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

Key characteristics


HTOOWSCHD
YTD Return10.53%2.29%
1Y Return-56.79%13.67%
3Y Return (Ann)-70.35%4.36%
Sharpe Ratio-0.161.11
Daily Std Dev382.11%11.38%
Max Drawdown-99.65%-33.37%
Current Drawdown-99.17%-4.17%

Correlation

-0.50.00.51.00.1

The correlation between HTOOW and SCHD is 0.06, 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.

Performance

HTOOW vs. SCHD - Performance Comparison

In the year-to-date period, HTOOW achieves a 10.53% return, which is significantly higher than SCHD's 2.29% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%20.00%40.00%December2024FebruaryMarchAprilMay
-99.08%
34.11%
HTOOW
SCHD

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Fusion Fuel Green PLC

Schwab US Dividend Equity ETF

Risk-Adjusted Performance

HTOOW vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fusion Fuel Green PLC (HTOOW) 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.


HTOOW
Sharpe ratio
The chart of Sharpe ratio for HTOOW, currently valued at -0.16, compared to the broader market-2.00-1.000.001.002.003.004.00-0.16
Sortino ratio
The chart of Sortino ratio for HTOOW, currently valued at 2.46, compared to the broader market-4.00-2.000.002.004.006.002.46
Omega ratio
The chart of Omega ratio for HTOOW, currently valued at 1.29, compared to the broader market0.501.001.501.29
Calmar ratio
The chart of Calmar ratio for HTOOW, currently valued at -0.62, compared to the broader market0.002.004.006.00-0.62
Martin ratio
The chart of Martin ratio for HTOOW, currently valued at -1.03, compared to the broader market-10.000.0010.0020.0030.00-1.03
SCHD
Sharpe ratio
The chart of Sharpe ratio for SCHD, currently valued at 1.11, compared to the broader market-2.00-1.000.001.002.003.004.001.11
Sortino ratio
The chart of Sortino ratio for SCHD, currently valued at 1.67, compared to the broader market-4.00-2.000.002.004.006.001.67
Omega ratio
The chart of Omega ratio for SCHD, currently valued at 1.19, compared to the broader market0.501.001.501.19
Calmar ratio
The chart of Calmar ratio for SCHD, currently valued at 0.96, compared to the broader market0.002.004.006.000.96
Martin ratio
The chart of Martin ratio for SCHD, currently valued at 3.75, compared to the broader market-10.000.0010.0020.0030.003.75

HTOOW vs. SCHD - Sharpe Ratio Comparison

The current HTOOW Sharpe Ratio is -0.16, which is lower than the SCHD Sharpe Ratio of 1.11. The chart below compares the 12-month rolling Sharpe Ratio of HTOOW and SCHD.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50December2024FebruaryMarchAprilMay
-0.16
1.11
HTOOW
SCHD

Dividends

HTOOW vs. SCHD - Dividend Comparison

HTOOW has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 3.46%.


TTM20232022202120202019201820172016201520142013
HTOOW
Fusion Fuel Green PLC
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
3.46%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

HTOOW vs. SCHD - Drawdown Comparison

The maximum HTOOW drawdown since its inception was -99.65%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for HTOOW and SCHD. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%December2024FebruaryMarchAprilMay
-99.17%
-4.17%
HTOOW
SCHD

Volatility

HTOOW vs. SCHD - Volatility Comparison

Fusion Fuel Green PLC (HTOOW) has a higher volatility of 59.99% compared to Schwab US Dividend Equity ETF (SCHD) at 3.59%. This indicates that HTOOW'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.


0.00%50.00%100.00%150.00%December2024FebruaryMarchAprilMay
59.99%
3.59%
HTOOW
SCHD