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

Correlation

The correlation between OMAB 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.


Performance

OMAB vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Grupo Aeroportuario del Centro Norte, S.A.B. de C.V. (OMAB) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

OMAB:

0.41

SCHD:

0.08

Sortino Ratio

OMAB:

0.89

SCHD:

0.32

Omega Ratio

OMAB:

1.11

SCHD:

1.04

Calmar Ratio

OMAB:

0.49

SCHD:

0.15

Martin Ratio

OMAB:

1.03

SCHD:

0.49

Ulcer Index

OMAB:

17.61%

SCHD:

4.96%

Daily Std Dev

OMAB:

38.69%

SCHD:

16.03%

Max Drawdown

OMAB:

-77.35%

SCHD:

-33.37%

Current Drawdown

OMAB:

-0.43%

SCHD:

-11.26%

Returns By Period

In the year-to-date period, OMAB achieves a 39.83% return, which is significantly higher than SCHD's -4.97% return. Over the past 10 years, OMAB has outperformed SCHD with an annualized return of 14.13%, while SCHD has yielded a comparatively lower 10.39% annualized return.


OMAB

YTD

39.83%

1M

24.96%

6M

49.67%

1Y

15.69%

5Y*

32.16%

10Y*

14.13%

SCHD

YTD

-4.97%

1M

-0.54%

6M

-9.89%

1Y

1.26%

5Y*

12.61%

10Y*

10.39%

*Annualized

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Risk-Adjusted Performance

OMAB vs. SCHD — Risk-Adjusted Performance Rank

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

OMAB
The Risk-Adjusted Performance Rank of OMAB is 6666
Overall Rank
The Sharpe Ratio Rank of OMAB is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of OMAB is 6363
Sortino Ratio Rank
The Omega Ratio Rank of OMAB is 6060
Omega Ratio Rank
The Calmar Ratio Rank of OMAB is 7272
Calmar Ratio Rank
The Martin Ratio Rank of OMAB is 6565
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 2727
Overall Rank
The Sharpe Ratio Rank of SCHD is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 2727
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 2727
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 3131
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 2929
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.

OMAB vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Grupo Aeroportuario del Centro Norte, S.A.B. de C.V. (OMAB) 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 OMAB Sharpe Ratio is 0.41, which is higher than the SCHD Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of OMAB 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.


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Dividends

OMAB vs. SCHD - Dividend Comparison

OMAB's dividend yield for the trailing twelve months is around 4.99%, more than SCHD's 4.04% yield.


TTM20242023202220212020201920182017201620152014
OMAB
Grupo Aeroportuario del Centro Norte, S.A.B. de C.V.
4.99%6.97%5.14%10.82%3.55%0.00%2.81%4.30%4.06%4.65%4.05%5.05%
SCHD
Schwab US Dividend Equity ETF
4.04%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

OMAB vs. SCHD - Drawdown Comparison

The maximum OMAB drawdown since its inception was -77.35%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for OMAB and SCHD. For additional features, visit the drawdowns tool.


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Volatility

OMAB vs. SCHD - Volatility Comparison


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