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LEG vs. SCHD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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 U.S. Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

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LEG vs. SCHD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LEG
Leggett & Platt, Incorporated
-9.74%17.02%-61.93%-13.45%-17.78%-3.76%-9.05%47.13%-22.25%0.58%
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, LEG achieves a -9.74% return, which is significantly lower than SCHD's 12.79% return. Over the past 10 years, LEG has underperformed SCHD with an annualized return of -11.45%, while SCHD has yielded a comparatively higher 12.31% annualized return.


LEG

1D
2.92%
1M
-14.99%
YTD
-9.74%
6M
12.29%
1Y
27.39%
3Y*
-29.74%
5Y*
-23.59%
10Y*
-11.45%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

LEG vs. SCHD — Risk / Return Rank

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

LEG
LEG Risk / Return Rank: 6262
Overall Rank
LEG Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
LEG Sortino Ratio Rank: 6363
Sortino Ratio Rank
LEG Omega Ratio Rank: 6161
Omega Ratio Rank
LEG Calmar Ratio Rank: 6565
Calmar Ratio Rank
LEG Martin Ratio Rank: 6464
Martin Ratio Rank

SCHD
SCHD Risk / Return Rank: 5252
Overall Rank
SCHD Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
SCHD Sortino Ratio Rank: 5555
Sortino Ratio Rank
SCHD Omega Ratio Rank: 5454
Omega Ratio Rank
SCHD Calmar Ratio Rank: 5353
Calmar Ratio Rank
SCHD Martin Ratio Rank: 4545
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LEG vs. SCHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leggett & Platt, Incorporated (LEG) 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.


LEGSCHDDifference

Sharpe ratio

Return per unit of total volatility

0.47

0.89

-0.42

Sortino ratio

Return per unit of downside risk

1.26

1.35

-0.09

Omega ratio

Gain probability vs. loss probability

1.16

1.19

-0.03

Calmar ratio

Return relative to maximum drawdown

1.03

1.19

-0.17

Martin ratio

Return relative to average drawdown

2.30

3.99

-1.69

LEG vs. SCHD - Sharpe Ratio Comparison

The current LEG Sharpe Ratio is 0.47, which is lower than the SCHD Sharpe Ratio of 0.89. 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.


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Sharpe Ratios by Period


LEGSCHDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.47

0.89

-0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.57

0.59

-1.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.29

0.74

-1.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.84

-0.64

Correlation

The correlation between LEG and SCHD is 0.63, 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.


Dividends

LEG vs. SCHD - Dividend Comparison

LEG's dividend yield for the trailing twelve months is around 2.02%, less than SCHD's 3.44% yield.


TTM20252024202320222021202020192018201720162015
LEG
Leggett & Platt, Incorporated
2.02%1.82%6.35%6.95%5.40%4.03%3.61%3.11%4.19%2.98%2.74%3.00%
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

LEG vs. SCHD - Drawdown Comparison

The maximum LEG drawdown since its inception was -86.41%, 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.


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Drawdown Indicators


LEGSCHDDifference

Max Drawdown

Largest peak-to-trough decline

-86.41%

-33.37%

-53.04%

Max Drawdown (1Y)

Largest decline over 1 year

-25.55%

-12.74%

-12.81%

Max Drawdown (5Y)

Largest decline over 5 years

-86.41%

-16.85%

-69.56%

Max Drawdown (10Y)

Largest decline over 10 years

-86.41%

-33.37%

-53.04%

Current Drawdown

Current decline from peak

-79.13%

-2.89%

-76.24%

Average Drawdown

Average peak-to-trough decline

-19.35%

-3.34%

-16.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.42%

3.89%

+7.53%

Volatility

LEG vs. SCHD - Volatility Comparison

Leggett & Platt, Incorporated (LEG) has a higher volatility of 9.84% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.40%. 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.


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Volatility by Period


LEGSCHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.84%

2.40%

+7.44%

Volatility (6M)

Calculated over the trailing 6-month period

32.94%

7.96%

+24.98%

Volatility (1Y)

Calculated over the trailing 1-year period

58.20%

15.74%

+42.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.43%

14.40%

+27.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.13%

16.70%

+22.43%