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

Correlation

The correlation between NOW and SCHD is 0.37, 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.


-0.50.00.51.00.4

Performance

NOW vs. SCHD - Performance Comparison

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

0.00%10.00%20.00%30.00%40.00%50.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
46.38%
7.27%
NOW
SCHD

Key characteristics

Sharpe Ratio

NOW:

1.53

SCHD:

1.14

Sortino Ratio

NOW:

2.08

SCHD:

1.68

Omega Ratio

NOW:

1.29

SCHD:

1.20

Calmar Ratio

NOW:

2.49

SCHD:

1.61

Martin Ratio

NOW:

8.37

SCHD:

5.54

Ulcer Index

NOW:

6.20%

SCHD:

2.31%

Daily Std Dev

NOW:

33.90%

SCHD:

11.20%

Max Drawdown

NOW:

-51.30%

SCHD:

-33.37%

Current Drawdown

NOW:

-6.40%

SCHD:

-7.30%

Returns By Period

In the year-to-date period, NOW achieves a 52.14% return, which is significantly higher than SCHD's 10.84% return. Over the past 10 years, NOW has outperformed SCHD with an annualized return of 31.54%, while SCHD has yielded a comparatively lower 10.83% annualized return.


NOW

YTD

52.14%

1M

5.16%

6M

46.38%

1Y

54.93%

5Y*

30.71%

10Y*

31.54%

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

NOW vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ServiceNow, Inc. (NOW) 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 NOW, currently valued at 1.62, compared to the broader market-4.00-2.000.002.001.621.14
The chart of Sortino ratio for NOW, currently valued at 2.18, compared to the broader market-4.00-2.000.002.004.002.181.68
The chart of Omega ratio for NOW, currently valued at 1.31, compared to the broader market0.501.001.502.001.311.20
The chart of Calmar ratio for NOW, currently valued at 2.63, compared to the broader market0.002.004.006.002.631.61
The chart of Martin ratio for NOW, currently valued at 8.84, compared to the broader market0.0010.0020.008.845.54
NOW
SCHD

The current NOW Sharpe Ratio is 1.53, which is higher than the SCHD Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of NOW 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.62
1.14
NOW
SCHD

Dividends

NOW vs. SCHD - Dividend Comparison

NOW has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 3.67%.


TTM20232022202120202019201820172016201520142013
NOW
ServiceNow, Inc.
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
3.67%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

NOW vs. SCHD - Drawdown Comparison

The maximum NOW drawdown since its inception was -51.30%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for NOW and SCHD. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.40%
-7.30%
NOW
SCHD

Volatility

NOW vs. SCHD - Volatility Comparison

ServiceNow, Inc. (NOW) has a higher volatility of 9.83% compared to Schwab US Dividend Equity ETF (SCHD) at 3.67%. This indicates that NOW'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%JulyAugustSeptemberOctoberNovemberDecember
9.83%
3.67%
NOW
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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