LPG vs. SCHD
Compare and contrast key facts about Dorian LPG Ltd. (LPG) 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: LPG or SCHD.
Performance
LPG vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, LPG achieves a -35.65% return, which is significantly lower than SCHD's 17.35% return. Over the past 10 years, LPG has outperformed SCHD with an annualized return of 12.77%, while SCHD has yielded a comparatively lower 11.54% annualized return.
LPG
-35.65%
-17.54%
-41.68%
-33.27%
28.71%
12.77%
SCHD
17.35%
2.29%
13.68%
26.18%
12.87%
11.54%
Key characteristics
| LPG | SCHD | |
|---|---|---|
| Sharpe Ratio | -0.83 | 2.40 |
| Sortino Ratio | -1.06 | 3.44 |
| Omega Ratio | 0.88 | 1.42 |
| Calmar Ratio | -0.69 | 3.63 |
| Martin Ratio | -1.45 | 12.99 |
| Ulcer Index | 22.59% | 2.05% |
| Daily Std Dev | 39.44% | 11.09% |
| Max Drawdown | -78.31% | -33.37% |
| Current Drawdown | -47.56% | -0.62% |
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Correlation
The correlation between LPG and SCHD is 0.31, 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
LPG vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dorian LPG Ltd. (LPG) 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
LPG vs. SCHD - Dividend Comparison
LPG's dividend yield for the trailing twelve months is around 15.87%, more than SCHD's 3.37% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LPG Dorian LPG Ltd. | 15.87% | 9.12% | 29.02% | 7.88% | 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
LPG vs. SCHD - Drawdown Comparison
The maximum LPG drawdown since its inception was -78.31%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for LPG and SCHD. For additional features, visit the drawdowns tool.
Volatility
LPG vs. SCHD - Volatility Comparison
Dorian LPG Ltd. (LPG) has a higher volatility of 9.72% compared to Schwab US Dividend Equity ETF (SCHD) at 3.48%. This indicates that LPG'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.