LI vs. SCHD
LI (Li Auto Inc.) is a stock, while SCHD (Schwab U.S. Dividend Equity ETF) is Dividend fund tracking the Dow Jones U.S. Dividend 100 Index. Over the past 5 years, LI returned -17.12%/yr vs 8.36%/yr for SCHD. At a 0.17 correlation, their price movements are largely independent.
Performance
LI vs. SCHD - Performance Comparison
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Returns By Period
In the year-to-date period, LI achieves a -26.82% return, which is significantly lower than SCHD's 16.62% return.
LI
- 1D
- -1.90%
- 1M
- -22.03%
- YTD
- -26.82%
- 6M
- -26.16%
- 1Y
- -56.57%
- 3Y*
- -28.02%
- 5Y*
- -17.12%
- 10Y*
- —
SCHD
- 1D
- -0.94%
- 1M
- -3.38%
- YTD
- 16.62%
- 6M
- 15.65%
- 1Y
- 23.21%
- 3Y*
- 14.25%
- 5Y*
- 8.36%
- 10Y*
- 12.62%
LI vs. SCHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
LI Li Auto Inc. | -26.82% | -29.43% | -35.91% | 83.48% | -36.45% | 11.34% | 86.00% |
SCHD Schwab U.S. Dividend Equity ETF | 16.62% | 4.34% | 11.66% | 4.54% | -3.26% | 29.87% | 19.55% |
Correlation
The correlation between LI and SCHD is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Jul 30, 2020 | 0.17 |
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Return for Risk
LI vs. SCHD — Risk / Return Rank
LI
SCHD
LI vs. SCHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Li Auto Inc. (LI) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| LI | SCHD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.54 | ||
| Sortino ratioReturn per unit of downside risk | -5.74 | ||
| Omega ratioGain probability vs. loss probability | 0.73 | 1.37 | -0.64 |
| Calmar ratioReturn relative to maximum drawdown | -0.93 | 5.05 | -5.98 |
| Martin ratioReturn relative to average drawdown | -1.47 | 12.16 | -13.62 |
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Drawdowns
LI vs. SCHD - Drawdown Comparison
The maximum LI drawdown since its inception was -73.44%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for LI and SCHD.
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Drawdown Indicators
| LI | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.44% | -33.37% | -40.07% |
Max Drawdown (1Y)Largest decline over 1 year | -61.04% | -4.61% | -56.43% |
Max Drawdown (3Y)Largest decline over 3 years | -73.44% | -16.13% | -57.31% |
Max Drawdown (5Y)Largest decline over 5 years | -73.44% | -16.85% | -56.59% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.37% | — |
Current DrawdownCurrent decline from peak | -73.44% | -3.38% | -70.06% |
Average DrawdownAverage peak-to-trough decline | -40.08% | -3.31% | -36.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 38.63% | 1.92% | +36.71% |
Volatility
LI vs. SCHD - Volatility Comparison
Li Auto Inc. (LI) has a higher volatility of 11.71% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 3.13%. This indicates that LI'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
| LI | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.71% | 3.13% | +8.58% |
Volatility (6M)Calculated over the trailing 6-month period | 28.65% | 7.80% | +20.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.33% | 11.12% | +28.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 63.38% | 14.36% | +49.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 68.21% | 16.71% | +51.50% |
Dividends
LI vs. SCHD - Dividend Comparison
LI has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 3.33%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LI Li Auto Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHD Schwab U.S. Dividend Equity ETF | 3.33% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
Frequently Asked Questions
LI and SCHD have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LI has higher volatility (11.71%) compared to SCHD (3.13%). In terms of maximum drawdown, LI dropped -73.44% vs SCHD's -33.37%.
SCHD currently has the higher Sharpe Ratio (2.10 vs -1.44), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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