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

Correlation

The correlation between HNST and SCHD is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

HNST vs. SCHD - Performance Comparison

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

-80.00%-60.00%-40.00%-20.00%0.00%20.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
-56.94%
23.18%
HNST
SCHD

Key characteristics

Sharpe Ratio

HNST:

1.84

SCHD:

1.20

Sortino Ratio

HNST:

2.82

SCHD:

1.76

Omega Ratio

HNST:

1.32

SCHD:

1.21

Calmar Ratio

HNST:

1.51

SCHD:

1.69

Martin Ratio

HNST:

5.64

SCHD:

5.86

Ulcer Index

HNST:

23.81%

SCHD:

2.30%

Daily Std Dev

HNST:

73.20%

SCHD:

11.25%

Max Drawdown

HNST:

-95.22%

SCHD:

-33.37%

Current Drawdown

HNST:

-70.04%

SCHD:

-6.72%

Returns By Period

In the year-to-date period, HNST achieves a 108.79% return, which is significantly higher than SCHD's 11.54% return.


HNST

YTD

108.79%

1M

-4.97%

6M

177.82%

1Y

122.98%

5Y*

N/A

10Y*

N/A

SCHD

YTD

11.54%

1M

-4.06%

6M

7.86%

1Y

12.63%

5Y*

10.97%

10Y*

10.86%

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Risk-Adjusted Performance

HNST vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Honest Company, Inc. (HNST) 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 HNST, currently valued at 1.84, compared to the broader market-4.00-2.000.002.001.841.20
The chart of Sortino ratio for HNST, currently valued at 2.82, compared to the broader market-4.00-2.000.002.004.002.821.76
The chart of Omega ratio for HNST, currently valued at 1.32, compared to the broader market0.501.001.502.001.321.21
The chart of Calmar ratio for HNST, currently valued at 1.51, compared to the broader market0.002.004.006.001.511.69
The chart of Martin ratio for HNST, currently valued at 5.64, compared to the broader market-5.000.005.0010.0015.0020.0025.005.645.86
HNST
SCHD

The current HNST Sharpe Ratio is 1.84, which is higher than the SCHD Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of HNST 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 Ratio1.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
1.84
1.20
HNST
SCHD

Dividends

HNST vs. SCHD - Dividend Comparison

HNST has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 3.64%.


TTM20232022202120202019201820172016201520142013
HNST
The Honest Company, Inc.
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
3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

HNST vs. SCHD - Drawdown Comparison

The maximum HNST drawdown since its inception was -95.22%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for HNST and SCHD. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-70.04%
-6.72%
HNST
SCHD

Volatility

HNST vs. SCHD - Volatility Comparison

The Honest Company, Inc. (HNST) has a higher volatility of 19.36% compared to Schwab US Dividend Equity ETF (SCHD) at 3.88%. This indicates that HNST'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%30.00%JulyAugustSeptemberOctoberNovemberDecember
19.36%
3.88%
HNST
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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