EMR vs. SCHD
EMR (Emerson Electric Co.) is a stock, while SCHD (Schwab U.S. Dividend Equity ETF) is Dividend fund tracking the Dow Jones U.S. Dividend 100 Index. Over the past 10 years, EMR returned 11.94%/yr vs 12.34%/yr for SCHD. A 0.69 correlation means they provide meaningful diversification when combined.
Performance
EMR vs. SCHD - Performance Comparison
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Returns By Period
In the year-to-date period, EMR achieves a 2.81% return, which is significantly lower than SCHD's 20.66% return. Both investments have delivered pretty close results over the past 10 years, with EMR having a 11.94% annualized return and SCHD not far ahead at 12.34%.
EMR
- 1D
- -2.52%
- 1M
- -5.37%
- 6M
- -6.13%
- YTD
- 2.81%
- 1Y
- -1.80%
- 3Y*
- 15.80%
- 5Y*
- 8.83%
- 10Y*
- 11.94%
SCHD
- 1D
- 0.49%
- 1M
- -0.00%
- 6M
- 16.13%
- YTD
- 20.66%
- 1Y
- 23.51%
- 3Y*
- 14.13%
- 5Y*
- 9.00%
- 10Y*
- 12.34%
EMR vs. SCHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EMR Emerson Electric Co. | 2.81% | 8.92% | 29.73% | 3.75% | 5.74% | 18.19% | 8.61% | 31.53% | -11.87% | 29.05% |
SCHD Schwab U.S. Dividend Equity ETF | 20.66% | 4.34% | 11.66% | 4.54% | -3.26% | 29.87% | 15.03% | 27.29% | -5.56% | 20.85% |
Correlation
The correlation between EMR and SCHD is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since Oct 20, 2011 | 0.69 |
Over the past year, the correlation between EMR and SCHD has dropped to 0.38 - well below their long-term average of 0.69, suggesting their price drivers have been diverging.
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Return for Risk
EMR vs. SCHD — Risk / Return Rank
EMR
SCHD
EMR vs. SCHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Emerson Electric Co. (EMR) and Schwab U.S. 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EMR | SCHD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.22 | ||
| Sortino ratioReturn per unit of downside risk | -3.18 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.38 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | -0.08 | 5.12 | -5.20 |
| Martin ratioReturn relative to average drawdown | -0.16 | 12.47 | -12.63 |
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Drawdowns
EMR vs. SCHD - Drawdown Comparison
The maximum EMR drawdown since its inception was -59.05%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for EMR and SCHD.
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Drawdown Indicators
| EMR | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.05% | -33.37% | -25.68% |
Max Drawdown (1Y)Largest decline over 1 year | -23.45% | -4.61% | -18.84% |
Max Drawdown (3Y)Largest decline over 3 years | -29.62% | -16.13% | -13.49% |
Max Drawdown (5Y)Largest decline over 5 years | -29.62% | -16.85% | -12.77% |
Max Drawdown (10Y)Largest decline over 10 years | -50.77% | -33.37% | -17.40% |
Current DrawdownCurrent decline from peak | -15.61% | -0.03% | -15.58% |
Average DrawdownAverage peak-to-trough decline | -14.11% | -3.31% | -10.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.24% | 1.89% | +9.35% |
Volatility
EMR vs. SCHD - Volatility Comparison
Emerson Electric Co. (EMR) has a higher volatility of 9.30% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 3.54%. This indicates that EMR'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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Volatility by Period
| EMR | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.30% | 3.54% | +5.76% |
Volatility (6M)Calculated over the trailing 6-month period | 25.29% | 7.70% | +17.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.20% | 10.93% | +20.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.45% | 14.36% | +13.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.13% | 16.70% | +12.43% |
Dividends
EMR vs. SCHD - Dividend Comparison
EMR's dividend yield for the trailing twelve months is around 1.62%, less than SCHD's 3.22% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EMR Emerson Electric Co. | 1.62% | 1.61% | 1.70% | 2.14% | 2.15% | 2.18% | 2.49% | 2.58% | 3.26% | 2.76% | 3.42% | 3.94% |
SCHD Schwab U.S. Dividend Equity ETF | 3.22% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
Frequently Asked Questions
EMR and SCHD have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EMR has higher volatility (9.30%) compared to SCHD (3.54%). In terms of maximum drawdown, EMR dropped -59.05% vs SCHD's -33.37%.
SCHD currently has the higher Sharpe Ratio (2.17 vs -0.06), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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