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

Correlation

The correlation between HON and SCHD is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

HON vs. SCHD - Performance Comparison

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

360.00%380.00%400.00%420.00%440.00%460.00%480.00%JulyAugustSeptemberOctoberNovemberDecember
463.13%
394.81%
HON
SCHD

Key characteristics

Sharpe Ratio

HON:

0.83

SCHD:

1.20

Sortino Ratio

HON:

1.24

SCHD:

1.76

Omega Ratio

HON:

1.16

SCHD:

1.21

Calmar Ratio

HON:

1.05

SCHD:

1.69

Martin Ratio

HON:

2.94

SCHD:

5.86

Ulcer Index

HON:

5.08%

SCHD:

2.30%

Daily Std Dev

HON:

17.90%

SCHD:

11.25%

Max Drawdown

HON:

-71.79%

SCHD:

-33.37%

Current Drawdown

HON:

-3.25%

SCHD:

-6.72%

Returns By Period

The year-to-date returns for both investments are quite close, with HON having a 11.20% return and SCHD slightly higher at 11.54%. Both investments have delivered pretty close results over the past 10 years, with HON having a 10.37% annualized return and SCHD not far ahead at 10.86%.


HON

YTD

11.20%

1M

0.73%

6M

7.26%

1Y

13.73%

5Y*

7.51%

10Y*

10.37%

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

HON vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Honeywell International Inc (HON) 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 HON, currently valued at 0.83, compared to the broader market-4.00-2.000.002.000.831.20
The chart of Sortino ratio for HON, currently valued at 1.24, compared to the broader market-4.00-2.000.002.004.001.241.76
The chart of Omega ratio for HON, currently valued at 1.16, compared to the broader market0.501.001.502.001.161.21
The chart of Calmar ratio for HON, currently valued at 1.05, compared to the broader market0.002.004.006.001.051.69
The chart of Martin ratio for HON, currently valued at 2.94, compared to the broader market-5.000.005.0010.0015.0020.0025.002.945.86
HON
SCHD

The current HON Sharpe Ratio is 0.83, which is lower than the SCHD Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of HON 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-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.83
1.20
HON
SCHD

Dividends

HON vs. SCHD - Dividend Comparison

HON's dividend yield for the trailing twelve months is around 1.91%, less than SCHD's 3.64% yield.


TTM20232022202120202019201820172016201520142013
HON
Honeywell International Inc
1.91%1.99%1.85%1.81%1.71%1.90%0.62%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

HON vs. SCHD - Drawdown Comparison

The maximum HON drawdown since its inception was -71.79%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for HON and SCHD. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.25%
-6.72%
HON
SCHD

Volatility

HON vs. SCHD - Volatility Comparison

Honeywell International Inc (HON) has a higher volatility of 6.30% compared to Schwab US Dividend Equity ETF (SCHD) at 3.88%. This indicates that HON'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%3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
6.30%
3.88%
HON
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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