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

Correlation

The correlation between EXPO and SCHD is 0.53, 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.


-0.50.00.51.00.5

Performance

EXPO vs. SCHD - Performance Comparison

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

400.00%600.00%800.00%1,000.00%JulyAugustSeptemberOctoberNovemberDecember
809.93%
394.81%
EXPO
SCHD

Key characteristics

Sharpe Ratio

EXPO:

0.22

SCHD:

1.20

Sortino Ratio

EXPO:

0.58

SCHD:

1.76

Omega Ratio

EXPO:

1.08

SCHD:

1.21

Calmar Ratio

EXPO:

0.19

SCHD:

1.69

Martin Ratio

EXPO:

0.81

SCHD:

5.86

Ulcer Index

EXPO:

9.29%

SCHD:

2.30%

Daily Std Dev

EXPO:

34.85%

SCHD:

11.25%

Max Drawdown

EXPO:

-86.44%

SCHD:

-33.37%

Current Drawdown

EXPO:

-25.13%

SCHD:

-6.72%

Returns By Period

In the year-to-date period, EXPO achieves a 4.23% return, which is significantly lower than SCHD's 11.54% return. Over the past 10 years, EXPO has outperformed SCHD with an annualized return of 17.28%, while SCHD has yielded a comparatively lower 10.86% annualized return.


EXPO

YTD

4.23%

1M

-4.33%

6M

-4.43%

1Y

6.06%

5Y*

6.35%

10Y*

17.28%

SCHD

YTD

11.54%

1M

-4.06%

6M

7.86%

1Y

12.63%

5Y*

10.97%

10Y*

10.86%

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Risk-Adjusted Performance

EXPO vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Exponent, Inc. (EXPO) 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 EXPO, currently valued at 0.22, compared to the broader market-4.00-2.000.002.000.221.20
The chart of Sortino ratio for EXPO, currently valued at 0.58, compared to the broader market-4.00-2.000.002.004.000.581.76
The chart of Omega ratio for EXPO, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.21
The chart of Calmar ratio for EXPO, currently valued at 0.19, compared to the broader market0.002.004.006.000.191.69
The chart of Martin ratio for EXPO, currently valued at 0.81, compared to the broader market-5.000.005.0010.0015.0020.0025.000.815.86
EXPO
SCHD

The current EXPO Sharpe Ratio is 0.22, which is lower than the SCHD Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of EXPO 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 Ratio-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.22
1.20
EXPO
SCHD

Dividends

EXPO vs. SCHD - Dividend Comparison

EXPO's dividend yield for the trailing twelve months is around 1.24%, less than SCHD's 3.64% yield.


TTM20232022202120202019201820172016201520142013
EXPO
Exponent, Inc.
1.24%1.18%0.97%0.69%0.84%0.93%1.03%1.18%1.19%1.20%1.21%0.78%
SCHD
Schwab US Dividend Equity ETF
3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

EXPO vs. SCHD - Drawdown Comparison

The maximum EXPO drawdown since its inception was -86.44%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for EXPO and SCHD. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-25.13%
-6.72%
EXPO
SCHD

Volatility

EXPO vs. SCHD - Volatility Comparison

Exponent, Inc. (EXPO) has a higher volatility of 6.04% compared to Schwab US Dividend Equity ETF (SCHD) at 3.88%. This indicates that EXPO'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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
6.04%
3.88%
EXPO
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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