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

Correlation

The correlation between CRC and SCHD is 0.42, 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.


-0.50.00.51.00.4

Performance

CRC vs. SCHD - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-0.47%
6.37%
CRC
SCHD

Key characteristics

Sharpe Ratio

CRC:

-0.10

SCHD:

1.20

Sortino Ratio

CRC:

0.13

SCHD:

1.76

Omega Ratio

CRC:

1.02

SCHD:

1.21

Calmar Ratio

CRC:

-0.17

SCHD:

1.69

Martin Ratio

CRC:

-0.42

SCHD:

5.86

Ulcer Index

CRC:

9.46%

SCHD:

2.30%

Daily Std Dev

CRC:

38.65%

SCHD:

11.25%

Max Drawdown

CRC:

-30.69%

SCHD:

-33.37%

Current Drawdown

CRC:

-14.59%

SCHD:

-6.72%

Returns By Period

In the year-to-date period, CRC achieves a -5.07% return, which is significantly lower than SCHD's 11.54% return.


CRC

YTD

-5.07%

1M

-12.49%

6M

5.40%

1Y

-5.15%

5Y*

N/A

10Y*

N/A

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

CRC vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for California Resources Corporation (CRC) 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 CRC, currently valued at -0.10, compared to the broader market-4.00-2.000.002.00-0.101.20
The chart of Sortino ratio for CRC, currently valued at 0.13, compared to the broader market-4.00-2.000.002.004.000.131.76
The chart of Omega ratio for CRC, currently valued at 1.02, compared to the broader market0.501.001.502.001.021.21
The chart of Calmar ratio for CRC, currently valued at -0.17, compared to the broader market0.002.004.006.00-0.171.69
The chart of Martin ratio for CRC, currently valued at -0.42, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.425.86
CRC
SCHD

The current CRC Sharpe Ratio is -0.10, which is lower than the SCHD Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of CRC 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.10
1.20
CRC
SCHD

Dividends

CRC vs. SCHD - Dividend Comparison

CRC's dividend yield for the trailing twelve months is around 2.76%, less than SCHD's 3.64% yield.


TTM20232022202120202019201820172016201520142013
CRC
California Resources Corporation
2.76%2.12%1.82%0.40%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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

CRC vs. SCHD - Drawdown Comparison

The maximum CRC drawdown since its inception was -30.69%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for CRC and SCHD. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-14.59%
-6.72%
CRC
SCHD

Volatility

CRC vs. SCHD - Volatility Comparison

California Resources Corporation (CRC) has a higher volatility of 11.01% compared to Schwab US Dividend Equity ETF (SCHD) at 3.88%. This indicates that CRC'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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
11.01%
3.88%
CRC
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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