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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: OLP or SCHX.
Key characteristics
| OLP | SCHX | |
|---|---|---|
| YTD Return | 11.47% | 11.51% |
| 1Y Return | 30.42% | 29.91% |
| 3Y Return (Ann) | 6.08% | 9.31% |
| 5Y Return (Ann) | 3.66% | 14.80% |
| 10Y Return (Ann) | 8.85% | 12.85% |
| Sharpe Ratio | 1.51 | 2.67 |
| Daily Std Dev | 22.04% | 11.81% |
| Max Drawdown | -87.45% | -34.33% |
| Current Drawdown | -21.03% | -0.24% |
Correlation
The correlation between OLP and SCHX is 0.48, 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.
Performance
OLP vs. SCHX - Performance Comparison
The year-to-date returns for both investments are quite close, with OLP having a 11.47% return and SCHX slightly higher at 11.51%. Over the past 10 years, OLP has underperformed SCHX with an annualized return of 8.85%, while SCHX has yielded a comparatively higher 12.85% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
OLP vs. SCHX - Risk-Adjusted Performance 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.
Dividends
OLP vs. SCHX - Dividend Comparison
OLP's dividend yield for the trailing twelve months is around 7.52%, more than SCHX's 1.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OLP One Liberty Properties, Inc. | 7.52% | 8.22% | 8.10% | 5.10% | 8.97% | 6.62% | 7.43% | 6.71% | 6.61% | 7.36% | 6.34% | 7.05% |
SCHX Schwab U.S. Large-Cap ETF | 1.28% | 1.39% | 1.64% | 1.22% | 1.64% | 1.82% | 2.17% | 1.70% | 2.39% | 2.04% | 1.76% | 1.65% |
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. For additional features, visit the drawdowns tool.
Volatility
OLP vs. SCHX - Volatility Comparison
One Liberty Properties, Inc. (OLP) has a higher volatility of 4.45% compared to Schwab U.S. Large-Cap ETF (SCHX) at 3.42%. This indicates that OLP's price experiences larger fluctuations and is considered to be riskier than SCHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.