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

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.


-0.50.00.51.00.3

Performance

KRP vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kimbell Royalty Partners, LP (KRP) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

60.00%80.00%100.00%120.00%140.00%160.00%JulyAugustSeptemberOctoberNovemberDecember
59.85%
143.83%
KRP
SCHD

Key characteristics

Sharpe Ratio

KRP:

0.73

SCHD:

1.02

Sortino Ratio

KRP:

1.09

SCHD:

1.51

Omega Ratio

KRP:

1.13

SCHD:

1.18

Calmar Ratio

KRP:

0.80

SCHD:

1.55

Martin Ratio

KRP:

3.75

SCHD:

5.23

Ulcer Index

KRP:

3.37%

SCHD:

2.21%

Daily Std Dev

KRP:

17.20%

SCHD:

11.28%

Max Drawdown

KRP:

-80.91%

SCHD:

-33.37%

Current Drawdown

KRP:

-6.02%

SCHD:

-7.44%

Returns By Period

In the year-to-date period, KRP achieves a 14.34% return, which is significantly higher than SCHD's 10.68% return.


KRP

YTD

14.34%

1M

-2.96%

6M

0.39%

1Y

12.04%

5Y*

9.22%

10Y*

N/A

SCHD

YTD

10.68%

1M

-5.06%

6M

7.69%

1Y

10.91%

5Y*

10.81%

10Y*

10.89%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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.


Sharpe ratio
The chart of Sharpe ratio for KRP, currently valued at 0.73, compared to the broader market-4.00-2.000.002.000.731.02
The chart of Sortino ratio for KRP, currently valued at 1.09, compared to the broader market-4.00-2.000.002.004.001.091.51
The chart of Omega ratio for KRP, currently valued at 1.13, compared to the broader market0.501.001.502.001.131.18
The chart of Calmar ratio for KRP, currently valued at 0.80, compared to the broader market0.002.004.006.000.801.55
The chart of Martin ratio for KRP, currently valued at 3.75, compared to the broader market0.0010.0020.003.755.23
KRP
SCHD

The current KRP Sharpe Ratio is 0.73, which is comparable to the SCHD Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of KRP 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.73
1.02
KRP
SCHD

Dividends

KRP vs. SCHD - Dividend Comparison

KRP's dividend yield for the trailing twelve months is around 11.36%, more than SCHD's 3.67% yield.


TTM20232022202120202019201820172016201520142013
KRP
Kimbell Royalty Partners, LP
11.36%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
3.67%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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.02%
-7.44%
KRP
SCHD

Volatility

KRP vs. SCHD - Volatility Comparison

Kimbell Royalty Partners, LP (KRP) and Schwab US Dividend Equity ETF (SCHD) have volatilities of 3.63% and 3.57%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
3.63%
3.57%
KRP
SCHD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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