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

Correlation

The correlation between GPC and SCHD is 0.59, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

GPC vs. SCHD - Performance Comparison

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

200.00%250.00%300.00%350.00%400.00%NovemberDecember2025FebruaryMarchApril
208.30%
369.64%
GPC
SCHD

Key characteristics

Sharpe Ratio

GPC:

-0.80

SCHD:

0.18

Sortino Ratio

GPC:

-0.92

SCHD:

0.35

Omega Ratio

GPC:

0.86

SCHD:

1.05

Calmar Ratio

GPC:

-0.66

SCHD:

0.18

Martin Ratio

GPC:

-1.36

SCHD:

0.64

Ulcer Index

GPC:

19.41%

SCHD:

4.44%

Daily Std Dev

GPC:

32.86%

SCHD:

15.99%

Max Drawdown

GPC:

-54.89%

SCHD:

-33.37%

Current Drawdown

GPC:

-33.70%

SCHD:

-11.47%

Returns By Period

In the year-to-date period, GPC achieves a 0.72% return, which is significantly higher than SCHD's -5.19% return. Over the past 10 years, GPC has underperformed SCHD with an annualized return of 5.51%, while SCHD has yielded a comparatively higher 10.34% annualized return.


GPC

YTD

0.72%

1M

-3.24%

6M

3.78%

1Y

-24.81%

5Y*

11.62%

10Y*

5.51%

SCHD

YTD

-5.19%

1M

-7.50%

6M

-7.13%

1Y

3.21%

5Y*

12.75%

10Y*

10.34%

*Annualized

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Risk-Adjusted Performance

GPC vs. SCHD — Risk-Adjusted Performance Rank

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

GPC
The Risk-Adjusted Performance Rank of GPC is 1212
Overall Rank
The Sharpe Ratio Rank of GPC is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of GPC is 1515
Sortino Ratio Rank
The Omega Ratio Rank of GPC is 1212
Omega Ratio Rank
The Calmar Ratio Rank of GPC is 1111
Calmar Ratio Rank
The Martin Ratio Rank of GPC is 1313
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 3535
Overall Rank
The Sharpe Ratio Rank of SCHD is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 3434
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 3434
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 3838
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 3636
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GPC vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Genuine Parts Company (GPC) 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.


The chart of Sharpe ratio for GPC, currently valued at -0.80, compared to the broader market-2.00-1.000.001.002.003.00
GPC: -0.80
SCHD: 0.18
The chart of Sortino ratio for GPC, currently valued at -0.92, compared to the broader market-6.00-4.00-2.000.002.004.00
GPC: -0.92
SCHD: 0.35
The chart of Omega ratio for GPC, currently valued at 0.86, compared to the broader market0.501.001.502.00
GPC: 0.86
SCHD: 1.05
The chart of Calmar ratio for GPC, currently valued at -0.66, compared to the broader market0.001.002.003.004.005.00
GPC: -0.66
SCHD: 0.18
The chart of Martin ratio for GPC, currently valued at -1.36, compared to the broader market-5.000.005.0010.0015.0020.00
GPC: -1.36
SCHD: 0.64

The current GPC Sharpe Ratio is -0.80, which is lower than the SCHD Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of GPC 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.80
0.18
GPC
SCHD

Dividends

GPC vs. SCHD - Dividend Comparison

GPC's dividend yield for the trailing twelve months is around 3.46%, less than SCHD's 4.05% yield.


TTM20242023202220212020201920182017201620152014
GPC
Genuine Parts Company
3.46%3.43%2.74%2.06%2.33%3.15%2.87%3.00%2.84%2.75%2.86%2.16%
SCHD
Schwab US Dividend Equity ETF
4.05%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

GPC vs. SCHD - Drawdown Comparison

The maximum GPC drawdown since its inception was -54.89%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for GPC and SCHD. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-33.70%
-11.47%
GPC
SCHD

Volatility

GPC vs. SCHD - Volatility Comparison

Genuine Parts Company (GPC) has a higher volatility of 12.58% compared to Schwab US Dividend Equity ETF (SCHD) at 11.20%. This indicates that GPC'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%25.00%NovemberDecember2025FebruaryMarchApril
12.58%
11.20%
GPC
SCHD