DUK vs. SCHD
Compare and contrast key facts about Duke Energy Corporation (DUK) and Schwab U.S. Dividend Equity ETF (SCHD).
SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011.
Performance
DUK vs. SCHD - Performance Comparison
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DUK vs. SCHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DUK Duke Energy Corporation | 12.63% | 12.72% | 15.56% | -1.63% | 2.03% | 19.11% | 4.77% | 10.29% | 7.41% | 12.96% |
SCHD Schwab U.S. Dividend Equity ETF | 12.17% | 4.34% | 11.66% | 4.54% | -3.26% | 29.87% | 15.03% | 27.29% | -5.56% | 20.85% |
Returns By Period
The year-to-date returns for both stocks are quite close, with DUK having a 12.63% return and SCHD slightly lower at 12.17%. Over the past 10 years, DUK has underperformed SCHD with an annualized return of 9.28%, while SCHD has yielded a comparatively higher 12.25% annualized return.
DUK
- 1D
- -0.03%
- 1M
- -0.55%
- YTD
- 12.63%
- 6M
- 8.80%
- 1Y
- 11.95%
- 3Y*
- 15.11%
- 5Y*
- 10.55%
- 10Y*
- 9.28%
SCHD
- 1D
- -0.55%
- 1M
- -3.43%
- YTD
- 12.17%
- 6M
- 12.91%
- 1Y
- 13.70%
- 3Y*
- 11.84%
- 5Y*
- 8.32%
- 10Y*
- 12.25%
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Return for Risk
DUK vs. SCHD — Risk / Return Rank
DUK
SCHD
DUK vs. SCHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Duke Energy Corporation (DUK) and Schwab U.S. 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.
| DUK | SCHD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.75 | 0.88 | -0.13 |
Sortino ratioReturn per unit of downside risk | 1.11 | 1.32 | -0.21 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.19 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.02 | 1.05 | -0.02 |
Martin ratioReturn relative to average drawdown | 2.40 | 3.55 | -1.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DUK | SCHD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.75 | 0.88 | -0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.58 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.74 | -0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.84 | -0.34 |
Correlation
The correlation between DUK and SCHD is 0.38, 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.
Dividends
DUK vs. SCHD - Dividend Comparison
DUK's dividend yield for the trailing twelve months is around 3.24%, less than SCHD's 3.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DUK Duke Energy Corporation | 3.24% | 3.60% | 3.84% | 4.18% | 3.86% | 3.72% | 4.17% | 4.11% | 4.21% | 4.15% | 4.33% | 4.54% |
SCHD Schwab U.S. Dividend Equity ETF | 3.46% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
Drawdowns
DUK vs. SCHD - Drawdown Comparison
The maximum DUK drawdown since its inception was -71.92%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for DUK and SCHD.
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Drawdown Indicators
| DUK | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.92% | -33.37% | -38.55% |
Max Drawdown (1Y)Largest decline over 1 year | -10.88% | -12.74% | +1.86% |
Max Drawdown (5Y)Largest decline over 5 years | -24.16% | -16.85% | -7.31% |
Max Drawdown (10Y)Largest decline over 10 years | -37.37% | -33.37% | -4.00% |
Current DrawdownCurrent decline from peak | -1.92% | -3.43% | +1.51% |
Average DrawdownAverage peak-to-trough decline | -10.88% | -3.34% | -7.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.64% | 3.75% | +0.89% |
Volatility
DUK vs. SCHD - Volatility Comparison
Duke Energy Corporation (DUK) has a higher volatility of 4.39% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.33%. This indicates that DUK'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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Volatility by Period
| DUK | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.39% | 2.33% | +2.06% |
Volatility (6M)Calculated over the trailing 6-month period | 10.44% | 7.96% | +2.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.99% | 15.69% | +0.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.76% | 14.40% | +3.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.36% | 16.70% | +3.66% |