PortfoliosLab logo
EDIT vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EDIT and SCHD is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.8

Performance

EDIT vs. SCHD - Performance Comparison

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

-100.00%-50.00%0.00%50.00%100.00%150.00%200.00%250.00%December2025FebruaryMarchAprilMay
-90.99%
183.37%
EDIT
SCHD

Key characteristics

Sharpe Ratio

EDIT:

-0.54

SCHD:

0.34

Sortino Ratio

EDIT:

-0.64

SCHD:

0.58

Omega Ratio

EDIT:

0.93

SCHD:

1.08

Calmar Ratio

EDIT:

-0.69

SCHD:

0.34

Martin Ratio

EDIT:

-1.24

SCHD:

1.16

Ulcer Index

EDIT:

55.40%

SCHD:

4.69%

Daily Std Dev

EDIT:

127.65%

SCHD:

15.99%

Max Drawdown

EDIT:

-98.92%

SCHD:

-33.37%

Current Drawdown

EDIT:

-98.19%

SCHD:

-10.12%

Returns By Period

In the year-to-date period, EDIT achieves a 29.13% return, which is significantly higher than SCHD's -3.75% return.


EDIT

YTD

29.13%

1M

59.22%

6M

-43.64%

1Y

-71.08%

5Y*

-42.41%

10Y*

N/A

SCHD

YTD

-3.75%

1M

3.09%

6M

-5.55%

1Y

4.12%

5Y*

13.37%

10Y*

10.60%

*Annualized

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

EDIT vs. SCHD — Risk-Adjusted Performance Rank

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

EDIT
The Risk-Adjusted Performance Rank of EDIT is 1717
Overall Rank
The Sharpe Ratio Rank of EDIT is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of EDIT is 1919
Sortino Ratio Rank
The Omega Ratio Rank of EDIT is 2121
Omega Ratio Rank
The Calmar Ratio Rank of EDIT is 99
Calmar Ratio Rank
The Martin Ratio Rank of EDIT is 1616
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 3737
Overall Rank
The Sharpe Ratio Rank of SCHD is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 3535
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 3434
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 4242
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 3939
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.

EDIT vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Editas Medicine, Inc. (EDIT) 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 chart of Sharpe ratio for EDIT, currently valued at -0.54, compared to the broader market-2.00-1.000.001.002.003.00
EDIT: -0.54
SCHD: 0.34
The chart of Sortino ratio for EDIT, currently valued at -0.64, compared to the broader market-6.00-4.00-2.000.002.004.00
EDIT: -0.64
SCHD: 0.58
The chart of Omega ratio for EDIT, currently valued at 0.93, compared to the broader market0.501.001.502.00
EDIT: 0.93
SCHD: 1.08
The chart of Calmar ratio for EDIT, currently valued at -0.69, compared to the broader market0.001.002.003.004.005.00
EDIT: -0.69
SCHD: 0.34
The chart of Martin ratio for EDIT, currently valued at -1.24, compared to the broader market-10.000.0010.0020.00
EDIT: -1.24
SCHD: 1.16

The current EDIT Sharpe Ratio is -0.54, which is lower than the SCHD Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of EDIT 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 Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
-0.54
0.34
EDIT
SCHD

Dividends

EDIT vs. SCHD - Dividend Comparison

EDIT has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 3.99%.


TTM20242023202220212020201920182017201620152014
EDIT
Editas Medicine, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
3.99%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

EDIT vs. SCHD - Drawdown Comparison

The maximum EDIT drawdown since its inception was -98.92%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for EDIT and SCHD. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%December2025FebruaryMarchAprilMay
-98.19%
-10.12%
EDIT
SCHD

Volatility

EDIT vs. SCHD - Volatility Comparison

Editas Medicine, Inc. (EDIT) has a higher volatility of 31.99% compared to Schwab US Dividend Equity ETF (SCHD) at 11.24%. This indicates that EDIT'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.


0.00%20.00%40.00%60.00%80.00%December2025FebruaryMarchAprilMay
31.99%
11.24%
EDIT
SCHD