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KHC vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between KHC and SCHD is 0.36, 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.


Performance

KHC vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Kraft Heinz Company (KHC) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

KHC:

-0.93

SCHD:

0.29

Sortino Ratio

KHC:

-1.33

SCHD:

0.40

Omega Ratio

KHC:

0.85

SCHD:

1.05

Calmar Ratio

KHC:

-0.37

SCHD:

0.21

Martin Ratio

KHC:

-1.83

SCHD:

0.63

Ulcer Index

KHC:

12.36%

SCHD:

5.25%

Daily Std Dev

KHC:

23.11%

SCHD:

16.48%

Max Drawdown

KHC:

-76.07%

SCHD:

-33.37%

Current Drawdown

KHC:

-59.99%

SCHD:

-9.40%

Returns By Period

In the year-to-date period, KHC achieves a -11.50% return, which is significantly lower than SCHD's -2.98% return.


KHC

YTD

-11.50%

1M

-9.02%

6M

-13.91%

1Y

-21.44%

3Y*

-7.03%

5Y*

1.73%

10Y*

N/A

SCHD

YTD

-2.98%

1M

2.34%

6M

-9.15%

1Y

4.79%

3Y*

3.60%

5Y*

12.33%

10Y*

10.60%

*Annualized

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The Kraft Heinz Company

Schwab US Dividend Equity ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

KHC vs. SCHD — Risk-Adjusted Performance Rank

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

KHC
The Risk-Adjusted Performance Rank of KHC is 1111
Overall Rank
The Sharpe Ratio Rank of KHC is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of KHC is 88
Sortino Ratio Rank
The Omega Ratio Rank of KHC is 1010
Omega Ratio Rank
The Calmar Ratio Rank of KHC is 2828
Calmar Ratio Rank
The Martin Ratio Rank of KHC is 22
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 3131
Overall Rank
The Sharpe Ratio Rank of SCHD is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 2929
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 2929
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 3434
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 3131
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

KHC vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Kraft Heinz Company (KHC) 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 KHC Sharpe Ratio is -0.93, which is lower than the SCHD Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of KHC 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

KHC vs. SCHD - Dividend Comparison

KHC's dividend yield for the trailing twelve months is around 5.96%, more than SCHD's 3.96% yield.


TTM20242023202220212020201920182017201620152014
KHC
The Kraft Heinz Company
5.96%5.21%4.33%3.93%4.46%4.62%4.98%5.81%3.15%2.69%2.34%0.00%
SCHD
Schwab US Dividend Equity ETF
3.96%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

KHC vs. SCHD - Drawdown Comparison

The maximum KHC drawdown since its inception was -76.07%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for KHC and SCHD.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

KHC vs. SCHD - Volatility Comparison

The Kraft Heinz Company (KHC) has a higher volatility of 6.93% compared to Schwab US Dividend Equity ETF (SCHD) at 4.81%. This indicates that KHC'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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