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

Correlation

The correlation between MAA 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.


-0.50.00.51.00.4

Performance

MAA vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mid-America Apartment Communities, Inc. (MAA) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
8.76%
7.27%
MAA
SCHD

Key characteristics

Sharpe Ratio

MAA:

0.78

SCHD:

1.14

Sortino Ratio

MAA:

1.25

SCHD:

1.68

Omega Ratio

MAA:

1.14

SCHD:

1.20

Calmar Ratio

MAA:

0.37

SCHD:

1.61

Martin Ratio

MAA:

3.69

SCHD:

5.54

Ulcer Index

MAA:

4.25%

SCHD:

2.31%

Daily Std Dev

MAA:

20.02%

SCHD:

11.20%

Max Drawdown

MAA:

-60.29%

SCHD:

-33.37%

Current Drawdown

MAA:

-27.55%

SCHD:

-7.30%

Returns By Period

In the year-to-date period, MAA achieves a 15.96% return, which is significantly higher than SCHD's 10.84% return. Both investments have delivered pretty close results over the past 10 years, with MAA having a 10.85% annualized return and SCHD not far behind at 10.83%.


MAA

YTD

15.96%

1M

-5.50%

6M

8.76%

1Y

18.00%

5Y*

6.47%

10Y*

10.85%

SCHD

YTD

10.84%

1M

-4.42%

6M

7.27%

1Y

12.77%

5Y*

10.83%

10Y*

10.83%

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

MAA vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Mid-America Apartment Communities, Inc. (MAA) 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 MAA, currently valued at 0.90, compared to the broader market-4.00-2.000.002.000.901.14
The chart of Sortino ratio for MAA, currently valued at 1.42, compared to the broader market-4.00-2.000.002.004.001.421.68
The chart of Omega ratio for MAA, currently valued at 1.16, compared to the broader market0.501.001.502.001.161.20
The chart of Calmar ratio for MAA, currently valued at 0.43, compared to the broader market0.002.004.006.000.431.61
The chart of Martin ratio for MAA, currently valued at 4.19, compared to the broader market0.0010.0020.004.195.54
MAA
SCHD

The current MAA Sharpe Ratio is 0.78, which is lower than the SCHD Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of MAA 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.90
1.14
MAA
SCHD

Dividends

MAA vs. SCHD - Dividend Comparison

MAA's dividend yield for the trailing twelve months is around 3.93%, more than SCHD's 3.67% yield.


TTM20232022202120202019201820172016201520142013
MAA
Mid-America Apartment Communities, Inc.
3.93%4.16%2.98%2.25%3.16%2.91%3.86%3.46%3.35%3.39%3.91%4.58%
SCHD
Schwab US Dividend Equity ETF
3.67%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

MAA vs. SCHD - Drawdown Comparison

The maximum MAA drawdown since its inception was -60.29%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for MAA and SCHD. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-27.55%
-7.30%
MAA
SCHD

Volatility

MAA vs. SCHD - Volatility Comparison

Mid-America Apartment Communities, Inc. (MAA) has a higher volatility of 4.91% compared to Schwab US Dividend Equity ETF (SCHD) at 3.67%. This indicates that MAA'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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
4.91%
3.67%
MAA
SCHD
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab