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

Correlation

The correlation between CYH and SCHD is 0.37, 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

CYH vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Community Health Systems, Inc. (CYH) 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

CYH:

0.01

SCHD:

0.35

Sortino Ratio

CYH:

0.63

SCHD:

0.56

Omega Ratio

CYH:

1.08

SCHD:

1.07

Calmar Ratio

CYH:

0.08

SCHD:

0.33

Martin Ratio

CYH:

0.19

SCHD:

0.99

Ulcer Index

CYH:

37.28%

SCHD:

5.36%

Daily Std Dev

CYH:

65.15%

SCHD:

16.40%

Max Drawdown

CYH:

-96.57%

SCHD:

-33.37%

Current Drawdown

CYH:

-92.64%

SCHD:

-9.75%

Returns By Period

In the year-to-date period, CYH achieves a 29.77% return, which is significantly higher than SCHD's -3.35% return. Over the past 10 years, CYH has underperformed SCHD with an annualized return of -21.77%, while SCHD has yielded a comparatively higher 10.58% annualized return.


CYH

YTD

29.77%

1M

42.12%

6M

12.79%

1Y

0.52%

3Y*

-9.53%

5Y*

4.26%

10Y*

-21.77%

SCHD

YTD

-3.35%

1M

1.36%

6M

-9.75%

1Y

5.67%

3Y*

3.71%

5Y*

12.22%

10Y*

10.58%

*Annualized

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Community Health Systems, Inc.

Schwab US Dividend Equity ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

CYH vs. SCHD — Risk-Adjusted Performance Rank

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

CYH
The Risk-Adjusted Performance Rank of CYH is 5353
Overall Rank
The Sharpe Ratio Rank of CYH is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of CYH is 5454
Sortino Ratio Rank
The Omega Ratio Rank of CYH is 5353
Omega Ratio Rank
The Calmar Ratio Rank of CYH is 5555
Calmar Ratio Rank
The Martin Ratio Rank of CYH is 5353
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 3232
Overall Rank
The Sharpe Ratio Rank of SCHD is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 3131
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 3030
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 3737
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 3232
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.

CYH vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Community Health Systems, Inc. (CYH) 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 CYH Sharpe Ratio is 0.01, which is lower than the SCHD Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of CYH 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

CYH vs. SCHD - Dividend Comparison

CYH has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 3.97%.


TTM20242023202220212020201920182017201620152014
CYH
Community Health Systems, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
3.97%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

CYH vs. SCHD - Drawdown Comparison

The maximum CYH drawdown since its inception was -96.57%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for CYH and SCHD.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

CYH vs. SCHD - Volatility Comparison

Community Health Systems, Inc. (CYH) has a higher volatility of 21.27% compared to Schwab US Dividend Equity ETF (SCHD) at 4.90%. This indicates that CYH'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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