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

Key characteristics


HASISCHD
YTD Return-4.35%3.21%
1Y Return11.35%15.78%
3Y Return (Ann)-15.03%4.47%
5Y Return (Ann)3.27%11.41%
10Y Return (Ann)12.60%11.17%
Sharpe Ratio0.121.29
Daily Std Dev58.70%11.38%
Max Drawdown-76.94%-33.37%
Current Drawdown-57.03%-3.30%

Correlation

-0.50.00.51.00.4

The correlation between HASI and SCHD is 0.41, 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.

Performance

HASI vs. SCHD - Performance Comparison

In the year-to-date period, HASI achieves a -4.35% return, which is significantly lower than SCHD's 3.21% return. Over the past 10 years, HASI has outperformed SCHD with an annualized return of 12.60%, while SCHD has yielded a comparatively lower 11.17% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


200.00%250.00%300.00%350.00%December2024FebruaryMarchAprilMay
312.66%
246.65%
HASI
SCHD

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Hannon Armstrong Sustainable Infrastructure Capital, Inc.

Schwab US Dividend Equity ETF

Risk-Adjusted Performance

HASI vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hannon Armstrong Sustainable Infrastructure Capital, Inc. (HASI) 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.


HASI
Sharpe ratio
The chart of Sharpe ratio for HASI, currently valued at 0.12, compared to the broader market-2.00-1.000.001.002.003.004.000.12
Sortino ratio
The chart of Sortino ratio for HASI, currently valued at 0.58, compared to the broader market-4.00-2.000.002.004.006.000.58
Omega ratio
The chart of Omega ratio for HASI, currently valued at 1.07, compared to the broader market0.501.001.501.07
Calmar ratio
The chart of Calmar ratio for HASI, currently valued at 0.09, compared to the broader market0.002.004.006.000.09
Martin ratio
The chart of Martin ratio for HASI, currently valued at 0.36, compared to the broader market-10.000.0010.0020.0030.000.36
SCHD
Sharpe ratio
The chart of Sharpe ratio for SCHD, currently valued at 1.29, compared to the broader market-2.00-1.000.001.002.003.004.001.29
Sortino ratio
The chart of Sortino ratio for SCHD, currently valued at 1.92, compared to the broader market-4.00-2.000.002.004.006.001.92
Omega ratio
The chart of Omega ratio for SCHD, currently valued at 1.22, compared to the broader market0.501.001.501.22
Calmar ratio
The chart of Calmar ratio for SCHD, currently valued at 1.11, compared to the broader market0.002.004.006.001.11
Martin ratio
The chart of Martin ratio for SCHD, currently valued at 4.35, compared to the broader market-10.000.0010.0020.0030.004.35

HASI vs. SCHD - Sharpe Ratio Comparison

The current HASI Sharpe Ratio is 0.12, which is lower than the SCHD Sharpe Ratio of 1.29. The chart below compares the 12-month rolling Sharpe Ratio of HASI and SCHD.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50December2024FebruaryMarchAprilMay
0.12
1.29
HASI
SCHD

Dividends

HASI vs. SCHD - Dividend Comparison

HASI's dividend yield for the trailing twelve months is around 6.16%, more than SCHD's 3.43% yield.


TTM20232022202120202019201820172016201520142013
HASI
Hannon Armstrong Sustainable Infrastructure Capital, Inc.
6.16%5.73%5.18%2.64%2.14%4.16%6.93%6.86%6.48%5.71%6.47%3.01%
SCHD
Schwab US Dividend Equity ETF
3.43%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

HASI vs. SCHD - Drawdown Comparison

The maximum HASI drawdown since its inception was -76.94%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for HASI and SCHD. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-57.03%
-3.30%
HASI
SCHD

Volatility

HASI vs. SCHD - Volatility Comparison

Hannon Armstrong Sustainable Infrastructure Capital, Inc. (HASI) has a higher volatility of 12.41% compared to Schwab US Dividend Equity ETF (SCHD) at 3.61%. This indicates that HASI'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.


0.00%5.00%10.00%15.00%20.00%25.00%December2024FebruaryMarchAprilMay
12.41%
3.61%
HASI
SCHD