OLP vs. SCHX
Compare and contrast key facts about One Liberty Properties, Inc. (OLP) and Schwab U.S. Large-Cap ETF (SCHX).
SCHX is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Total Stock Market Index. It was launched on Nov 3, 2009.
Performance
OLP vs. SCHX - Performance Comparison
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OLP vs. SCHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OLP One Liberty Properties, Inc. | 9.12% | -19.58% | 33.53% | 7.57% | -32.34% | 87.10% | -18.50% | 19.44% | 0.15% | 10.90% |
SCHX Schwab U.S. Large-Cap ETF | -3.70% | 17.46% | 24.88% | 26.84% | -19.41% | 26.81% | 20.81% | 31.22% | -4.66% | 21.95% |
Returns By Period
In the year-to-date period, OLP achieves a 9.12% return, which is significantly higher than SCHX's -3.70% return. Over the past 10 years, OLP has underperformed SCHX with an annualized return of 7.54%, while SCHX has yielded a comparatively higher 14.02% annualized return.
OLP
- 1D
- 1.07%
- 1M
- -6.78%
- YTD
- 9.12%
- 6M
- 2.21%
- 1Y
- -11.39%
- 3Y*
- 6.16%
- 5Y*
- 6.98%
- 10Y*
- 7.54%
SCHX
- 1D
- 0.78%
- 1M
- -4.31%
- YTD
- -3.70%
- 6M
- -1.70%
- 1Y
- 17.91%
- 3Y*
- 18.55%
- 5Y*
- 11.30%
- 10Y*
- 14.02%
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Return for Risk
OLP vs. SCHX — Risk / Return Rank
OLP
SCHX
OLP vs. SCHX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for One Liberty Properties, Inc. (OLP) and Schwab U.S. Large-Cap ETF (SCHX). 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.
| OLP | SCHX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.54 | 0.98 | -1.53 |
Sortino ratioReturn per unit of downside risk | -0.64 | 1.50 | -2.14 |
Omega ratioGain probability vs. loss probability | 0.92 | 1.23 | -0.30 |
Calmar ratioReturn relative to maximum drawdown | -0.48 | 1.51 | -1.99 |
Martin ratioReturn relative to average drawdown | -0.80 | 7.02 | -7.81 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| OLP | SCHX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.54 | 0.98 | -1.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | 0.66 | -0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.24 | 0.78 | -0.54 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.80 | -0.47 |
Correlation
The correlation between OLP and SCHX is 0.46, 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.
Dividends
OLP vs. SCHX - Dividend Comparison
OLP's dividend yield for the trailing twelve months is around 8.30%, more than SCHX's 1.16% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OLP One Liberty Properties, Inc. | 8.30% | 8.87% | 6.61% | 8.22% | 8.10% | 5.10% | 8.97% | 6.62% | 7.43% | 6.71% | 6.61% | 7.36% |
SCHX Schwab U.S. Large-Cap ETF | 1.16% | 1.09% | 1.22% | 1.39% | 1.64% | 1.22% | 1.64% | 1.82% | 2.02% | 1.70% | 1.92% | 2.04% |
Drawdowns
OLP vs. SCHX - Drawdown Comparison
The maximum OLP drawdown since its inception was -87.45%, which is greater than SCHX's maximum drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for OLP and SCHX.
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Drawdown Indicators
| OLP | SCHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.45% | -34.33% | -53.12% |
Max Drawdown (1Y)Largest decline over 1 year | -21.82% | -12.19% | -9.63% |
Max Drawdown (5Y)Largest decline over 5 years | -44.10% | -25.41% | -18.69% |
Max Drawdown (10Y)Largest decline over 10 years | -60.23% | -34.33% | -25.90% |
Current DrawdownCurrent decline from peak | -19.39% | -5.67% | -13.72% |
Average DrawdownAverage peak-to-trough decline | -13.41% | -4.00% | -9.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.26% | 2.62% | +10.64% |
Volatility
OLP vs. SCHX - Volatility Comparison
The current volatility for One Liberty Properties, Inc. (OLP) is 4.44%, while Schwab U.S. Large-Cap ETF (SCHX) has a volatility of 5.36%. This indicates that OLP experiences smaller price fluctuations and is considered to be less risky than SCHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OLP | SCHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.44% | 5.36% | -0.92% |
Volatility (6M)Calculated over the trailing 6-month period | 13.55% | 9.67% | +3.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.03% | 18.33% | +2.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.22% | 17.13% | +7.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.70% | 18.13% | +13.57% |