ED vs. SCHD
Compare and contrast key facts about Consolidated Edison, Inc. (ED) and Schwab US 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ED or SCHD.
Performance
ED vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, ED achieves a 9.76% return, which is significantly lower than SCHD's 16.58% return. Over the past 10 years, ED has underperformed SCHD with an annualized return of 8.38%, while SCHD has yielded a comparatively higher 11.44% annualized return.
ED
9.76%
-8.88%
1.63%
9.29%
5.85%
8.38%
SCHD
16.58%
-0.07%
10.53%
26.04%
12.78%
11.44%
Key characteristics
| ED | SCHD | |
|---|---|---|
| Sharpe Ratio | 0.58 | 2.41 |
| Sortino Ratio | 0.93 | 3.46 |
| Omega Ratio | 1.11 | 1.42 |
| Calmar Ratio | 0.87 | 3.46 |
| Martin Ratio | 2.24 | 13.08 |
| Ulcer Index | 4.27% | 2.04% |
| Daily Std Dev | 16.44% | 11.08% |
| Max Drawdown | -74.02% | -33.37% |
| Current Drawdown | -9.42% | -1.27% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between ED and SCHD is 0.36, 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.
Risk-Adjusted Performance
ED vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Consolidated Edison, Inc. (ED) 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.
Dividends
ED vs. SCHD - Dividend Comparison
ED's dividend yield for the trailing twelve months is around 3.44%, more than SCHD's 3.39% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ED Consolidated Edison, Inc. | 3.44% | 3.56% | 3.32% | 3.63% | 4.23% | 3.27% | 3.74% | 3.25% | 3.64% | 4.05% | 3.82% | 4.45% |
SCHD Schwab US Dividend Equity ETF | 3.39% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
ED vs. SCHD - Drawdown Comparison
The maximum ED drawdown since its inception was -74.02%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for ED and SCHD. For additional features, visit the drawdowns tool.
Volatility
ED vs. SCHD - Volatility Comparison
Consolidated Edison, Inc. (ED) has a higher volatility of 4.61% compared to Schwab US Dividend Equity ETF (SCHD) at 3.60%. This indicates that ED'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.