DFS vs. SCHW
Compare and contrast key facts about Discover Financial Services (DFS) and The Charles Schwab Corporation (SCHW).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFS or SCHW.
Performance
DFS vs. SCHW - Performance Comparison
Returns By Period
In the year-to-date period, DFS achieves a 56.68% return, which is significantly higher than SCHW's 20.05% return. Both investments have delivered pretty close results over the past 10 years, with DFS having a 12.87% annualized return and SCHW not far behind at 12.54%.
DFS
56.68%
16.51%
40.53%
105.53%
18.62%
12.87%
SCHW
20.05%
14.45%
4.24%
45.47%
14.37%
12.54%
Fundamentals
| DFS | SCHW | |
|---|---|---|
| Market Cap | $44.21B | $143.13B |
| EPS | $12.41 | $2.56 |
| PE Ratio | 13.96 | 30.54 |
| PEG Ratio | 4.47 | 1.25 |
| Total Revenue (TTM) | $23.16B | $11.07B |
| Gross Profit (TTM) | $23.16B | $2.70B |
| EBITDA (TTM) | $4.04B | -$1.65B |
Key characteristics
| DFS | SCHW | |
|---|---|---|
| Sharpe Ratio | 2.89 | 1.75 |
| Sortino Ratio | 4.00 | 2.43 |
| Omega Ratio | 1.54 | 1.35 |
| Calmar Ratio | 3.34 | 1.21 |
| Martin Ratio | 22.03 | 4.52 |
| Ulcer Index | 5.03% | 10.71% |
| Daily Std Dev | 38.37% | 27.66% |
| Max Drawdown | -81.74% | -86.79% |
| Current Drawdown | -5.11% | -11.09% |
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Correlation
The correlation between DFS and SCHW is 0.58, 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
DFS vs. SCHW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Discover Financial Services (DFS) and The Charles Schwab Corporation (SCHW). 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
DFS vs. SCHW - Dividend Comparison
DFS's dividend yield for the trailing twelve months is around 1.62%, more than SCHW's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFS Discover Financial Services | 1.62% | 2.40% | 2.35% | 1.63% | 1.94% | 1.98% | 2.54% | 1.69% | 1.61% | 2.01% | 1.40% | 1.07% |
SCHW The Charles Schwab Corporation | 1.23% | 1.45% | 1.01% | 0.86% | 1.36% | 1.43% | 1.11% | 0.62% | 0.68% | 0.73% | 0.79% | 0.92% |
Drawdowns
DFS vs. SCHW - Drawdown Comparison
The maximum DFS drawdown since its inception was -81.74%, smaller than the maximum SCHW drawdown of -86.79%. Use the drawdown chart below to compare losses from any high point for DFS and SCHW. For additional features, visit the drawdowns tool.
Volatility
DFS vs. SCHW - Volatility Comparison
Discover Financial Services (DFS) has a higher volatility of 21.25% compared to The Charles Schwab Corporation (SCHW) at 9.29%. This indicates that DFS's price experiences larger fluctuations and is considered to be riskier than SCHW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
DFS vs. SCHW - Financials Comparison
This section allows you to compare key financial metrics between Discover Financial Services and The Charles Schwab Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities