EXK vs. SCHD
Compare and contrast key facts about Endeavour Silver Corp. (EXK) and Schwab U.S. 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.
Performance
EXK vs. SCHD - Performance Comparison
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EXK vs. SCHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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Return for Risk
EXK vs. SCHD — Risk / Return Rank
EXK
SCHD
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.
| EXK | SCHD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.02 | 0.88 | +1.14 |
Sortino ratioReturn per unit of downside risk | 2.48 | 1.32 | +1.15 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.19 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 3.00 | 1.05 | +1.95 |
Martin ratioReturn relative to average drawdown | 8.72 | 3.55 | +5.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EXK | SCHD | Difference | |
|---|---|---|---|
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%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| EXK | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -32.01% | -3.43% | -28.58% |
Average DrawdownAverage peak-to-trough decline | -58.44% | -3.34% | -55.10% |
Ulcer IndexDepth 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
| EXK | SCHD | Difference | |
|---|---|---|---|
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% |