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EBAY vs. SCHD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EBAY vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in eBay Inc. (EBAY) and Schwab U.S. Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

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EBAY vs. SCHD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EBAY
eBay Inc.
7.28%42.75%44.78%7.65%-36.46%33.81%41.16%30.59%-25.62%27.11%
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

In the year-to-date period, EBAY achieves a 7.28% return, which is significantly lower than SCHD's 12.17% return. Over the past 10 years, EBAY has outperformed SCHD with an annualized return of 15.96%, while SCHD has yielded a comparatively lower 12.25% annualized return.


EBAY

1D
2.32%
1M
5.25%
YTD
7.28%
6M
7.07%
1Y
39.29%
3Y*
30.42%
5Y*
10.00%
10Y*
15.96%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

EBAY vs. SCHD — Risk / Return Rank

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

EBAY
EBAY Risk / Return Rank: 7373
Overall Rank
EBAY Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
EBAY Sortino Ratio Rank: 6969
Sortino Ratio Rank
EBAY Omega Ratio Rank: 7373
Omega Ratio Rank
EBAY Calmar Ratio Rank: 7575
Calmar Ratio Rank
EBAY Martin Ratio Rank: 7272
Martin Ratio Rank

SCHD
SCHD Risk / Return Rank: 4343
Overall Rank
SCHD Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SCHD Sortino Ratio Rank: 4646
Sortino Ratio Rank
SCHD Omega Ratio Rank: 4646
Omega Ratio Rank
SCHD Calmar Ratio Rank: 3939
Calmar Ratio Rank
SCHD Martin Ratio Rank: 3838
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EBAY vs. SCHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for eBay Inc. (EBAY) 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.


EBAYSCHDDifference

Sharpe ratio

Return per unit of total volatility

1.06

0.88

+0.18

Sortino ratio

Return per unit of downside risk

1.58

1.32

+0.26

Omega ratio

Gain probability vs. loss probability

1.24

1.19

+0.06

Calmar ratio

Return relative to maximum drawdown

1.91

1.05

+0.86

Martin ratio

Return relative to average drawdown

4.04

3.55

+0.48

EBAY vs. SCHD - Sharpe Ratio Comparison

The current EBAY Sharpe Ratio is 1.06, which is comparable to the SCHD Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of EBAY 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.


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Sharpe Ratios by Period


EBAYSCHDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

0.88

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.58

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.74

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.84

-0.53

Correlation

The correlation between EBAY 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.


Dividends

EBAY vs. SCHD - Dividend Comparison

EBAY's dividend yield for the trailing twelve months is around 1.27%, less than SCHD's 3.46% yield.


TTM20252024202320222021202020192018201720162015
EBAY
eBay Inc.
1.27%1.33%1.74%2.29%2.12%1.08%1.27%1.55%0.00%0.00%0.00%0.00%
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

EBAY vs. SCHD - Drawdown Comparison

The maximum EBAY drawdown since its inception was -82.56%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for EBAY and SCHD.


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Drawdown Indicators


EBAYSCHDDifference

Max Drawdown

Largest peak-to-trough decline

-82.56%

-33.37%

-49.19%

Max Drawdown (1Y)

Largest decline over 1 year

-20.67%

-12.74%

-7.93%

Max Drawdown (5Y)

Largest decline over 5 years

-53.58%

-16.85%

-36.73%

Max Drawdown (10Y)

Largest decline over 10 years

-53.58%

-33.37%

-20.21%

Current Drawdown

Current decline from peak

-6.65%

-3.43%

-3.22%

Average Drawdown

Average peak-to-trough decline

-35.88%

-3.34%

-32.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.77%

3.75%

+6.02%

Volatility

EBAY vs. SCHD - Volatility Comparison

eBay Inc. (EBAY) has a higher volatility of 7.51% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.33%. This indicates that EBAY'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


EBAYSCHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.51%

2.33%

+5.18%

Volatility (6M)

Calculated over the trailing 6-month period

28.58%

7.96%

+20.62%

Volatility (1Y)

Calculated over the trailing 1-year period

37.34%

15.69%

+21.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.74%

14.40%

+18.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.99%

16.70%

+14.29%