HUMA vs. SCHD
HUMA (Humacyte, Inc.) is a stock, while SCHD (Schwab U.S. Dividend Equity ETF) is Dividend fund tracking the Dow Jones U.S. Dividend 100 Index. Over the past 3 years, HUMA returned -38.29%/yr vs 14.60%/yr for SCHD. At a 0.23 correlation, their price movements are largely independent.
Performance
HUMA vs. SCHD - Performance Comparison
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Returns By Period
In the year-to-date period, HUMA achieves a -27.08% return, which is significantly lower than SCHD's 17.72% return.
HUMA
- 1D
- -16.55%
- 1M
- -33.30%
- YTD
- -27.08%
- 6M
- -38.02%
- 1Y
- -68.31%
- 3Y*
- -38.29%
- 5Y*
- —
- 10Y*
- —
SCHD
- 1D
- 0.41%
- 1M
- -2.47%
- YTD
- 17.72%
- 6M
- 17.25%
- 1Y
- 24.56%
- 3Y*
- 14.60%
- 5Y*
- 8.71%
- 10Y*
- 12.72%
HUMA vs. SCHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
HUMA Humacyte, Inc. | -27.08% | -80.98% | 77.82% | 34.60% | -70.90% | -28.92% |
SCHD Schwab U.S. Dividend Equity ETF | 17.72% | 4.34% | 11.66% | 4.54% | -3.26% | 5.98% |
Correlation
The correlation between HUMA and SCHD is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Aug 26, 2021 | 0.23 |
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Return for Risk
HUMA vs. SCHD — Risk / Return Rank
HUMA
SCHD
HUMA vs. SCHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Humacyte, Inc. (HUMA) and Schwab U.S. 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| HUMA | SCHD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.83 | ||
| Sortino ratioReturn per unit of downside risk | -3.99 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.40 | -0.47 |
| Calmar ratioReturn relative to maximum drawdown | -0.87 | 5.35 | -6.21 |
| Martin ratioReturn relative to average drawdown | -1.29 | 12.94 | -14.23 |
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Drawdowns
HUMA vs. SCHD - Drawdown Comparison
The maximum HUMA drawdown since its inception was -96.62%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for HUMA and SCHD.
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Drawdown Indicators
| HUMA | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.62% | -33.37% | -63.25% |
Max Drawdown (1Y)Largest decline over 1 year | -78.96% | -4.61% | -74.35% |
Max Drawdown (3Y)Largest decline over 3 years | -93.93% | -16.13% | -77.80% |
Max Drawdown (5Y)Largest decline over 5 years | — | -16.85% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.37% | — |
Current DrawdownCurrent decline from peak | -95.88% | -2.47% | -93.41% |
Average DrawdownAverage peak-to-trough decline | -76.40% | -3.31% | -73.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 52.82% | 1.90% | +50.92% |
Volatility
HUMA vs. SCHD - Volatility Comparison
Humacyte, Inc. (HUMA) has a higher volatility of 37.81% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 3.58%. This indicates that HUMA'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.
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Volatility by Period
| HUMA | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 37.81% | 3.58% | +34.23% |
Volatility (6M)Calculated over the trailing 6-month period | 84.45% | 7.73% | +76.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 114.64% | 11.07% | +103.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 98.19% | 14.36% | +83.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 98.19% | 16.71% | +81.48% |
Dividends
HUMA vs. SCHD - Dividend Comparison
HUMA has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 3.30%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HUMA Humacyte, 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 U.S. Dividend Equity ETF | 3.30% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
Frequently Asked Questions
HUMA and SCHD have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HUMA has higher volatility (37.81%) compared to SCHD (3.58%). In terms of maximum drawdown, HUMA dropped -96.62% vs SCHD's -33.37%.
SCHD currently has the higher Sharpe Ratio (2.23 vs -0.60), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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