ORI vs. SCHD
Compare and contrast key facts about Old Republic International Corporation (ORI) 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: ORI or SCHD.
Performance
ORI vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, ORI achieves a 33.30% return, which is significantly higher than SCHD's 17.35% return. Over the past 10 years, ORI has outperformed SCHD with an annualized return of 19.12%, while SCHD has yielded a comparatively lower 11.54% annualized return.
ORI
33.30%
6.85%
24.08%
37.46%
20.94%
19.12%
SCHD
17.35%
2.29%
13.68%
26.18%
12.87%
11.54%
Key characteristics
| ORI | SCHD | |
|---|---|---|
| Sharpe Ratio | 2.04 | 2.40 |
| Sortino Ratio | 2.47 | 3.44 |
| Omega Ratio | 1.39 | 1.42 |
| Calmar Ratio | 3.97 | 3.63 |
| Martin Ratio | 11.44 | 12.99 |
| Ulcer Index | 3.31% | 2.05% |
| Daily Std Dev | 18.60% | 11.09% |
| Max Drawdown | -66.28% | -33.37% |
| Current Drawdown | 0.00% | -0.62% |
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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.
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.
Dividends
ORI vs. SCHD - Dividend Comparison
ORI's dividend yield for the trailing twelve months is around 2.76%, less than SCHD's 3.37% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ORI Old Republic International Corporation | 2.76% | 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 | 3.37% | 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.
Volatility
ORI vs. SCHD - Volatility Comparison
Old Republic International Corporation (ORI) has a higher volatility of 6.78% compared to Schwab US Dividend Equity ETF (SCHD) at 3.48%. 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.