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

Correlation

The correlation between GD and SCHD is 0.64, 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

GD vs. SCHD - Performance Comparison

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

350.00%400.00%450.00%500.00%550.00%JulyAugustSeptemberOctoberNovemberDecember
463.55%
391.01%
GD
SCHD

Key characteristics

Sharpe Ratio

GD:

0.33

SCHD:

1.02

Sortino Ratio

GD:

0.56

SCHD:

1.51

Omega Ratio

GD:

1.08

SCHD:

1.18

Calmar Ratio

GD:

0.35

SCHD:

1.55

Martin Ratio

GD:

1.34

SCHD:

5.23

Ulcer Index

GD:

4.34%

SCHD:

2.21%

Daily Std Dev

GD:

17.82%

SCHD:

11.28%

Max Drawdown

GD:

-95.88%

SCHD:

-33.37%

Current Drawdown

GD:

-16.48%

SCHD:

-7.44%

Returns By Period

In the year-to-date period, GD achieves a 3.04% return, which is significantly lower than SCHD's 10.68% return. Over the past 10 years, GD has underperformed SCHD with an annualized return of 8.93%, while SCHD has yielded a comparatively higher 10.89% annualized return.


GD

YTD

3.04%

1M

-8.30%

6M

-11.12%

1Y

5.39%

5Y*

10.69%

10Y*

8.93%

SCHD

YTD

10.68%

1M

-5.06%

6M

7.69%

1Y

10.91%

5Y*

10.81%

10Y*

10.89%

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Risk-Adjusted Performance

GD vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for General Dynamics Corporation (GD) 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 GD, currently valued at 0.33, compared to the broader market-4.00-2.000.002.000.331.02
The chart of Sortino ratio for GD, currently valued at 0.56, compared to the broader market-4.00-2.000.002.004.000.561.51
The chart of Omega ratio for GD, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.18
The chart of Calmar ratio for GD, currently valued at 0.35, compared to the broader market0.002.004.006.000.351.55
The chart of Martin ratio for GD, currently valued at 1.34, compared to the broader market0.0010.0020.001.345.23
GD
SCHD

The current GD Sharpe Ratio is 0.33, which is lower than the SCHD Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of GD 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.33
1.02
GD
SCHD

Dividends

GD vs. SCHD - Dividend Comparison

GD's dividend yield for the trailing twelve months is around 2.13%, less than SCHD's 3.67% yield.


TTM20232022202120202019201820172016201520142013
GD
General Dynamics Corporation
2.13%2.01%2.00%2.24%2.90%2.26%2.31%1.61%1.72%2.46%1.76%1.76%
SCHD
Schwab US Dividend Equity ETF
3.67%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

GD vs. SCHD - Drawdown Comparison

The maximum GD drawdown since its inception was -95.88%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for GD and SCHD. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-16.48%
-7.44%
GD
SCHD

Volatility

GD vs. SCHD - Volatility Comparison

General Dynamics Corporation (GD) has a higher volatility of 4.35% compared to Schwab US Dividend Equity ETF (SCHD) at 3.57%. This indicates that GD'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%JulyAugustSeptemberOctoberNovemberDecember
4.35%
3.57%
GD
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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