ONL vs. SCHD
Compare and contrast key facts about Orion Office REIT Inc. (ONL) and Schwab US Dividend Equity ETF (SCHD).
SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ONL or SCHD.
Correlation
The correlation between ONL and SCHD is 0.43, 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
ONL vs. SCHD - Performance Comparison
Key characteristics
ONL:
-0.74
SCHD:
0.18
ONL:
-0.83
SCHD:
0.35
ONL:
0.88
SCHD:
1.05
ONL:
-0.45
SCHD:
0.18
ONL:
-1.98
SCHD:
0.64
ONL:
20.90%
SCHD:
4.44%
ONL:
55.78%
SCHD:
15.99%
ONL:
-91.12%
SCHD:
-33.37%
ONL:
-89.78%
SCHD:
-11.47%
Returns By Period
In the year-to-date period, ONL achieves a -52.39% return, which is significantly lower than SCHD's -5.19% return.
ONL
-52.39%
-19.71%
-52.61%
-40.88%
N/A
N/A
SCHD
-5.19%
-7.66%
-7.13%
3.11%
13.15%
10.28%
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Risk-Adjusted Performance
ONL vs. SCHD — Risk-Adjusted Performance Rank
ONL
SCHD
ONL vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Orion Office REIT Inc. (ONL) 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.
Dividends
ONL vs. SCHD - Dividend Comparison
ONL's dividend yield for the trailing twelve months is around 18.29%, more than SCHD's 4.05% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ONL Orion Office REIT Inc. | 18.29% | 10.78% | 6.99% | 4.68% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHD Schwab US Dividend Equity ETF | 4.05% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% |
Drawdowns
ONL vs. SCHD - Drawdown Comparison
The maximum ONL drawdown since its inception was -91.12%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for ONL and SCHD. For additional features, visit the drawdowns tool.
Volatility
ONL vs. SCHD - Volatility Comparison
Orion Office REIT Inc. (ONL) has a higher volatility of 23.70% compared to Schwab US Dividend Equity ETF (SCHD) at 11.20%. This indicates that ONL'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.