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

Correlation

The correlation between EVR and SCHD is 0.60, 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.


-0.50.00.51.00.6

Performance

EVR vs. SCHD - Performance Comparison

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

0.00%10.00%20.00%30.00%40.00%50.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
42.33%
7.54%
EVR
SCHD

Key characteristics

Sharpe Ratio

EVR:

2.04

SCHD:

1.15

Sortino Ratio

EVR:

2.92

SCHD:

1.70

Omega Ratio

EVR:

1.37

SCHD:

1.20

Calmar Ratio

EVR:

4.63

SCHD:

1.63

Martin Ratio

EVR:

15.97

SCHD:

5.55

Ulcer Index

EVR:

4.10%

SCHD:

2.33%

Daily Std Dev

EVR:

32.11%

SCHD:

11.24%

Max Drawdown

EVR:

-81.49%

SCHD:

-33.37%

Current Drawdown

EVR:

-12.69%

SCHD:

-6.45%

Returns By Period

In the year-to-date period, EVR achieves a 63.15% return, which is significantly higher than SCHD's 11.86% return. Over the past 10 years, EVR has outperformed SCHD with an annualized return of 20.66%, while SCHD has yielded a comparatively lower 10.89% annualized return.


EVR

YTD

63.15%

1M

-11.39%

6M

40.65%

1Y

65.04%

5Y*

32.48%

10Y*

20.66%

SCHD

YTD

11.86%

1M

-5.88%

6M

6.68%

1Y

12.28%

5Y*

11.08%

10Y*

10.89%

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Risk-Adjusted Performance

EVR vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Evercore Inc. (EVR) 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 EVR, currently valued at 2.04, compared to the broader market-4.00-2.000.002.002.041.15
The chart of Sortino ratio for EVR, currently valued at 2.92, compared to the broader market-4.00-2.000.002.004.002.921.70
The chart of Omega ratio for EVR, currently valued at 1.37, compared to the broader market0.501.001.502.001.371.20
The chart of Calmar ratio for EVR, currently valued at 4.63, compared to the broader market0.002.004.006.004.631.63
The chart of Martin ratio for EVR, currently valued at 15.97, compared to the broader market-5.000.005.0010.0015.0020.0025.0015.975.55
EVR
SCHD

The current EVR Sharpe Ratio is 2.04, which is higher than the SCHD Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of EVR and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
2.04
1.15
EVR
SCHD

Dividends

EVR vs. SCHD - Dividend Comparison

EVR's dividend yield for the trailing twelve months is around 1.15%, less than SCHD's 3.63% yield.


TTM20232022202120202019201820172016201520142013
EVR
Evercore Inc.
1.15%1.75%2.60%1.95%2.14%3.00%2.66%1.58%1.85%2.13%1.97%1.52%
SCHD
Schwab US Dividend Equity ETF
3.63%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

EVR vs. SCHD - Drawdown Comparison

The maximum EVR drawdown since its inception was -81.49%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for EVR and SCHD. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-12.69%
-6.45%
EVR
SCHD

Volatility

EVR vs. SCHD - Volatility Comparison

Evercore Inc. (EVR) has a higher volatility of 8.08% compared to Schwab US Dividend Equity ETF (SCHD) at 3.73%. This indicates that EVR'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.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
8.08%
3.73%
EVR
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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