JACK vs. SCHD
JACK (Jack in the Box 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 10 years, JACK returned -14.59%/yr vs 12.34%/yr for SCHD. At a 0.37 correlation, their price movements are largely independent.
Performance
JACK vs. SCHD - Performance Comparison
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Returns By Period
In the year-to-date period, JACK achieves a -20.21% return, which is significantly lower than SCHD's 20.66% return. Over the past 10 years, JACK has underperformed SCHD with an annualized return of -14.59%, while SCHD has yielded a comparatively higher 12.34% annualized return.
JACK
- 1D
- 1.54%
- 1M
- 13.09%
- 6M
- -33.27%
- YTD
- -20.21%
- 1Y
- -33.54%
- 3Y*
- -45.29%
- 5Y*
- -30.86%
- 10Y*
- -14.59%
SCHD
- 1D
- 0.49%
- 1M
- -0.00%
- 6M
- 16.13%
- YTD
- 20.66%
- 1Y
- 23.51%
- 3Y*
- 14.13%
- 5Y*
- 9.00%
- 10Y*
- 12.34%
JACK vs. SCHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JACK Jack in the Box Inc. | -20.21% | -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 | 20.66% | 4.34% | 11.66% | 4.54% | -3.26% | 29.87% | 15.03% | 27.29% | -5.56% | 20.85% |
Correlation
The correlation between JACK and SCHD is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Oct 20, 2011 | 0.37 |
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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.
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.
| JACK | SCHD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.60 | ||
| Sortino ratioReturn per unit of downside risk | -3.53 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.38 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | -0.54 | 5.12 | -5.66 |
| Martin ratioReturn relative to average drawdown | -0.95 | 12.47 | -13.41 |
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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.
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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 | -62.24% | -4.61% | -57.63% |
Max Drawdown (3Y)Largest decline over 3 years | -90.00% | -16.13% | -73.87% |
Max Drawdown (5Y)Largest decline over 5 years | -90.68% | -16.85% | -73.83% |
Max Drawdown (10Y)Largest decline over 10 years | -91.50% | -33.37% | -58.13% |
Current DrawdownCurrent decline from peak | -86.32% | -0.03% | -86.29% |
Average DrawdownAverage peak-to-trough decline | -30.42% | -3.31% | -27.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 35.48% | 1.89% | +33.59% |
Volatility
JACK vs. SCHD - Volatility Comparison
Jack in the Box Inc. (JACK) has a higher volatility of 34.00% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 3.54%. 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.
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Volatility by Period
| JACK | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 34.00% | 3.54% | +30.46% |
Volatility (6M)Calculated over the trailing 6-month period | 58.64% | 7.70% | +50.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 77.12% | 10.93% | +66.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 50.74% | 14.36% | +36.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 47.94% | 16.70% | +31.24% |
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 3.22%.
| Position | 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 | 3.22% | 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
JACK and SCHD have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JACK has higher volatility (34.00%) compared to SCHD (3.54%). In terms of maximum drawdown, JACK dropped -91.50% vs SCHD's -33.37%.
SCHD currently has the higher Sharpe Ratio (2.17 vs -0.44), 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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