PANW vs. SCHD
Compare and contrast key facts about Palo Alto Networks, Inc. (PANW) 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: PANW or SCHD.
Key characteristics
| PANW | SCHD | |
|---|---|---|
| YTD Return | 68.01% | -3.82% |
| 1Y Return | 41.59% | 9.07% |
| 5Y Return (Ann) | 25.62% | 9.61% |
| 10Y Return (Ann) | 31.68% | 11.09% |
| Sharpe Ratio | 1.00 | 0.49 |
| Daily Std Dev | 40.60% | 15.23% |
| Max Drawdown | -47.98% | -33.37% |
Correlation
The correlation between PANW and SCHD is 0.34, 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.
PANW vs. SCHD - Performance Comparison
In the year-to-date period, PANW achieves a 68.01% return, which is significantly higher than SCHD's -3.82% return. Over the past 10 years, PANW has outperformed SCHD with an annualized return of 31.68%, while SCHD has yielded a comparatively lower 11.09% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
PANW vs. SCHD - Dividend Comparison
PANW has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 3.70%.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 3.70% | 3.48% | 2.96% | 3.46% | 3.39% | 3.60% | 3.18% | 3.59% | 3.81% | 3.47% | 3.34% | 3.98% |
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
PANW Palo Alto Networks, Inc. | 1.00 | ||||
SCHD Schwab US Dividend Equity ETF | 0.49 |
PANW vs. SCHD - Drawdown Comparison
The maximum PANW drawdown for the period was -19.51%, lower than the maximum SCHD drawdown of -11.87%. The drawdown chart below compares losses from any high point along the way for PANW and SCHD
PANW vs. SCHD - Volatility Comparison
Palo Alto Networks, Inc. (PANW) has a higher volatility of 6.78% compared to Schwab US Dividend Equity ETF (SCHD) at 2.81%. 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.