EVA vs. SCHD
Compare and contrast key facts about Enviva Inc. (EVA) 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: EVA or SCHD.
Key characteristics
| EVA | SCHD | |
|---|---|---|
| YTD Return | -43.41% | 5.32% |
| 1Y Return | -93.32% | 17.75% |
| 3Y Return (Ann) | -76.82% | 4.45% |
| 5Y Return (Ann) | -53.05% | 12.64% |
| Sharpe Ratio | -0.52 | 1.60 |
| Daily Std Dev | 178.66% | 11.24% |
| Max Drawdown | -99.65% | -33.37% |
| Current Drawdown | -99.33% | -1.33% |
Correlation
The correlation between EVA and SCHD is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
EVA vs. SCHD - Performance Comparison
In the year-to-date period, EVA achieves a -43.41% return, which is significantly lower than SCHD's 5.32% 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
EVA vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Enviva Inc. (EVA) 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
EVA vs. SCHD - Dividend Comparison
EVA has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 3.36%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EVA Enviva Inc. | 0.00% | 90.88% | 6.75% | 4.57% | 6.37% | 7.01% | 9.05% | 8.23% | 7.56% | 3.87% | 0.00% | 0.00% |
SCHD Schwab US Dividend Equity ETF | 3.36% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
EVA vs. SCHD - Drawdown Comparison
The maximum EVA drawdown since its inception was -99.65%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for EVA and SCHD. For additional features, visit the drawdowns tool.
Volatility
EVA vs. SCHD - Volatility Comparison
Enviva Inc. (EVA) has a higher volatility of 28.33% compared to Schwab US Dividend Equity ETF (SCHD) at 2.70%. This indicates that EVA'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.