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

Correlation

The correlation between ELF and SCHD is 0.42, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

ELF vs. SCHD - Performance Comparison

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

100.00%200.00%300.00%400.00%NovemberDecember2025FebruaryMarchApril
128.91%
142.41%
ELF
SCHD

Key characteristics

Sharpe Ratio

ELF:

-0.89

SCHD:

0.23

Sortino Ratio

ELF:

-1.39

SCHD:

0.43

Omega Ratio

ELF:

0.83

SCHD:

1.06

Calmar Ratio

ELF:

-0.81

SCHD:

0.23

Martin Ratio

ELF:

-1.38

SCHD:

0.84

Ulcer Index

ELF:

45.24%

SCHD:

4.38%

Daily Std Dev

ELF:

69.42%

SCHD:

15.99%

Max Drawdown

ELF:

-77.09%

SCHD:

-33.37%

Current Drawdown

ELF:

-72.17%

SCHD:

-11.33%

Returns By Period

In the year-to-date period, ELF achieves a -51.68% return, which is significantly lower than SCHD's -5.04% return.


ELF

YTD

-51.68%

1M

-6.82%

6M

-43.41%

1Y

-65.72%

5Y*

41.72%

10Y*

N/A

SCHD

YTD

-5.04%

1M

-6.82%

6M

-7.58%

1Y

2.51%

5Y*

13.19%

10Y*

10.35%

*Annualized

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Risk-Adjusted Performance

ELF vs. SCHD — Risk-Adjusted Performance Rank

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

ELF
The Risk-Adjusted Performance Rank of ELF is 88
Overall Rank
The Sharpe Ratio Rank of ELF is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of ELF is 77
Sortino Ratio Rank
The Omega Ratio Rank of ELF is 99
Omega Ratio Rank
The Calmar Ratio Rank of ELF is 55
Calmar Ratio Rank
The Martin Ratio Rank of ELF is 1313
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 4141
Overall Rank
The Sharpe Ratio Rank of SCHD is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 3939
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 3939
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 4343
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 4141
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.

ELF vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for e.l.f. Beauty, Inc. (ELF) 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 ELF, currently valued at -0.89, compared to the broader market-2.00-1.000.001.002.003.00
ELF: -0.89
SCHD: 0.23
The chart of Sortino ratio for ELF, currently valued at -1.39, compared to the broader market-6.00-4.00-2.000.002.004.00
ELF: -1.39
SCHD: 0.43
The chart of Omega ratio for ELF, currently valued at 0.83, compared to the broader market0.501.001.502.00
ELF: 0.83
SCHD: 1.06
The chart of Calmar ratio for ELF, currently valued at -0.81, compared to the broader market0.001.002.003.004.005.00
ELF: -0.81
SCHD: 0.23
The chart of Martin ratio for ELF, currently valued at -1.38, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
ELF: -1.38
SCHD: 0.84

The current ELF Sharpe Ratio is -0.89, which is lower than the SCHD Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of ELF 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.89
0.23
ELF
SCHD

Dividends

ELF vs. SCHD - Dividend Comparison

ELF has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 4.05%.


TTM20242023202220212020201920182017201620152014
ELF
e.l.f. Beauty, 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
4.05%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

ELF vs. SCHD - Drawdown Comparison

The maximum ELF drawdown since its inception was -77.09%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for ELF and SCHD. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-72.17%
-11.33%
ELF
SCHD

Volatility

ELF vs. SCHD - Volatility Comparison

e.l.f. Beauty, Inc. (ELF) has a higher volatility of 27.68% compared to Schwab US Dividend Equity ETF (SCHD) at 11.25%. This indicates that ELF'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.


5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
27.68%
11.25%
ELF
SCHD