EMR vs. SCHD
Compare and contrast key facts about Emerson Electric Co. (EMR) 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: EMR or SCHD.
Key characteristics
| EMR | SCHD | |
|---|---|---|
| YTD Return | 10.01% | 3.21% |
| 1Y Return | 31.72% | 15.78% |
| 3Y Return (Ann) | 7.75% | 4.47% |
| 5Y Return (Ann) | 11.20% | 11.41% |
| 10Y Return (Ann) | 7.87% | 11.17% |
| Sharpe Ratio | 1.39 | 1.29 |
| Daily Std Dev | 21.64% | 11.38% |
| Max Drawdown | -56.14% | -33.37% |
| Current Drawdown | -7.09% | -3.30% |
Correlation
The correlation between EMR and SCHD is 0.73, 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.
Performance
EMR vs. SCHD - Performance Comparison
In the year-to-date period, EMR achieves a 10.01% return, which is significantly higher than SCHD's 3.21% return. Over the past 10 years, EMR has underperformed SCHD with an annualized return of 7.87%, while SCHD has yielded a comparatively higher 11.17% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
EMR vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Emerson Electric Co. (EMR) 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
EMR vs. SCHD - Dividend Comparison
EMR's dividend yield for the trailing twelve months is around 1.96%, less than SCHD's 3.43% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EMR Emerson Electric Co. | 1.96% | 2.14% | 2.15% | 2.18% | 2.49% | 2.58% | 3.26% | 2.76% | 3.42% | 3.94% | 2.85% | 2.37% |
SCHD Schwab US Dividend Equity ETF | 3.43% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
EMR vs. SCHD - Drawdown Comparison
The maximum EMR drawdown since its inception was -56.14%, 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. For additional features, visit the drawdowns tool.
Volatility
EMR vs. SCHD - Volatility Comparison
The current volatility for Emerson Electric Co. (EMR) is 3.37%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 3.61%. This indicates that EMR experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.