NTLA vs. SCHD

In the year-to-date period, NTLA achieves a -41.08% return, which is significantly lower than SCHD's -3.35% return.

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This table presents a comparison of risk-adjusted performance metrics for Intellia Therapeutics, Inc. (NTLA) 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.

The current NTLA Sharpe Ratio is -0.89, which is lower than the SCHD Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of NTLA 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.

NTLA has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 3.97%.

The maximum NTLA drawdown since its inception was -96.45%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for NTLA and SCHD.

Intellia Therapeutics, Inc. (NTLA) has a higher volatility of 38.04% compared to Schwab US Dividend Equity ETF (SCHD) at 4.90%. This indicates that NTLA'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.