PortfoliosLab logoPortfoliosLab logo
IBIO vs. SCHD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IBIO vs. SCHD - Performance Comparison

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

Loading graphics...

IBIO vs. SCHD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IBIO
iBio, Inc.
1.04%-21.22%78.83%-84.59%-96.76%-47.71%320.00%-66.82%-58.14%-54.43%
SCHD
Schwab U.S. Dividend Equity ETF
12.17%4.34%11.66%4.54%-3.26%29.87%15.03%27.29%-5.56%20.85%

Returns By Period

In the year-to-date period, IBIO achieves a 1.04% return, which is significantly lower than SCHD's 12.17% return. Over the past 10 years, IBIO has underperformed SCHD with an annualized return of -51.79%, while SCHD has yielded a comparatively higher 12.25% annualized return.


IBIO

1D
2.63%
1M
-27.51%
YTD
1.04%
6M
136.71%
1Y
-50.13%
3Y*
-63.94%
5Y*
-70.09%
10Y*
-51.79%

SCHD

1D
-0.55%
1M
-3.43%
YTD
12.17%
6M
12.91%
1Y
13.70%
3Y*
11.84%
5Y*
8.32%
10Y*
12.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


Return for Risk

IBIO vs. SCHD — Risk / Return Rank

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

IBIO
IBIO Risk / Return Rank: 2929
Overall Rank
IBIO Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
IBIO Sortino Ratio Rank: 3636
Sortino Ratio Rank
IBIO Omega Ratio Rank: 3636
Omega Ratio Rank
IBIO Calmar Ratio Rank: 2121
Calmar Ratio Rank
IBIO Martin Ratio Rank: 2828
Martin Ratio Rank

SCHD
SCHD Risk / Return Rank: 4343
Overall Rank
SCHD Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SCHD Sortino Ratio Rank: 4646
Sortino Ratio Rank
SCHD Omega Ratio Rank: 4646
Omega Ratio Rank
SCHD Calmar Ratio Rank: 3939
Calmar Ratio Rank
SCHD Martin Ratio Rank: 3838
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IBIO vs. SCHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iBio, Inc. (IBIO) 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.


IBIOSCHDDifference

Sharpe ratio

Return per unit of total volatility

-0.37

0.88

-1.25

Sortino ratio

Return per unit of downside risk

0.29

1.32

-1.03

Omega ratio

Gain probability vs. loss probability

1.04

1.19

-0.15

Calmar ratio

Return relative to maximum drawdown

-0.60

1.05

-1.65

Martin ratio

Return relative to average drawdown

-0.75

3.55

-4.30

IBIO vs. SCHD - Sharpe Ratio Comparison

The current IBIO Sharpe Ratio is -0.37, which is lower than the SCHD Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of IBIO 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.


Loading graphics...

Sharpe Ratios by Period


IBIOSCHDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.37

0.88

-1.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.46

0.58

-1.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.33

0.74

-1.07

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.23

0.84

-1.07

Correlation

The correlation between IBIO and SCHD is 0.10, 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.


Dividends

IBIO vs. SCHD - Dividend Comparison

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


TTM20252024202320222021202020192018201720162015
IBIO
iBio, 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
3.46%3.82%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%

Drawdowns

IBIO vs. SCHD - Drawdown Comparison

The maximum IBIO drawdown since its inception was -100.00%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for IBIO and SCHD.


Loading graphics...

Drawdown Indicators


IBIOSCHDDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-33.37%

-66.63%

Max Drawdown (1Y)

Largest decline over 1 year

-86.09%

-12.74%

-73.35%

Max Drawdown (5Y)

Largest decline over 5 years

-99.93%

-16.85%

-83.08%

Max Drawdown (10Y)

Largest decline over 10 years

-99.98%

-33.37%

-66.61%

Current Drawdown

Current decline from peak

-99.99%

-3.43%

-96.56%

Average Drawdown

Average peak-to-trough decline

-86.54%

-3.34%

-83.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

68.87%

3.75%

+65.12%

Volatility

IBIO vs. SCHD - Volatility Comparison

iBio, Inc. (IBIO) has a higher volatility of 31.99% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.33%. This indicates that IBIO'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.


Loading graphics...

Volatility by Period


IBIOSCHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

31.99%

2.33%

+29.66%

Volatility (6M)

Calculated over the trailing 6-month period

95.92%

7.96%

+87.96%

Volatility (1Y)

Calculated over the trailing 1-year period

135.26%

15.69%

+119.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

153.63%

14.40%

+139.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

156.81%

16.70%

+140.11%