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OLP vs. SCHX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between OLP and SCHX is 0.47, 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 chart below illustrates the hypothetical performance of a $10,000 investment in One Liberty Properties, Inc. (OLP) and Schwab U.S. Large-Cap ETF (SCHX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

OLP:

0.37

SCHX:

0.74

Sortino Ratio

OLP:

0.75

SCHX:

1.26

Omega Ratio

OLP:

1.09

SCHX:

1.19

Calmar Ratio

OLP:

0.41

SCHX:

0.86

Martin Ratio

OLP:

1.16

SCHX:

3.26

Ulcer Index

OLP:

8.92%

SCHX:

5.00%

Daily Std Dev

OLP:

23.21%

SCHX:

19.69%

Max Drawdown

OLP:

-87.45%

SCHX:

-34.33%

Current Drawdown

OLP:

-16.72%

SCHX:

-3.51%

Returns By Period

In the year-to-date period, OLP achieves a -9.33% return, which is significantly lower than SCHX's 1.07% return. Over the past 10 years, OLP has underperformed SCHX with an annualized return of 8.41%, while SCHX has yielded a comparatively higher 14.09% annualized return.


OLP

YTD

-9.33%

1M

1.00%

6M

-10.80%

1Y

8.57%

5Y*

20.84%

10Y*

8.41%

SCHX

YTD

1.07%

1M

10.14%

6M

0.03%

1Y

14.35%

5Y*

18.24%

10Y*

14.09%

*Annualized

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Risk-Adjusted Performance

OLP vs. SCHX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

OLP
The Risk-Adjusted Performance Rank of OLP is 6363
Overall Rank
The Sharpe Ratio Rank of OLP is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of OLP is 5858
Sortino Ratio Rank
The Omega Ratio Rank of OLP is 5757
Omega Ratio Rank
The Calmar Ratio Rank of OLP is 6969
Calmar Ratio Rank
The Martin Ratio Rank of OLP is 6565
Martin Ratio Rank

SCHX
The Risk-Adjusted Performance Rank of SCHX is 7575
Overall Rank
The Sharpe Ratio Rank of SCHX is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHX is 7575
Sortino Ratio Rank
The Omega Ratio Rank of SCHX is 7878
Omega Ratio Rank
The Calmar Ratio Rank of SCHX is 7777
Calmar Ratio Rank
The Martin Ratio Rank of SCHX is 7676
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current OLP Sharpe Ratio is 0.37, which is lower than the SCHX Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of OLP and SCHX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

OLP vs. SCHX - Dividend Comparison

OLP's dividend yield for the trailing twelve months is around 7.41%, more than SCHX's 1.21% yield.


TTM20242023202220212020201920182017201620152014
OLP
One Liberty Properties, Inc.
7.41%6.61%8.22%8.10%5.10%8.97%6.62%7.43%6.71%6.61%7.36%6.34%
SCHX
Schwab U.S. Large-Cap ETF
1.21%1.22%1.39%1.64%1.21%1.64%1.82%2.17%1.70%1.93%2.04%1.76%

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.


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Volatility

OLP vs. SCHX - Volatility Comparison

One Liberty Properties, Inc. (OLP) and Schwab U.S. Large-Cap ETF (SCHX) have volatilities of 6.18% and 6.11%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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