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EVA vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EVA and SCHD is 0.32, 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.


-0.50.00.51.00.3

Performance

EVA vs. SCHD - Performance Comparison

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

-20.00%-10.00%0.00%10.00%SeptemberOctoberNovemberDecember2025February
-10.69%
5.08%
EVA
SCHD

Key characteristics

Returns By Period


EVA

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

SCHD

YTD

3.66%

1M

0.35%

6M

5.08%

1Y

14.02%

5Y*

11.76%

10Y*

11.25%

*Annualized

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Risk-Adjusted Performance

EVA vs. SCHD — Risk-Adjusted Performance Rank

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

EVA
The Risk-Adjusted Performance Rank of EVA is 1212
Overall Rank
The Sharpe Ratio Rank of EVA is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of EVA is 1414
Sortino Ratio Rank
The Omega Ratio Rank of EVA is 1313
Omega Ratio Rank
The Calmar Ratio Rank of EVA is 22
Calmar Ratio Rank
The Martin Ratio Rank of EVA is 1717
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 5252
Overall Rank
The Sharpe Ratio Rank of SCHD is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 5353
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 4949
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 6161
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 4747
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for EVA, currently valued at 0.26, compared to the broader market-2.000.002.000.261.27
The chart of Sortino ratio for EVA, currently valued at 1.29, compared to the broader market-4.00-2.000.002.004.006.001.291.87
The chart of Omega ratio for EVA, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.22
The chart of Calmar ratio for EVA, currently valued at 0.28, compared to the broader market0.002.004.006.000.281.82
The chart of Martin ratio for EVA, currently valued at 0.55, compared to the broader market-10.000.0010.0020.0030.000.554.66
EVA
SCHD


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
0.26
1.27
EVA
SCHD

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 3.51%.


TTM20242023202220212020201920182017201620152014
EVA
Enviva Inc.
0.00%0.00%90.88%6.75%4.57%6.37%7.01%9.05%8.23%7.56%3.87%0.00%
SCHD
Schwab US Dividend Equity ETF
3.51%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

EVA vs. SCHD - Drawdown Comparison


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-99.50%
-3.20%
EVA
SCHD

Volatility

EVA vs. SCHD - Volatility Comparison

The current volatility for Enviva Inc. (EVA) is 0.00%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 3.27%. This indicates that EVA 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.


0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February0
3.27%
EVA
SCHD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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