KRP vs. SCHD
Compare and contrast key facts about Kimbell Royalty Partners, LP (KRP) and Schwab US 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: KRP or SCHD.
Key characteristics
| KRP | SCHD | |
|---|---|---|
| YTD Return | 18.06% | 17.47% |
| 1Y Return | 12.10% | 27.61% |
| 3Y Return (Ann) | 16.91% | 6.96% |
| 5Y Return (Ann) | 13.90% | 12.74% |
| Sharpe Ratio | 0.71 | 2.70 |
| Sortino Ratio | 1.06 | 3.89 |
| Omega Ratio | 1.13 | 1.48 |
| Calmar Ratio | 0.80 | 3.71 |
| Martin Ratio | 3.17 | 14.94 |
| Ulcer Index | 3.97% | 2.04% |
| Daily Std Dev | 17.84% | 11.25% |
| Max Drawdown | -80.91% | -33.37% |
| Current Drawdown | -2.97% | -0.51% |
Correlation
The correlation between KRP and SCHD is 0.33, 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
KRP vs. SCHD - Performance Comparison
The year-to-date returns for both stocks are quite close, with KRP having a 18.06% return and SCHD slightly lower at 17.47%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
KRP vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Kimbell Royalty Partners, LP (KRP) 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.
Dividends
KRP vs. SCHD - Dividend Comparison
KRP's dividend yield for the trailing twelve months is around 8.21%, more than SCHD's 3.37% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KRP Kimbell Royalty Partners, LP | 8.21% | 11.50% | 11.26% | 8.36% | 11.00% | 9.29% | 12.22% | 5.17% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHD Schwab US Dividend Equity ETF | 3.37% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
KRP vs. SCHD - Drawdown Comparison
The maximum KRP drawdown since its inception was -80.91%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for KRP and SCHD. For additional features, visit the drawdowns tool.
Volatility
KRP vs. SCHD - Volatility Comparison
Kimbell Royalty Partners, LP (KRP) has a higher volatility of 4.60% compared to Schwab US Dividend Equity ETF (SCHD) at 3.49%. This indicates that KRP'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.