HUMA vs. SCHD

In the year-to-date period, HUMA achieves a -47.13% return, which is significantly lower than SCHD's -3.35% return.

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This table presents a comparison of risk-adjusted performance metrics for Humacyte, Inc. (HUMA) 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 current HUMA Sharpe Ratio is -0.62, which is lower than the SCHD Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of HUMA 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.

HUMA has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 3.97%.

The maximum HUMA drawdown since its inception was -93.23%, 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.

Humacyte, Inc. (HUMA) has a higher volatility of 37.96% compared to Schwab US Dividend Equity ETF (SCHD) at 4.90%. 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.