ENB vs. SCHD
Compare and contrast key facts about Enbridge Inc. (ENB) 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: ENB or SCHD.
Performance
ENB vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, ENB achieves a 25.60% return, which is significantly higher than SCHD's 15.93% return. Over the past 10 years, ENB has underperformed SCHD with an annualized return of 5.05%, while SCHD has yielded a comparatively higher 11.46% annualized return.
ENB
25.60%
2.02%
18.55%
34.32%
9.62%
5.05%
SCHD
15.93%
-0.59%
9.36%
25.99%
12.42%
11.46%
Key characteristics
| ENB | SCHD | |
|---|---|---|
| Sharpe Ratio | 2.46 | 2.25 |
| Sortino Ratio | 3.50 | 3.25 |
| Omega Ratio | 1.42 | 1.39 |
| Calmar Ratio | 1.52 | 3.05 |
| Martin Ratio | 11.45 | 12.25 |
| Ulcer Index | 3.09% | 2.04% |
| Daily Std Dev | 14.39% | 11.09% |
| Max Drawdown | -46.35% | -33.37% |
| Current Drawdown | -0.61% | -1.82% |
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Correlation
The correlation between ENB and SCHD is 0.51, 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.
Risk-Adjusted Performance
ENB vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Enbridge Inc. (ENB) 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
ENB vs. SCHD - Dividend Comparison
ENB's dividend yield for the trailing twelve months is around 6.31%, more than SCHD's 3.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ENB Enbridge Inc. | 6.31% | 7.29% | 6.79% | 6.86% | 7.56% | 5.57% | 6.70% | 4.72% | 3.79% | 4.42% | 2.47% | 2.82% |
SCHD Schwab US Dividend Equity ETF | 3.41% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
ENB vs. SCHD - Drawdown Comparison
The maximum ENB drawdown since its inception was -46.35%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for ENB and SCHD. For additional features, visit the drawdowns tool.
Volatility
ENB vs. SCHD - Volatility Comparison
Enbridge Inc. (ENB) has a higher volatility of 4.17% compared to Schwab US Dividend Equity ETF (SCHD) at 3.55%. This indicates that ENB'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.