CVS vs. SCHD
Compare and contrast key facts about CVS Health Corporation (CVS) and Schwab US Dividend Equity ETF (SCHD).
SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CVS or SCHD.
Performance
CVS vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, CVS achieves a -29.82% return, which is significantly lower than SCHD's 15.93% return. Over the past 10 years, CVS has underperformed SCHD with an annualized return of -2.45%, while SCHD has yielded a comparatively higher 11.46% annualized return.
CVS
-29.82%
-10.87%
-5.70%
-19.47%
-3.87%
-2.45%
SCHD
15.93%
-0.59%
9.36%
25.99%
12.42%
11.46%
Key characteristics
| CVS | SCHD | |
|---|---|---|
| Sharpe Ratio | -0.58 | 2.25 |
| Sortino Ratio | -0.60 | 3.25 |
| Omega Ratio | 0.91 | 1.39 |
| Calmar Ratio | -0.41 | 3.05 |
| Martin Ratio | -0.99 | 12.25 |
| Ulcer Index | 20.12% | 2.04% |
| Daily Std Dev | 34.16% | 11.09% |
| Max Drawdown | -64.07% | -33.37% |
| Current Drawdown | -47.50% | -1.82% |
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Correlation
The correlation between CVS and SCHD is 0.55, 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.
Risk-Adjusted Performance
CVS vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for CVS Health Corporation (CVS) 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.
Dividends
CVS vs. SCHD - Dividend Comparison
CVS's dividend yield for the trailing twelve months is around 5.00%, more than SCHD's 3.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CVS CVS Health Corporation | 5.00% | 3.06% | 2.36% | 1.94% | 2.93% | 2.69% | 3.05% | 2.76% | 2.15% | 1.43% | 1.14% | 1.26% |
SCHD Schwab US Dividend Equity ETF | 3.41% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
CVS vs. SCHD - Drawdown Comparison
The maximum CVS drawdown since its inception was -64.07%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for CVS and SCHD. For additional features, visit the drawdowns tool.
Volatility
CVS vs. SCHD - Volatility Comparison
CVS Health Corporation (CVS) has a higher volatility of 16.17% compared to Schwab US Dividend Equity ETF (SCHD) at 3.55%. This indicates that CVS'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.