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

Correlation

The correlation between HUM and SCHD is 0.39, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

HUM vs. SCHD - Performance Comparison

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

250.00%300.00%350.00%400.00%NovemberDecember2025FebruaryMarchApril
298.80%
369.64%
HUM
SCHD

Key characteristics

Sharpe Ratio

HUM:

-0.44

SCHD:

0.18

Sortino Ratio

HUM:

-0.36

SCHD:

0.35

Omega Ratio

HUM:

0.95

SCHD:

1.05

Calmar Ratio

HUM:

-0.32

SCHD:

0.18

Martin Ratio

HUM:

-0.71

SCHD:

0.64

Ulcer Index

HUM:

25.87%

SCHD:

4.44%

Daily Std Dev

HUM:

41.85%

SCHD:

15.99%

Max Drawdown

HUM:

-85.10%

SCHD:

-33.37%

Current Drawdown

HUM:

-51.91%

SCHD:

-11.47%

Returns By Period

In the year-to-date period, HUM achieves a 4.56% return, which is significantly higher than SCHD's -5.19% return. Over the past 10 years, HUM has underperformed SCHD with an annualized return of 5.43%, while SCHD has yielded a comparatively higher 10.34% annualized return.


HUM

YTD

4.56%

1M

-1.89%

6M

2.10%

1Y

-12.52%

5Y*

-5.95%

10Y*

5.43%

SCHD

YTD

-5.19%

1M

-7.50%

6M

-7.13%

1Y

3.21%

5Y*

12.75%

10Y*

10.34%

*Annualized

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Risk-Adjusted Performance

HUM vs. SCHD — Risk-Adjusted Performance Rank

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

HUM
The Risk-Adjusted Performance Rank of HUM is 3030
Overall Rank
The Sharpe Ratio Rank of HUM is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of HUM is 2727
Sortino Ratio Rank
The Omega Ratio Rank of HUM is 2727
Omega Ratio Rank
The Calmar Ratio Rank of HUM is 3232
Calmar Ratio Rank
The Martin Ratio Rank of HUM is 3636
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 3535
Overall Rank
The Sharpe Ratio Rank of SCHD is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 3434
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 3434
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 3838
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 3636
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.

HUM vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Humana Inc. (HUM) 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 chart of Sharpe ratio for HUM, currently valued at -0.44, compared to the broader market-2.00-1.000.001.002.003.00
HUM: -0.44
SCHD: 0.18
The chart of Sortino ratio for HUM, currently valued at -0.36, compared to the broader market-6.00-4.00-2.000.002.004.00
HUM: -0.36
SCHD: 0.35
The chart of Omega ratio for HUM, currently valued at 0.95, compared to the broader market0.501.001.502.00
HUM: 0.95
SCHD: 1.05
The chart of Calmar ratio for HUM, currently valued at -0.32, compared to the broader market0.001.002.003.004.005.00
HUM: -0.32
SCHD: 0.18
The chart of Martin ratio for HUM, currently valued at -0.71, compared to the broader market-5.000.005.0010.0015.0020.00
HUM: -0.71
SCHD: 0.64

The current HUM Sharpe Ratio is -0.44, which is lower than the SCHD Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of HUM 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.44
0.18
HUM
SCHD

Dividends

HUM vs. SCHD - Dividend Comparison

HUM's dividend yield for the trailing twelve months is around 1.34%, less than SCHD's 4.05% yield.


TTM20242023202220212020201920182017201620152014
HUM
Humana Inc.
1.34%1.40%0.77%0.62%0.60%0.61%0.60%0.70%0.76%0.43%0.64%0.77%
SCHD
Schwab US Dividend Equity ETF
4.05%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

HUM vs. SCHD - Drawdown Comparison

The maximum HUM drawdown since its inception was -85.10%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for HUM and SCHD. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-51.91%
-11.47%
HUM
SCHD

Volatility

HUM vs. SCHD - Volatility Comparison

Humana Inc. (HUM) has a higher volatility of 17.55% compared to Schwab US Dividend Equity ETF (SCHD) at 11.20%. This indicates that HUM'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%NovemberDecember2025FebruaryMarchApril
17.55%
11.20%
HUM
SCHD