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

Correlation

The correlation between HHH and SCHD is 0.56, 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

HHH vs. SCHD - Performance Comparison

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

0.00%100.00%200.00%300.00%400.00%NovemberDecember2025FebruaryMarchApril
54.75%
365.07%
HHH
SCHD

Key characteristics

Sharpe Ratio

HHH:

0.53

SCHD:

0.27

Sortino Ratio

HHH:

1.00

SCHD:

0.48

Omega Ratio

HHH:

1.13

SCHD:

1.07

Calmar Ratio

HHH:

0.26

SCHD:

0.27

Martin Ratio

HHH:

1.85

SCHD:

1.05

Ulcer Index

HHH:

8.96%

SCHD:

4.09%

Daily Std Dev

HHH:

31.43%

SCHD:

15.83%

Max Drawdown

HHH:

-76.60%

SCHD:

-33.37%

Current Drawdown

HHH:

-56.48%

SCHD:

-12.33%

Returns By Period

In the year-to-date period, HHH achieves a -13.74% return, which is significantly lower than SCHD's -6.12% return. Over the past 10 years, HHH has underperformed SCHD with an annualized return of -7.53%, while SCHD has yielded a comparatively higher 10.27% annualized return.


HHH

YTD

-13.74%

1M

-11.08%

6M

-14.97%

1Y

14.78%

5Y*

6.03%

10Y*

-7.53%

SCHD

YTD

-6.12%

1M

-8.49%

6M

-10.14%

1Y

4.46%

5Y*

12.75%

10Y*

10.27%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

HHH vs. SCHD — Risk-Adjusted Performance Rank

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

HHH
The Risk-Adjusted Performance Rank of HHH is 7070
Overall Rank
The Sharpe Ratio Rank of HHH is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of HHH is 6868
Sortino Ratio Rank
The Omega Ratio Rank of HHH is 6767
Omega Ratio Rank
The Calmar Ratio Rank of HHH is 6666
Calmar Ratio Rank
The Martin Ratio Rank of HHH is 7474
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 5151
Overall Rank
The Sharpe Ratio Rank of SCHD is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 5050
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 5050
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 5454
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 5252
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.

HHH vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Howard Hughes Corporation (HHH) 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 HHH, currently valued at 0.53, compared to the broader market-2.00-1.000.001.002.003.00
HHH: 0.53
SCHD: 0.27
The chart of Sortino ratio for HHH, currently valued at 1.00, compared to the broader market-6.00-4.00-2.000.002.004.00
HHH: 1.00
SCHD: 0.48
The chart of Omega ratio for HHH, currently valued at 1.13, compared to the broader market0.501.001.502.00
HHH: 1.13
SCHD: 1.07
The chart of Calmar ratio for HHH, currently valued at 0.26, compared to the broader market0.001.002.003.004.00
HHH: 0.26
SCHD: 0.27
The chart of Martin ratio for HHH, currently valued at 1.85, compared to the broader market-5.000.005.0010.0015.0020.00
HHH: 1.85
SCHD: 1.05

The current HHH Sharpe Ratio is 0.53, which is higher than the SCHD Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of HHH 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-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.53
0.27
HHH
SCHD

Dividends

HHH vs. SCHD - Dividend Comparison

HHH has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 4.09%.


TTM20242023202220212020201920182017201620152014
HHH
Howard Hughes Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
4.09%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

HHH vs. SCHD - Drawdown Comparison

The maximum HHH drawdown since its inception was -76.60%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for HHH and SCHD. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-56.48%
-12.33%
HHH
SCHD

Volatility

HHH vs. SCHD - Volatility Comparison

Howard Hughes Corporation (HHH) has a higher volatility of 12.29% compared to Schwab US Dividend Equity ETF (SCHD) at 11.02%. This indicates that HHH'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%NovemberDecember2025FebruaryMarchApril
12.29%
11.02%
HHH
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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