HCA vs. SCHD

In the year-to-date period, HCA achieves a 9.50% return, which is significantly higher than SCHD's -5.19% return. Over the past 10 years, HCA has outperformed SCHD with an annualized return of 16.90%, while SCHD has yielded a comparatively lower 10.43% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for HCA Healthcare, Inc. (HCA) 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 current HCA Sharpe Ratio is 0.12, which is lower than the SCHD Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of HCA 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.

HCA's dividend yield for the trailing twelve months is around 0.82%, less than SCHD's 4.05% yield.

The maximum HCA drawdown since its inception was -54.74%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for HCA and SCHD. For additional features, visit the drawdowns tool.

HCA Healthcare, Inc. (HCA) and Schwab US Dividend Equity ETF (SCHD) have volatilities of 10.73% and 11.20%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.