HHH vs. SCHD

In the year-to-date period, HHH achieves a -9.10% return, which is significantly lower than SCHD's -4.79% return. Over the past 10 years, HHH has underperformed SCHD with an annualized return of -6.91%, while SCHD has yielded a comparatively higher 10.38% annualized return.

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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.

The current HHH Sharpe Ratio is 0.31, which is higher than the SCHD Sharpe Ratio of 0.14. 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.

HHH has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 4.03%.

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.

Howard Hughes Corporation (HHH) has a higher volatility of 10.03% compared to Schwab US Dividend Equity ETF (SCHD) at 8.36%. 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.