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

Correlation

The correlation between PANW and SCHD is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

PANW vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Palo Alto Networks, Inc. (PANW) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

500.00%1,000.00%1,500.00%2,000.00%December2025FebruaryMarchAprilMay
2,029.08%
312.11%
PANW
SCHD

Key characteristics

Sharpe Ratio

PANW:

0.68

SCHD:

0.14

Sortino Ratio

PANW:

1.20

SCHD:

0.35

Omega Ratio

PANW:

1.15

SCHD:

1.05

Calmar Ratio

PANW:

0.95

SCHD:

0.17

Martin Ratio

PANW:

2.88

SCHD:

0.57

Ulcer Index

PANW:

8.84%

SCHD:

4.90%

Daily Std Dev

PANW:

36.25%

SCHD:

16.03%

Max Drawdown

PANW:

-47.98%

SCHD:

-33.37%

Current Drawdown

PANW:

-9.48%

SCHD:

-11.09%

Returns By Period

In the year-to-date period, PANW achieves a 3.61% return, which is significantly higher than SCHD's -4.79% return. Over the past 10 years, PANW has outperformed SCHD with an annualized return of 22.30%, while SCHD has yielded a comparatively lower 10.38% annualized return.


PANW

YTD

3.61%

1M

23.60%

6M

-2.57%

1Y

24.44%

5Y*

39.67%

10Y*

22.30%

SCHD

YTD

-4.79%

1M

6.00%

6M

-9.18%

1Y

2.30%

5Y*

12.67%

10Y*

10.38%

*Annualized

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Risk-Adjusted Performance

PANW vs. SCHD — Risk-Adjusted Performance Rank

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

PANW
The Risk-Adjusted Performance Rank of PANW is 7575
Overall Rank
The Sharpe Ratio Rank of PANW is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of PANW is 7171
Sortino Ratio Rank
The Omega Ratio Rank of PANW is 6868
Omega Ratio Rank
The Calmar Ratio Rank of PANW is 8383
Calmar Ratio Rank
The Martin Ratio Rank of PANW is 7979
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 3131
Overall Rank
The Sharpe Ratio Rank of SCHD is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 3030
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 3030
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 3535
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 3333
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.

PANW vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Palo Alto Networks, Inc. (PANW) 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 PANW Sharpe Ratio is 0.68, which is higher than the SCHD Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of PANW 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 Ratio-0.500.000.501.001.502.002.503.00December2025FebruaryMarchAprilMay
0.68
0.14
PANW
SCHD

Dividends

PANW vs. SCHD - Dividend Comparison

PANW has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 4.03%.


TTM20242023202220212020201920182017201620152014
PANW
Palo Alto Networks, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
4.03%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

PANW vs. SCHD - Drawdown Comparison

The maximum PANW drawdown since its inception was -47.98%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for PANW and SCHD. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-9.48%
-11.09%
PANW
SCHD

Volatility

PANW vs. SCHD - Volatility Comparison

Palo Alto Networks, Inc. (PANW) has a higher volatility of 15.37% compared to Schwab US Dividend Equity ETF (SCHD) at 8.36%. This indicates that PANW'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.


5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
15.37%
8.36%
PANW
SCHD