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

Correlation

The correlation between KRP and SCHD is 0.29, 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 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.

Loading data...

Key characteristics

Sharpe Ratio

KRP:

-0.40

SCHD:

0.21

Sortino Ratio

KRP:

-0.43

SCHD:

0.24

Omega Ratio

KRP:

0.94

SCHD:

1.03

Calmar Ratio

KRP:

-0.43

SCHD:

0.09

Martin Ratio

KRP:

-1.22

SCHD:

0.29

Ulcer Index

KRP:

9.80%

SCHD:

5.24%

Daily Std Dev

KRP:

27.34%

SCHD:

16.46%

Max Drawdown

KRP:

-80.91%

SCHD:

-33.37%

Current Drawdown

KRP:

-15.25%

SCHD:

-10.71%

Returns By Period

In the year-to-date period, KRP achieves a -14.10% return, which is significantly lower than SCHD's -4.38% return.


KRP

YTD

-14.10%

1M

9.72%

6M

-13.09%

1Y

-10.94%

3Y*

-0.34%

5Y*

25.82%

10Y*

N/A

SCHD

YTD

-4.38%

1M

1.85%

6M

-10.16%

1Y

3.43%

3Y*

4.44%

5Y*

12.77%

10Y*

10.46%

*Annualized

Compare stocks, funds, or ETFs

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


Kimbell Royalty Partners, LP

Schwab US Dividend Equity ETF

Risk-Adjusted Performance

KRP vs. SCHD — Risk-Adjusted Performance Rank

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

KRP
The Risk-Adjusted Performance Rank of KRP is 2424
Overall Rank
The Sharpe Ratio Rank of KRP is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of KRP is 2525
Sortino Ratio Rank
The Omega Ratio Rank of KRP is 2424
Omega Ratio Rank
The Calmar Ratio Rank of KRP is 2424
Calmar Ratio Rank
The Martin Ratio Rank of KRP is 1818
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 2424
Overall Rank
The Sharpe Ratio Rank of SCHD is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 2222
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 2222
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 2424
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 2323
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.

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.


The current KRP Sharpe Ratio is -0.40, which is lower than the SCHD Sharpe Ratio of 0.21. 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.


Loading data...

Dividends

KRP vs. SCHD - Dividend Comparison

KRP's dividend yield for the trailing twelve months is around 13.00%, more than SCHD's 4.02% yield.


TTM20242023202220212020201920182017201620152014
KRP
Kimbell Royalty Partners, LP
13.00%10.78%11.50%11.26%8.36%11.00%9.29%12.22%5.17%0.00%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
4.02%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

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.


Loading data...

Volatility

KRP vs. SCHD - Volatility Comparison

Kimbell Royalty Partners, LP (KRP) has a higher volatility of 11.46% compared to Schwab US Dividend Equity ETF (SCHD) at 4.60%. 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.


Loading data...