LOVE vs. SCHD
Compare and contrast key facts about The Lovesac Company (LOVE) and Schwab US Dividend Equity ETF (SCHD).
SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LOVE or SCHD.
Performance
LOVE vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, LOVE achieves a 38.55% return, which is significantly higher than SCHD's 17.35% return.
LOVE
38.55%
21.82%
34.65%
85.63%
20.42%
N/A
SCHD
17.35%
2.29%
13.68%
26.18%
12.87%
11.54%
Key characteristics
| LOVE | SCHD | |
|---|---|---|
| Sharpe Ratio | 1.59 | 2.40 |
| Sortino Ratio | 2.37 | 3.44 |
| Omega Ratio | 1.29 | 1.42 |
| Calmar Ratio | 1.15 | 3.63 |
| Martin Ratio | 5.20 | 12.99 |
| Ulcer Index | 17.50% | 2.05% |
| Daily Std Dev | 57.20% | 11.09% |
| Max Drawdown | -90.79% | -33.37% |
| Current Drawdown | -61.26% | -0.62% |
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Correlation
The correlation between LOVE and SCHD is 0.35, 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.
Risk-Adjusted Performance
LOVE vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for The Lovesac Company (LOVE) 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.
Dividends
LOVE vs. SCHD - Dividend Comparison
LOVE has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 3.37%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOVE The Lovesac Company | 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 US Dividend Equity ETF | 3.37% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
LOVE vs. SCHD - Drawdown Comparison
The maximum LOVE drawdown since its inception was -90.79%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for LOVE and SCHD. For additional features, visit the drawdowns tool.
Volatility
LOVE vs. SCHD - Volatility Comparison
The Lovesac Company (LOVE) has a higher volatility of 13.92% compared to Schwab US Dividend Equity ETF (SCHD) at 3.48%. This indicates that LOVE'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.