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

Correlation

The correlation between ORI and SCHD is 0.61, 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.


-0.50.00.51.00.6

Performance

ORI vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Old Republic International Corporation (ORI) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

400.00%500.00%600.00%700.00%800.00%900.00%1,000.00%JulyAugustSeptemberOctoberNovemberDecember
958.70%
394.81%
ORI
SCHD

Key characteristics

Sharpe Ratio

ORI:

1.51

SCHD:

1.20

Sortino Ratio

ORI:

1.90

SCHD:

1.76

Omega Ratio

ORI:

1.29

SCHD:

1.21

Calmar Ratio

ORI:

3.06

SCHD:

1.69

Martin Ratio

ORI:

8.20

SCHD:

5.86

Ulcer Index

ORI:

3.56%

SCHD:

2.30%

Daily Std Dev

ORI:

19.32%

SCHD:

11.25%

Max Drawdown

ORI:

-66.28%

SCHD:

-33.37%

Current Drawdown

ORI:

-7.41%

SCHD:

-6.72%

Returns By Period

In the year-to-date period, ORI achieves a 26.81% return, which is significantly higher than SCHD's 11.54% return. Over the past 10 years, ORI has outperformed SCHD with an annualized return of 18.91%, while SCHD has yielded a comparatively lower 10.86% annualized return.


ORI

YTD

26.81%

1M

-4.35%

6M

19.05%

1Y

28.11%

5Y*

19.45%

10Y*

18.91%

SCHD

YTD

11.54%

1M

-4.06%

6M

7.86%

1Y

12.63%

5Y*

10.97%

10Y*

10.86%

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Risk-Adjusted Performance

ORI vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Old Republic International Corporation (ORI) 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.


Sharpe ratio
The chart of Sharpe ratio for ORI, currently valued at 1.51, compared to the broader market-4.00-2.000.002.001.511.20
The chart of Sortino ratio for ORI, currently valued at 1.90, compared to the broader market-4.00-2.000.002.004.001.901.76
The chart of Omega ratio for ORI, currently valued at 1.29, compared to the broader market0.501.001.502.001.291.21
The chart of Calmar ratio for ORI, currently valued at 3.06, compared to the broader market0.002.004.006.003.061.69
The chart of Martin ratio for ORI, currently valued at 8.20, compared to the broader market-5.000.005.0010.0015.0020.0025.008.205.86
ORI
SCHD

The current ORI Sharpe Ratio is 1.51, which is comparable to the SCHD Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of ORI 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.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.51
1.20
ORI
SCHD

Dividends

ORI vs. SCHD - Dividend Comparison

ORI's dividend yield for the trailing twelve months is around 2.98%, less than SCHD's 3.64% yield.


TTM20232022202120202019201820172016201520142013
ORI
Old Republic International Corporation
2.98%3.40%7.95%13.75%4.49%7.53%9.52%4.11%4.56%4.59%5.77%4.82%
SCHD
Schwab US Dividend Equity ETF
3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

ORI vs. SCHD - Drawdown Comparison

The maximum ORI drawdown since its inception was -66.28%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for ORI and SCHD. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.41%
-6.72%
ORI
SCHD

Volatility

ORI vs. SCHD - Volatility Comparison

Old Republic International Corporation (ORI) has a higher volatility of 6.52% compared to Schwab US Dividend Equity ETF (SCHD) at 3.88%. This indicates that ORI'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.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
6.52%
3.88%
ORI
SCHD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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