PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
LTHM vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

LTHM vs. SCHD - Performance Comparison

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

-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember0
9.91%
LTHM
SCHD

Returns By Period


LTHM

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

SCHD

YTD

15.93%

1M

-0.59%

6M

9.36%

1Y

25.99%

5Y (annualized)

12.42%

10Y (annualized)

11.46%

Key characteristics


LTHMSCHD

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Correlation

-0.50.00.51.00.4

The correlation between LTHM and SCHD is 0.44, 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.

Risk-Adjusted Performance

LTHM vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Livent Corporation (LTHM) 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 LTHM, currently valued at 0.54, compared to the broader market-4.00-2.000.002.004.000.542.25
The chart of Sortino ratio for LTHM, currently valued at 0.95, compared to the broader market-4.00-2.000.002.004.000.953.25
The chart of Omega ratio for LTHM, currently valued at 1.32, compared to the broader market0.501.001.502.001.321.39
The chart of Calmar ratio for LTHM, currently valued at 0.22, compared to the broader market0.002.004.006.000.223.05
The chart of Martin ratio for LTHM, currently valued at 1.32, compared to the broader market0.0010.0020.0030.001.3212.25
LTHM
SCHD

Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
0.54
2.25
LTHM
SCHD

Dividends

LTHM vs. SCHD - Dividend Comparison

LTHM has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 3.41%.


TTM20232022202120202019201820172016201520142013
LTHM
Livent Corporation
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
3.41%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

LTHM vs. SCHD - Drawdown Comparison


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-52.90%
-1.82%
LTHM
SCHD

Volatility

LTHM vs. SCHD - Volatility Comparison

The current volatility for Livent Corporation (LTHM) is 0.00%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 3.55%. This indicates that LTHM experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%JuneJulyAugustSeptemberOctoberNovember0
3.55%
LTHM
SCHD