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EVA vs. SCHD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EVA vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Enviva Inc. (EVA) and Schwab U.S. Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

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EVA vs. SCHD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EVA
Enviva Inc.
0.00%0.00%0.00%0.00%0.00%64.30%31.22%46.06%9.26%11.70%
SCHD
Schwab U.S. Dividend Equity ETF
12.79%4.34%11.66%4.54%-3.26%29.87%15.03%27.29%-5.56%20.85%

Returns By Period


EVA

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

SCHD

1D
0.66%
1M
-2.61%
YTD
12.79%
6M
14.49%
1Y
13.97%
3Y*
12.05%
5Y*
8.44%
10Y*
12.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Enviva Inc.

Schwab U.S. Dividend Equity ETF

Return for Risk

EVA vs. SCHD — Risk / Return Rank

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

EVA

SCHD
SCHD Risk / Return Rank: 5252
Overall Rank
SCHD Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
SCHD Sortino Ratio Rank: 5555
Sortino Ratio Rank
SCHD Omega Ratio Rank: 5454
Omega Ratio Rank
SCHD Calmar Ratio Rank: 5353
Calmar Ratio Rank
SCHD Martin Ratio Rank: 4545
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EVA vs. SCHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Enviva Inc. (EVA) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

EVA vs. SCHD - Sharpe Ratio Comparison


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Sharpe Ratios by Period


EVASCHDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

Correlation

The correlation between EVA and SCHD is 0.20, 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.


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 3.44%.


TTM20252024202320222021202020192018201720162015
EVA
Enviva Inc.
0.00%0.00%0.00%0.00%0.00%4.57%6.37%7.01%9.05%8.23%7.56%3.87%
SCHD
Schwab U.S. Dividend Equity ETF
3.44%3.82%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%

Drawdowns

EVA vs. SCHD - Drawdown Comparison


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Drawdown Indicators


EVASCHDDifference

Max Drawdown

Largest peak-to-trough decline

-33.37%

Max Drawdown (1Y)

Largest decline over 1 year

-12.74%

Max Drawdown (5Y)

Largest decline over 5 years

-16.85%

Max Drawdown (10Y)

Largest decline over 10 years

-33.37%

Current Drawdown

Current decline from peak

-2.89%

Average Drawdown

Average peak-to-trough decline

-3.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.89%

Volatility

EVA vs. SCHD - Volatility Comparison


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Volatility by Period


EVASCHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.40%

Volatility (6M)

Calculated over the trailing 6-month period

7.96%

Volatility (1Y)

Calculated over the trailing 1-year period

15.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.70%