JACK vs. SCHD
Compare and contrast key facts about Jack in the Box Inc. (JACK) and Schwab U.S. Dividend Equity ETF (SCHD).
SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011.
Performance
JACK vs. SCHD - Performance Comparison
Loading graphics...
JACK vs. SCHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JACK Jack in the Box Inc. | -48.97% | -53.84% | -47.35% | 22.24% | -20.18% | -4.11% | 20.74% | 2.50% | -19.42% | -10.70% |
SCHD Schwab U.S. Dividend Equity ETF | 12.79% | 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, JACK achieves a -48.97% return, which is significantly lower than SCHD's 12.79% return. Over the past 10 years, JACK has underperformed SCHD with an annualized return of -15.68%, while SCHD has yielded a comparatively higher 12.31% annualized return.
JACK
- 1D
- 2.93%
- 1M
- -42.85%
- YTD
- -48.97%
- 6M
- -51.09%
- 1Y
- -64.44%
- 3Y*
- -51.03%
- 5Y*
- -37.63%
- 10Y*
- -15.68%
SCHD
- 1D
- 0.66%
- 1M
- -2.61%
- YTD
- 12.79%
- 6M
- 14.49%
- 1Y
- 13.97%
- 3Y*
- 12.05%
- 5Y*
- 8.44%
- 10Y*
- 12.31%
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
JACK vs. SCHD — Risk / Return Rank
JACK
SCHD
JACK vs. SCHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Jack in the Box Inc. (JACK) 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.
| JACK | SCHD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.93 | 0.89 | -1.82 |
Sortino ratioReturn per unit of downside risk | -1.56 | 1.35 | -2.90 |
Omega ratioGain probability vs. loss probability | 0.83 | 1.19 | -0.36 |
Calmar ratioReturn relative to maximum drawdown | -0.96 | 1.19 | -2.15 |
Martin ratioReturn relative to average drawdown | -1.89 | 3.99 | -5.88 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| JACK | SCHD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.93 | 0.89 | -1.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.82 | 0.59 | -1.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.34 | 0.74 | -1.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.03 | 0.84 | -0.81 |
Correlation
The correlation between JACK and SCHD is 0.38, 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
JACK vs. SCHD - Dividend Comparison
JACK has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 3.44%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JACK Jack in the Box Inc. | 0.00% | 2.32% | 4.23% | 2.16% | 2.58% | 1.97% | 1.29% | 2.05% | 2.06% | 1.63% | 1.16% | 1.43% |
SCHD Schwab U.S. Dividend Equity ETF | 3.44% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
Drawdowns
JACK vs. SCHD - Drawdown Comparison
The maximum JACK drawdown since its inception was -91.50%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for JACK and SCHD.
Loading graphics...
Drawdown Indicators
| JACK | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.50% | -33.37% | -58.13% |
Max Drawdown (1Y)Largest decline over 1 year | -67.38% | -12.74% | -54.64% |
Max Drawdown (5Y)Largest decline over 5 years | -91.50% | -16.85% | -74.65% |
Max Drawdown (10Y)Largest decline over 10 years | -91.50% | -33.37% | -58.13% |
Current DrawdownCurrent decline from peak | -91.25% | -2.89% | -88.36% |
Average DrawdownAverage peak-to-trough decline | -29.95% | -3.34% | -26.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 34.26% | 3.89% | +30.37% |
Volatility
JACK vs. SCHD - Volatility Comparison
Jack in the Box Inc. (JACK) has a higher volatility of 13.44% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.40%. This indicates that JACK'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
| JACK | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.44% | 2.40% | +11.04% |
Volatility (6M)Calculated over the trailing 6-month period | 50.19% | 7.96% | +42.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 69.47% | 15.74% | +53.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.29% | 14.40% | +31.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 45.88% | 16.70% | +29.18% |