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

Correlation

The correlation between DDS and SCHD is 0.39, 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: 0.4

Performance

DDS vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dillard's, Inc. (DDS) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%NovemberDecember2025FebruaryMarchApril
824.36%
369.64%
DDS
SCHD

Key characteristics

Sharpe Ratio

DDS:

-0.46

SCHD:

0.18

Sortino Ratio

DDS:

-0.41

SCHD:

0.35

Omega Ratio

DDS:

0.95

SCHD:

1.05

Calmar Ratio

DDS:

-0.47

SCHD:

0.18

Martin Ratio

DDS:

-1.10

SCHD:

0.64

Ulcer Index

DDS:

18.01%

SCHD:

4.44%

Daily Std Dev

DDS:

43.14%

SCHD:

15.99%

Max Drawdown

DDS:

-93.94%

SCHD:

-33.37%

Current Drawdown

DDS:

-33.98%

SCHD:

-11.47%

Returns By Period

In the year-to-date period, DDS achieves a -22.20% return, which is significantly lower than SCHD's -5.19% return. Over the past 10 years, DDS has outperformed SCHD with an annualized return of 12.67%, while SCHD has yielded a comparatively lower 10.34% annualized return.


DDS

YTD

-22.20%

1M

-8.66%

6M

-6.18%

1Y

-20.68%

5Y*

71.87%

10Y*

12.67%

SCHD

YTD

-5.19%

1M

-7.50%

6M

-7.13%

1Y

3.21%

5Y*

12.75%

10Y*

10.34%

*Annualized

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Risk-Adjusted Performance

DDS vs. SCHD — Risk-Adjusted Performance Rank

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

DDS
The Risk-Adjusted Performance Rank of DDS is 2525
Overall Rank
The Sharpe Ratio Rank of DDS is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of DDS is 2626
Sortino Ratio Rank
The Omega Ratio Rank of DDS is 2727
Omega Ratio Rank
The Calmar Ratio Rank of DDS is 2222
Calmar Ratio Rank
The Martin Ratio Rank of DDS is 2525
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 3535
Overall Rank
The Sharpe Ratio Rank of SCHD is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 3434
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 3434
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 3838
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 3636
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.

DDS vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dillard's, Inc. (DDS) 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 DDS, currently valued at -0.46, compared to the broader market-2.00-1.000.001.002.003.00
DDS: -0.46
SCHD: 0.18
The chart of Sortino ratio for DDS, currently valued at -0.41, compared to the broader market-6.00-4.00-2.000.002.004.00
DDS: -0.41
SCHD: 0.35
The chart of Omega ratio for DDS, currently valued at 0.95, compared to the broader market0.501.001.502.00
DDS: 0.95
SCHD: 1.05
The chart of Calmar ratio for DDS, currently valued at -0.47, compared to the broader market0.001.002.003.004.005.00
DDS: -0.47
SCHD: 0.18
The chart of Martin ratio for DDS, currently valued at -1.10, compared to the broader market-5.000.005.0010.0015.0020.00
DDS: -1.10
SCHD: 0.64

The current DDS Sharpe Ratio is -0.46, which is lower than the SCHD Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of DDS 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.46
0.18
DDS
SCHD

Dividends

DDS vs. SCHD - Dividend Comparison

DDS's dividend yield for the trailing twelve months is around 7.75%, more than SCHD's 4.05% yield.


TTM20242023202220212020201920182017201620152014
DDS
Dillard's, Inc.
7.75%6.02%5.18%4.89%6.41%0.95%0.68%0.66%0.57%0.45%0.40%0.19%
SCHD
Schwab US Dividend Equity ETF
4.05%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

DDS vs. SCHD - Drawdown Comparison

The maximum DDS drawdown since its inception was -93.94%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for DDS and SCHD. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-33.98%
-11.47%
DDS
SCHD

Volatility

DDS vs. SCHD - Volatility Comparison

Dillard's, Inc. (DDS) has a higher volatility of 19.24% compared to Schwab US Dividend Equity ETF (SCHD) at 11.20%. This indicates that DDS'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.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
19.24%
11.20%
DDS
SCHD