PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
EBAY vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EBAY and SCHD is 0.49, 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.


-0.50.00.51.00.5

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.

0.00%5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
20.13%
7.11%
EBAY
SCHD

Key characteristics

Sharpe Ratio

EBAY:

2.18

SCHD:

1.02

Sortino Ratio

EBAY:

2.83

SCHD:

1.51

Omega Ratio

EBAY:

1.38

SCHD:

1.18

Calmar Ratio

EBAY:

1.14

SCHD:

1.55

Martin Ratio

EBAY:

14.26

SCHD:

5.23

Ulcer Index

EBAY:

3.77%

SCHD:

2.21%

Daily Std Dev

EBAY:

24.67%

SCHD:

11.28%

Max Drawdown

EBAY:

-82.56%

SCHD:

-33.37%

Current Drawdown

EBAY:

-15.22%

SCHD:

-7.44%

Returns By Period

In the year-to-date period, EBAY achieves a 49.83% return, which is significantly higher than SCHD's 10.68% return. Both investments have delivered pretty close results over the past 10 years, with EBAY having a 11.45% annualized return and SCHD not far behind at 10.89%.


EBAY

YTD

49.83%

1M

4.84%

6M

18.57%

1Y

49.66%

5Y*

14.12%

10Y*

11.45%

SCHD

YTD

10.68%

1M

-5.06%

6M

7.69%

1Y

10.91%

5Y*

10.81%

10Y*

10.89%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for EBAY, currently valued at 2.18, compared to the broader market-4.00-2.000.002.002.181.02
The chart of Sortino ratio for EBAY, currently valued at 2.83, compared to the broader market-4.00-2.000.002.004.002.831.51
The chart of Omega ratio for EBAY, currently valued at 1.38, compared to the broader market0.501.001.502.001.381.18
The chart of Calmar ratio for EBAY, currently valued at 1.14, compared to the broader market0.002.004.006.001.141.55
The chart of Martin ratio for EBAY, currently valued at 14.26, compared to the broader market0.0010.0020.0014.265.23
EBAY
SCHD

The current EBAY Sharpe Ratio is 2.18, which is higher than the SCHD Sharpe Ratio of 1.02. 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
2.18
1.02
EBAY
SCHD

Dividends

EBAY vs. SCHD - Dividend Comparison

EBAY's dividend yield for the trailing twelve months is around 1.68%, less than SCHD's 3.67% yield.


TTM20232022202120202019201820172016201520142013
EBAY
eBay Inc.
1.68%2.29%2.12%1.08%1.27%1.55%0.00%0.00%0.00%0.00%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
3.67%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-15.22%
-7.44%
EBAY
SCHD

Volatility

EBAY vs. SCHD - Volatility Comparison

eBay Inc. (EBAY) has a higher volatility of 6.21% compared to Schwab US Dividend Equity ETF (SCHD) at 3.57%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
6.21%
3.57%
EBAY
SCHD
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab