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EXK vs. SCHD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EXK vs. SCHD - Performance Comparison

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

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EXK vs. SCHD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXK
Endeavour Silver Corp.
2.13%156.83%85.79%-39.20%-23.22%-16.27%109.13%12.09%-10.04%-32.10%
SCHD
Schwab U.S. Dividend Equity ETF
12.17%4.34%11.66%4.54%-3.26%29.87%15.03%27.29%-5.56%20.85%

Returns By Period

In the year-to-date period, EXK achieves a 2.13% return, which is significantly lower than SCHD's 12.17% return. Over the past 10 years, EXK has outperformed SCHD with an annualized return of 14.49%, while SCHD has yielded a comparatively lower 12.25% annualized return.


EXK

1D
3.11%
1M
-26.94%
YTD
2.13%
6M
23.87%
1Y
153.97%
3Y*
35.25%
5Y*
13.05%
10Y*
14.49%

SCHD

1D
-0.55%
1M
-3.43%
YTD
12.17%
6M
12.91%
1Y
13.70%
3Y*
11.84%
5Y*
8.32%
10Y*
12.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

EXK vs. SCHD — Risk / Return Rank

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

EXK
EXK Risk / Return Rank: 8686
Overall Rank
EXK Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
EXK Sortino Ratio Rank: 8585
Sortino Ratio Rank
EXK Omega Ratio Rank: 8282
Omega Ratio Rank
EXK Calmar Ratio Rank: 8585
Calmar Ratio Rank
EXK Martin Ratio Rank: 8686
Martin Ratio Rank

SCHD
SCHD Risk / Return Rank: 4343
Overall Rank
SCHD Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SCHD Sortino Ratio Rank: 4646
Sortino Ratio Rank
SCHD Omega Ratio Rank: 4646
Omega Ratio Rank
SCHD Calmar Ratio Rank: 3939
Calmar Ratio Rank
SCHD Martin Ratio Rank: 3838
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.

EXK vs. SCHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Endeavour Silver Corp. (EXK) 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.


EXKSCHDDifference

Sharpe ratio

Return per unit of total volatility

2.02

0.88

+1.14

Sortino ratio

Return per unit of downside risk

2.48

1.32

+1.15

Omega ratio

Gain probability vs. loss probability

1.31

1.19

+0.13

Calmar ratio

Return relative to maximum drawdown

3.00

1.05

+1.95

Martin ratio

Return relative to average drawdown

8.72

3.55

+5.17

EXK vs. SCHD - Sharpe Ratio Comparison

The current EXK Sharpe Ratio is 2.02, which is higher than the SCHD Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of EXK 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.


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Sharpe Ratios by Period


EXKSCHDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.02

0.88

+1.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

0.58

-0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.21

0.74

-0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

0.84

-0.78

Correlation

The correlation between EXK and SCHD is 0.14, 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

EXK vs. SCHD - Dividend Comparison

EXK has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 3.46%.


TTM20252024202320222021202020192018201720162015
EXK
Endeavour Silver Corp.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHD
Schwab U.S. Dividend Equity ETF
3.46%3.82%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%

Drawdowns

EXK vs. SCHD - Drawdown Comparison

The maximum EXK drawdown since its inception was -92.11%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for EXK and SCHD.


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Drawdown Indicators


EXKSCHDDifference

Max Drawdown

Largest peak-to-trough decline

-92.11%

-33.37%

-58.74%

Max Drawdown (1Y)

Largest decline over 1 year

-41.64%

-12.74%

-28.90%

Max Drawdown (5Y)

Largest decline over 5 years

-80.64%

-16.85%

-63.79%

Max Drawdown (10Y)

Largest decline over 10 years

-81.13%

-33.37%

-47.76%

Current Drawdown

Current decline from peak

-32.01%

-3.43%

-28.58%

Average Drawdown

Average peak-to-trough decline

-58.44%

-3.34%

-55.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.32%

3.75%

+10.57%

Volatility

EXK vs. SCHD - Volatility Comparison

Endeavour Silver Corp. (EXK) has a higher volatility of 23.20% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.33%. This indicates that EXK'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.


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Volatility by Period


EXKSCHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.20%

2.33%

+20.87%

Volatility (6M)

Calculated over the trailing 6-month period

60.99%

7.96%

+53.03%

Volatility (1Y)

Calculated over the trailing 1-year period

77.65%

15.69%

+61.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

68.24%

14.40%

+53.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

69.66%

16.70%

+52.96%