PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios

PANW vs. SCHD

Last updated Sep 30, 2023

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


PANWSCHD
YTD Return68.01%-3.82%
1Y Return41.59%9.07%
5Y Return (Ann)25.62%9.61%
10Y Return (Ann)31.68%11.09%
Sharpe Ratio1.000.49
Daily Std Dev40.60%15.23%
Max Drawdown-47.98%-33.37%

Correlation

0.34
-1.001.00

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.


-10.00%0.00%10.00%20.00%30.00%MayJuneJulyAugustSeptember
19.41%
-2.04%
PANW
SCHD

Compare stocks, funds, or ETFs


Palo Alto Networks, Inc.

Schwab US Dividend Equity ETF

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%.


TTM20222021202020192018201720162015201420132012
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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
PANW
Palo Alto Networks, Inc.
1.00
SCHD
Schwab US Dividend Equity ETF
0.49

PANW vs. SCHD - Sharpe Ratio Comparison

The current PANW Sharpe Ratio is 1.00, which is higher than the SCHD Sharpe Ratio of 0.49. The chart below compares the 12-month rolling Sharpe Ratio of PANW and SCHD.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50MayJuneJulyAugustSeptember
1.00
0.49
PANW
SCHD

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


-20.00%-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptember
-9.09%
-8.21%
PANW
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.


5.00%10.00%15.00%20.00%MayJuneJulyAugustSeptember
6.78%
2.81%
PANW
SCHD