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METC vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between METC and SCHD is 0.29, 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.


-0.50.00.51.00.3

Performance

METC vs. SCHD - Performance Comparison

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

0.00%50.00%100.00%150.00%JulyAugustSeptemberOctoberNovemberDecember
5.62%
145.72%
METC
SCHD

Key characteristics

Sharpe Ratio

METC:

-0.56

SCHD:

1.20

Sortino Ratio

METC:

-0.51

SCHD:

1.76

Omega Ratio

METC:

0.94

SCHD:

1.21

Calmar Ratio

METC:

-0.61

SCHD:

1.69

Martin Ratio

METC:

-0.93

SCHD:

5.86

Ulcer Index

METC:

37.63%

SCHD:

2.30%

Daily Std Dev

METC:

63.07%

SCHD:

11.25%

Max Drawdown

METC:

-85.53%

SCHD:

-33.37%

Current Drawdown

METC:

-52.90%

SCHD:

-6.72%

Returns By Period

In the year-to-date period, METC achieves a -38.59% return, which is significantly lower than SCHD's 11.54% return.


METC

YTD

-38.59%

1M

-17.54%

6M

-16.15%

1Y

-36.86%

5Y*

35.51%

10Y*

N/A

SCHD

YTD

11.54%

1M

-4.06%

6M

7.86%

1Y

12.63%

5Y*

10.97%

10Y*

10.86%

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Risk-Adjusted Performance

METC vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ramaco Resources, Inc. (METC) 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 METC, currently valued at -0.56, compared to the broader market-4.00-2.000.002.00-0.561.20
The chart of Sortino ratio for METC, currently valued at -0.51, compared to the broader market-4.00-2.000.002.004.00-0.511.76
The chart of Omega ratio for METC, currently valued at 0.94, compared to the broader market0.501.001.502.000.941.21
The chart of Calmar ratio for METC, currently valued at -0.61, compared to the broader market0.002.004.006.00-0.611.69
The chart of Martin ratio for METC, currently valued at -0.93, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.935.86
METC
SCHD

The current METC Sharpe Ratio is -0.56, which is lower than the SCHD Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of METC 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.56
1.20
METC
SCHD

Dividends

METC vs. SCHD - Dividend Comparison

METC's dividend yield for the trailing twelve months is around 4.01%, more than SCHD's 3.64% yield.


TTM20232022202120202019201820172016201520142013
METC
Ramaco Resources, Inc.
4.01%2.89%6.26%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

METC vs. SCHD - Drawdown Comparison

The maximum METC drawdown since its inception was -85.53%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for METC and SCHD. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-52.90%
-6.72%
METC
SCHD

Volatility

METC vs. SCHD - Volatility Comparison

Ramaco Resources, Inc. (METC) has a higher volatility of 21.56% compared to Schwab US Dividend Equity ETF (SCHD) at 3.88%. This indicates that METC'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.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
21.56%
3.88%
METC
SCHD
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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.

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