 4.90%. This indicates that CHD'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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