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

Correlation

The correlation between LEG and SCHD is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

LEG vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leggett & Platt, Incorporated (LEG) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-11.90%
7.12%
LEG
SCHD

Key characteristics

Sharpe Ratio

LEG:

-1.04

SCHD:

1.40

Sortino Ratio

LEG:

-1.48

SCHD:

2.04

Omega Ratio

LEG:

0.79

SCHD:

1.25

Calmar Ratio

LEG:

-0.64

SCHD:

2.01

Martin Ratio

LEG:

-1.21

SCHD:

5.68

Ulcer Index

LEG:

42.66%

SCHD:

2.81%

Daily Std Dev

LEG:

49.64%

SCHD:

11.36%

Max Drawdown

LEG:

-80.73%

SCHD:

-33.37%

Current Drawdown

LEG:

-77.54%

SCHD:

-3.54%

Returns By Period

In the year-to-date period, LEG achieves a 13.65% return, which is significantly higher than SCHD's 3.29% return. Over the past 10 years, LEG has underperformed SCHD with an annualized return of -9.73%, while SCHD has yielded a comparatively higher 11.39% annualized return.


LEG

YTD

13.65%

1M

12.59%

6M

-11.90%

1Y

-50.80%

5Y*

-23.30%

10Y*

-9.73%

SCHD

YTD

3.29%

1M

3.41%

6M

7.12%

1Y

14.15%

5Y*

11.28%

10Y*

11.39%

*Annualized

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Risk-Adjusted Performance

LEG vs. SCHD — Risk-Adjusted Performance Rank

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

LEG
The Risk-Adjusted Performance Rank of LEG is 77
Overall Rank
The Sharpe Ratio Rank of LEG is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of LEG is 55
Sortino Ratio Rank
The Omega Ratio Rank of LEG is 55
Omega Ratio Rank
The Calmar Ratio Rank of LEG is 1010
Calmar Ratio Rank
The Martin Ratio Rank of LEG is 1414
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 5555
Overall Rank
The Sharpe Ratio Rank of SCHD is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 5656
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 5353
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 6161
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 5151
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.

LEG vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Leggett & Platt, Incorporated (LEG) 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 LEG, currently valued at -1.04, compared to the broader market-2.000.002.004.00-1.041.40
The chart of Sortino ratio for LEG, currently valued at -1.48, compared to the broader market-4.00-2.000.002.004.006.00-1.482.04
The chart of Omega ratio for LEG, currently valued at 0.79, compared to the broader market0.501.001.502.000.791.25
The chart of Calmar ratio for LEG, currently valued at -0.64, compared to the broader market0.002.004.006.00-0.642.01
The chart of Martin ratio for LEG, currently valued at -1.21, compared to the broader market0.0010.0020.0030.00-1.215.68
LEG
SCHD

The current LEG Sharpe Ratio is -1.04, which is lower than the SCHD Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of LEG 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 Ratio-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
-1.04
1.40
LEG
SCHD

Dividends

LEG vs. SCHD - Dividend Comparison

LEG's dividend yield for the trailing twelve months is around 5.59%, more than SCHD's 3.52% yield.


TTM20242023202220212020201920182017201620152014
LEG
Leggett & Platt, Incorporated
5.59%6.35%6.95%5.40%4.03%3.61%3.11%4.19%2.98%2.74%3.00%2.86%
SCHD
Schwab US Dividend Equity ETF
3.52%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

LEG vs. SCHD - Drawdown Comparison

The maximum LEG drawdown since its inception was -80.73%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for LEG and SCHD. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-77.54%
-3.54%
LEG
SCHD

Volatility

LEG vs. SCHD - Volatility Comparison

Leggett & Platt, Incorporated (LEG) has a higher volatility of 11.40% compared to Schwab US Dividend Equity ETF (SCHD) at 4.22%. This indicates that LEG'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.


5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
11.40%
4.22%
LEG
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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