MNR vs. SCHD
MNR (Monmouth Real Estate Investment Corporation) is a stock, while SCHD (Schwab U.S. Dividend Equity ETF) is Dividend fund tracking the Dow Jones U.S. Dividend 100 Index. Over the past year, MNR returned -2.96% vs 23.21% for SCHD. At a 0.29 correlation, their price movements are largely independent.
Performance
MNR vs. SCHD - Performance Comparison
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Returns By Period
In the year-to-date period, MNR achieves a 23.40% return, which is significantly higher than SCHD's 16.62% return.
MNR
- 1D
- -0.48%
- 1M
- -10.89%
- YTD
- 23.40%
- 6M
- 21.63%
- 1Y
- -2.96%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SCHD
- 1D
- -0.94%
- 1M
- -3.38%
- YTD
- 16.62%
- 6M
- 15.65%
- 1Y
- 23.21%
- 3Y*
- 14.25%
- 5Y*
- 8.36%
- 10Y*
- 12.62%
MNR vs. SCHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
MNR Monmouth Real Estate Investment Corporation | 23.40% | -26.21% | 23.43% | -13.21% |
SCHD Schwab U.S. Dividend Equity ETF | 16.62% | 4.34% | 11.66% | 11.02% |
Correlation
The correlation between MNR and SCHD is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Oct 25, 2023 | 0.29 |
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Return for Risk
MNR vs. SCHD — Risk / Return Rank
MNR
SCHD
MNR vs. SCHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Monmouth Real Estate Investment Corporation (MNR) and Schwab U.S. 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MNR | SCHD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.20 | ||
| Sortino ratioReturn per unit of downside risk | -3.16 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.37 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | -0.11 | 5.05 | -5.16 |
| Martin ratioReturn relative to average drawdown | -0.21 | 12.16 | -12.37 |
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Drawdowns
MNR vs. SCHD - Drawdown Comparison
The maximum MNR drawdown since its inception was -34.70%, roughly equal to the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for MNR and SCHD.
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Drawdown Indicators
| MNR | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.70% | -33.37% | -1.33% |
Max Drawdown (1Y)Largest decline over 1 year | -27.08% | -4.61% | -22.47% |
Max Drawdown (3Y)Largest decline over 3 years | — | -16.13% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -16.85% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.37% | — |
Current DrawdownCurrent decline from peak | -17.62% | -3.38% | -14.24% |
Average DrawdownAverage peak-to-trough decline | -14.82% | -3.31% | -11.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.15% | 1.92% | +12.23% |
Volatility
MNR vs. SCHD - Volatility Comparison
Monmouth Real Estate Investment Corporation (MNR) has a higher volatility of 7.53% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 3.13%. This indicates that MNR'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.
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Volatility by Period
| MNR | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.53% | 3.13% | +4.40% |
Volatility (6M)Calculated over the trailing 6-month period | 21.94% | 7.80% | +14.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.20% | 11.12% | +17.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.86% | 14.36% | +14.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.86% | 16.71% | +12.15% |
Dividends
MNR vs. SCHD - Dividend Comparison
MNR's dividend yield for the trailing twelve months is around 14.54%, more than SCHD's 3.33% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MNR Monmouth Real Estate Investment Corporation | 14.54% | 17.57% | 18.63% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHD Schwab U.S. Dividend Equity ETF | 3.33% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
Frequently Asked Questions
MNR and SCHD have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MNR has higher volatility (7.53%) compared to SCHD (3.13%). In terms of maximum drawdown, MNR dropped -34.70% vs SCHD's -33.37%.
SCHD currently has the higher Sharpe Ratio (2.10 vs -0.11), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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