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

Correlation

The correlation between CPB and SCHD is 0.26, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

CPB vs. SCHD - Performance Comparison

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

100.00%200.00%300.00%400.00%December2025FebruaryMarchAprilMay
58.36%
376.77%
CPB
SCHD

Key characteristics

Sharpe Ratio

CPB:

-0.86

SCHD:

0.34

Sortino Ratio

CPB:

-1.11

SCHD:

0.58

Omega Ratio

CPB:

0.87

SCHD:

1.08

Calmar Ratio

CPB:

-0.61

SCHD:

0.34

Martin Ratio

CPB:

-1.28

SCHD:

1.16

Ulcer Index

CPB:

16.34%

SCHD:

4.69%

Daily Std Dev

CPB:

24.42%

SCHD:

15.99%

Max Drawdown

CPB:

-62.92%

SCHD:

-33.37%

Current Drawdown

CPB:

-34.13%

SCHD:

-10.12%

Returns By Period

In the year-to-date period, CPB achieves a -13.57% return, which is significantly lower than SCHD's -3.75% return. Over the past 10 years, CPB has underperformed SCHD with an annualized return of 0.43%, while SCHD has yielded a comparatively higher 10.58% annualized return.


CPB

YTD

-13.57%

1M

-8.05%

6M

-22.60%

1Y

-21.22%

5Y*

-4.06%

10Y*

0.43%

SCHD

YTD

-3.75%

1M

-6.49%

6M

-5.55%

1Y

5.07%

5Y*

13.58%

10Y*

10.58%

*Annualized

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Risk-Adjusted Performance

CPB vs. SCHD — Risk-Adjusted Performance Rank

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

CPB
The Risk-Adjusted Performance Rank of CPB is 1212
Overall Rank
The Sharpe Ratio Rank of CPB is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of CPB is 1111
Sortino Ratio Rank
The Omega Ratio Rank of CPB is 1313
Omega Ratio Rank
The Calmar Ratio Rank of CPB is 1313
Calmar Ratio Rank
The Martin Ratio Rank of CPB is 1616
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 4343
Overall Rank
The Sharpe Ratio Rank of SCHD is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 4242
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 4141
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 4747
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 4444
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.

CPB vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Campbell Soup Company (CPB) 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 chart of Sharpe ratio for CPB, currently valued at -0.86, compared to the broader market-2.00-1.000.001.002.003.00
CPB: -0.86
SCHD: 0.34
The chart of Sortino ratio for CPB, currently valued at -1.11, compared to the broader market-6.00-4.00-2.000.002.004.00
CPB: -1.11
SCHD: 0.58
The chart of Omega ratio for CPB, currently valued at 0.87, compared to the broader market0.501.001.502.00
CPB: 0.87
SCHD: 1.08
The chart of Calmar ratio for CPB, currently valued at -0.61, compared to the broader market0.001.002.003.004.005.00
CPB: -0.61
SCHD: 0.34
The chart of Martin ratio for CPB, currently valued at -1.28, compared to the broader market-40.00-30.00-20.00-10.000.0010.0020.00
CPB: -1.28
SCHD: 1.16

The current CPB Sharpe Ratio is -0.86, which is lower than the SCHD Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of CPB 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 Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
-0.86
0.34
CPB
SCHD

Dividends

CPB vs. SCHD - Dividend Comparison

CPB's dividend yield for the trailing twelve months is around 4.24%, more than SCHD's 3.99% yield.


TTM20242023202220212020201920182017201620152014
CPB
Campbell Soup Company
4.24%3.53%3.42%2.61%3.41%2.90%2.83%4.24%2.91%2.13%2.37%2.84%
SCHD
Schwab US Dividend Equity ETF
3.99%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

CPB vs. SCHD - Drawdown Comparison

The maximum CPB drawdown since its inception was -62.92%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for CPB and SCHD. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-34.13%
-10.12%
CPB
SCHD

Volatility

CPB vs. SCHD - Volatility Comparison

The current volatility for Campbell Soup Company (CPB) is 8.86%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 11.24%. This indicates that CPB 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%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
8.86%
11.24%
CPB
SCHD