KOS vs. SCHD
Compare and contrast key facts about Kosmos Energy Ltd. (KOS) 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
KOS vs. SCHD - Performance Comparison
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KOS vs. SCHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KOS Kosmos Energy Ltd. | 206.37% | -73.47% | -49.03% | 5.50% | 83.82% | 47.23% | -58.06% | 44.22% | -40.58% | -2.28% |
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, KOS achieves a 206.37% return, which is significantly higher than SCHD's 12.79% return. Over the past 10 years, KOS has underperformed SCHD with an annualized return of -6.35%, while SCHD has yielded a comparatively higher 12.31% annualized return.
KOS
- 1D
- -6.08%
- 1M
- 19.31%
- YTD
- 206.37%
- 6M
- 67.47%
- 1Y
- 21.93%
- 3Y*
- -27.97%
- 5Y*
- -3.08%
- 10Y*
- -6.35%
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%
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Return for Risk
KOS vs. SCHD — Risk / Return Rank
KOS
SCHD
KOS vs. SCHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Kosmos Energy Ltd. (KOS) 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.
| KOS | SCHD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.23 | 0.89 | -0.66 |
Sortino ratioReturn per unit of downside risk | 1.05 | 1.35 | -0.29 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.19 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.40 | 1.19 | -0.80 |
Martin ratioReturn relative to average drawdown | 0.77 | 3.99 | -3.22 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| KOS | SCHD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.23 | 0.89 | -0.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.04 | 0.59 | -0.63 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.08 | 0.74 | -0.82 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.17 | 0.84 | -1.01 |
Correlation
The correlation between KOS and SCHD is 0.37, 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
KOS vs. SCHD - Dividend Comparison
KOS 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KOS Kosmos Energy Ltd. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.92% | 3.17% | 0.00% | 0.00% | 0.00% | 0.00% |
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
KOS vs. SCHD - Drawdown Comparison
The maximum KOS drawdown since its inception was -97.11%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for KOS and SCHD.
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Drawdown Indicators
| KOS | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.11% | -33.37% | -63.74% |
Max Drawdown (1Y)Largest decline over 1 year | -63.57% | -12.74% | -50.83% |
Max Drawdown (5Y)Largest decline over 5 years | -89.82% | -16.85% | -72.97% |
Max Drawdown (10Y)Largest decline over 10 years | -94.28% | -33.37% | -60.91% |
Current DrawdownCurrent decline from peak | -84.86% | -2.89% | -81.97% |
Average DrawdownAverage peak-to-trough decline | -64.30% | -3.34% | -60.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 32.70% | 3.89% | +28.81% |
Volatility
KOS vs. SCHD - Volatility Comparison
Kosmos Energy Ltd. (KOS) has a higher volatility of 32.03% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.40%. This indicates that KOS'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
| KOS | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 32.03% | 2.40% | +29.63% |
Volatility (6M)Calculated over the trailing 6-month period | 70.53% | 7.96% | +62.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 95.15% | 15.74% | +79.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 70.35% | 14.40% | +55.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 76.72% | 16.70% | +60.02% |