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

Key characteristics


DISHSCHD

Correlation

-0.50.00.51.00.5

The correlation between DISH and SCHD is 0.48, 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.

Performance

DISH vs. SCHD - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember0
10.32%
DISH
SCHD

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Risk-Adjusted Performance

DISH vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DISH Network Corporation (DISH) 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.


DISH
Sharpe ratio
The chart of Sharpe ratio for DISH, currently valued at 2.97, compared to the broader market-4.00-2.000.002.004.002.97
Sortino ratio
The chart of Sortino ratio for DISH, currently valued at 6.28, compared to the broader market-4.00-2.000.002.004.006.006.28
Omega ratio
The chart of Omega ratio for DISH, currently valued at 3.38, compared to the broader market0.501.001.502.003.38
Calmar ratio
The chart of Calmar ratio for DISH, currently valued at 0.70, compared to the broader market0.002.004.006.000.70
Martin ratio
The chart of Martin ratio for DISH, currently valued at 96.68, compared to the broader market0.0010.0020.0030.0096.68
SCHD
Sharpe ratio
The chart of Sharpe ratio for SCHD, currently valued at 2.44, compared to the broader market-4.00-2.000.002.004.002.44
Sortino ratio
The chart of Sortino ratio for SCHD, currently valued at 3.51, compared to the broader market-4.00-2.000.002.004.006.003.51
Omega ratio
The chart of Omega ratio for SCHD, currently valued at 1.43, compared to the broader market0.501.001.502.001.43
Calmar ratio
The chart of Calmar ratio for SCHD, currently valued at 3.30, compared to the broader market0.002.004.006.003.30
Martin ratio
The chart of Martin ratio for SCHD, currently valued at 13.27, compared to the broader market0.0010.0020.0030.0013.27

DISH vs. SCHD - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
2.97
2.44
DISH
SCHD

Dividends

DISH vs. SCHD - Dividend Comparison

DISH has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 3.38%.


TTM20232022202120202019201820172016201520142013
DISH
DISH Network Corporation
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
3.38%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

DISH vs. SCHD - Drawdown Comparison


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-92.71%
-0.96%
DISH
SCHD

Volatility

DISH vs. SCHD - Volatility Comparison

The current volatility for DISH Network Corporation (DISH) is 0.00%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 3.44%. This indicates that DISH experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%JuneJulyAugustSeptemberOctoberNovember0
3.44%
DISH
SCHD