MASI vs. SCHD
Compare and contrast key facts about Masimo Corporation (MASI) 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: MASI or SCHD.
Correlation
The correlation between MASI and SCHD is 0.50, 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.
Performance
MASI vs. SCHD - Performance Comparison
Key characteristics
MASI:
0.60
SCHD:
0.08
MASI:
0.81
SCHD:
0.32
MASI:
1.11
SCHD:
1.04
MASI:
0.23
SCHD:
0.15
MASI:
1.42
SCHD:
0.49
MASI:
10.65%
SCHD:
4.96%
MASI:
44.20%
SCHD:
16.03%
MASI:
-74.70%
SCHD:
-33.37%
MASI:
-48.38%
SCHD:
-11.26%
Returns By Period
In the year-to-date period, MASI achieves a -5.28% return, which is significantly lower than SCHD's -4.97% return. Over the past 10 years, MASI has outperformed SCHD with an annualized return of 16.37%, while SCHD has yielded a comparatively lower 10.39% annualized return.
MASI
-5.28%
-4.86%
-3.60%
26.10%
-7.99%
16.37%
SCHD
-4.97%
-0.54%
-9.89%
1.26%
12.61%
10.39%
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Risk-Adjusted Performance
MASI vs. SCHD — Risk-Adjusted Performance Rank
MASI
SCHD
MASI vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Masimo Corporation (MASI) 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
MASI vs. SCHD - Dividend Comparison
MASI has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 4.04%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MASI Masimo 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 | 4.04% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% |
Drawdowns
MASI vs. SCHD - Drawdown Comparison
The maximum MASI drawdown since its inception was -74.70%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for MASI and SCHD. For additional features, visit the drawdowns tool.
Volatility
MASI vs. SCHD - Volatility Comparison
Masimo Corporation (MASI) has a higher volatility of 13.63% compared to Schwab US Dividend Equity ETF (SCHD) at 5.61%. This indicates that MASI'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.