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DOW vs. SCHO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DOW vs. SCHO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dow Inc. (DOW) and Schwab Short-Term U.S. Treasury ETF (SCHO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DOW achieves a 32.60% return, which is significantly higher than SCHO's 0.92% return.


DOW

1D
1.47%
1M
9.46%
6M
1.68%
YTD
32.60%
1Y
47.83%
3Y*
-12.84%
5Y*
-8.17%
10Y*
ALL TIME*
-2.06%

SCHO

1D
0.08%
1M
0.17%
6M
0.76%
YTD
0.92%
1Y
2.76%
3Y*
4.25%
5Y*
1.90%
10Y*
1.74%
ALL TIME*
1.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$344.77M$312.36M$375.46M
$63.17M$62.61M$84.18M

DOW vs. SCHO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
DOW
Dow Inc.
32.60%-37.38%-22.79%14.71%-6.65%6.81%7.88%8.40%
SCHO
Schwab Short-Term U.S. Treasury ETF
0.92%5.49%3.65%4.31%-3.87%-0.64%3.11%2.99%

Correlation

The correlation between DOW and SCHO is -0.10, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.10

Correlation (3Y)
Balances recent behavior with more history.

-0.03

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.03

Correlation (All Time)
Calculated using the full available price history since Mar 20, 2019

-0.10

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Return for Risk

DOW vs. SCHO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DOW
DOW Risk / Return Rank: 7373
Overall Rank
DOW Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
DOW Sortino Ratio Rank: 7474
Sortino Ratio Rank
DOW Omega Ratio Rank: 7070
Omega Ratio Rank
DOW Calmar Ratio Rank: 7070
Calmar Ratio Rank
DOW Martin Ratio Rank: 7373
Martin Ratio Rank

SCHO
SCHO Risk / Return Rank: 8484
Overall Rank
SCHO Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
SCHO Sortino Ratio Rank: 8686
Sortino Ratio Rank
SCHO Omega Ratio Rank: 8484
Omega Ratio Rank
SCHO Calmar Ratio Rank: 8080
Calmar Ratio Rank
SCHO Martin Ratio Rank: 8686
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DOW vs. SCHO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dow Inc. (DOW) and Schwab Short-Term U.S. Treasury ETF (SCHO). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DOWSCHODifference
Sharpe ratioReturn per unit of total volatility

-1.03

Sortino ratioReturn per unit of downside risk

-1.38

Omega ratioGain probability vs. loss probability

1.20

1.40

-0.19

Calmar ratioReturn relative to maximum drawdown

1.38

3.23

-1.85

Martin ratioReturn relative to average drawdown

3.64

13.51

-9.87

DOW vs. SCHO - Sharpe Ratio Comparison

The current DOW Sharpe Ratio is 1.07, which is lower than the SCHO Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of DOW and SCHO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DOW vs. SCHO - Drawdown Comparison

The maximum DOW drawdown since its inception was -64.37%, which is greater than SCHO's maximum drawdown of -5.69%. Use the drawdown chart below to compare losses from any high point for DOW and SCHO.


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Drawdown Indicators


DOWSCHODifference

Max Drawdown

Largest peak-to-trough decline

-64.37%

-5.69%

-58.68%

Max Drawdown (1Y)

Largest decline over 1 year

-34.81%

-0.86%

-33.95%

Max Drawdown (3Y)

Largest decline over 3 years

-62.16%

-0.98%

-61.18%

Max Drawdown (5Y)

Largest decline over 5 years

-64.37%

-5.64%

-58.73%

Max Drawdown (10Y)

Largest decline over 10 years

-5.69%

Current Drawdown

Current decline from peak

-45.51%

0.00%

-45.51%

Average Drawdown

Average peak-to-trough decline

-23.24%

-0.61%

-22.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.16%

0.20%

+12.96%

Volatility

DOW vs. SCHO - Volatility Comparison

Dow Inc. (DOW) has a higher volatility of 11.56% compared to Schwab Short-Term U.S. Treasury ETF (SCHO) at 0.34%. This indicates that DOW's price experiences larger fluctuations and is considered to be riskier than SCHO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DOWSCHODifference

Volatility (1M)

Calculated over the trailing 1-month period

11.56%

0.34%

+11.22%

Volatility (6M)

Calculated over the trailing 6-month period

32.63%

1.03%

+31.60%

Volatility (1Y)

Calculated over the trailing 1-year period

45.03%

1.32%

+43.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.88%

2.00%

+31.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.67%

1.56%

+37.11%

Dividends

DOW vs. SCHO - Dividend Comparison

DOW's dividend yield for the trailing twelve months is around 4.62%, more than SCHO's 3.88% yield.


PositionTTM20252024202320222021202020192018201720162015
DOW
Dow Inc.
4.62%8.98%6.98%5.11%5.56%4.94%5.05%3.84%0.00%0.00%0.00%0.00%
SCHO
Schwab Short-Term U.S. Treasury ETF
3.88%4.06%4.29%3.76%1.34%0.41%1.27%2.27%1.60%1.12%0.82%0.68%

Frequently Asked Questions


DOW and SCHO have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DOW has higher volatility (11.56%) compared to SCHO (0.34%). In terms of maximum drawdown, DOW dropped -64.37% vs SCHO's -5.69%.

SCHO currently has the higher Sharpe Ratio (2.09 vs 1.07), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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