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

Correlation

The correlation between EBAY and SCHD is 0.55, 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

EBAY vs. SCHD - Performance Comparison

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

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Key characteristics

Sharpe Ratio

EBAY:

1.41

SCHD:

0.08

Sortino Ratio

EBAY:

1.94

SCHD:

0.32

Omega Ratio

EBAY:

1.28

SCHD:

1.04

Calmar Ratio

EBAY:

1.18

SCHD:

0.15

Martin Ratio

EBAY:

8.63

SCHD:

0.49

Ulcer Index

EBAY:

4.80%

SCHD:

4.96%

Daily Std Dev

EBAY:

28.98%

SCHD:

16.03%

Max Drawdown

EBAY:

-82.56%

SCHD:

-33.37%

Current Drawdown

EBAY:

-7.66%

SCHD:

-11.26%

Returns By Period

In the year-to-date period, EBAY achieves a 12.71% return, which is significantly higher than SCHD's -4.97% return. Over the past 10 years, EBAY has outperformed SCHD with an annualized return of 12.09%, while SCHD has yielded a comparatively lower 10.39% annualized return.


EBAY

YTD

12.71%

1M

11.27%

6M

13.30%

1Y

38.83%

5Y*

12.50%

10Y*

12.09%

SCHD

YTD

-4.97%

1M

3.04%

6M

-9.89%

1Y

1.08%

5Y*

12.64%

10Y*

10.39%

*Annualized

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Risk-Adjusted Performance

EBAY vs. SCHD — Risk-Adjusted Performance Rank

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

EBAY
The Risk-Adjusted Performance Rank of EBAY is 8888
Overall Rank
The Sharpe Ratio Rank of EBAY is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of EBAY is 8585
Sortino Ratio Rank
The Omega Ratio Rank of EBAY is 8585
Omega Ratio Rank
The Calmar Ratio Rank of EBAY is 8686
Calmar Ratio Rank
The Martin Ratio Rank of EBAY is 9393
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 2828
Overall Rank
The Sharpe Ratio Rank of SCHD is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 2727
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 2727
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 3131
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 2929
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EBAY vs. SCHD - Risk-Adjusted Performance Comparison

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


The current EBAY Sharpe Ratio is 1.41, which is higher than the SCHD Sharpe Ratio of 0.08. 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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Dividends

EBAY vs. SCHD - Dividend Comparison

EBAY's dividend yield for the trailing twelve months is around 1.58%, less than SCHD's 4.04% yield.


TTM20242023202220212020201920182017201620152014
EBAY
eBay Inc.
1.58%1.74%2.29%2.12%1.08%1.27%1.55%0.00%0.00%0.00%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
4.04%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

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. For additional features, visit the drawdowns tool.


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Volatility

EBAY vs. SCHD - Volatility Comparison

eBay Inc. (EBAY) has a higher volatility of 6.63% compared to Schwab US Dividend Equity ETF (SCHD) at 5.61%. 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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