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

Correlation

The correlation between PB 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

PB vs. SCHD - Performance Comparison

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

100.00%150.00%200.00%250.00%300.00%350.00%400.00%450.00%JulyAugustSeptemberOctoberNovemberDecember
187.60%
391.73%
PB
SCHD

Key characteristics

Sharpe Ratio

PB:

0.57

SCHD:

1.14

Sortino Ratio

PB:

1.03

SCHD:

1.68

Omega Ratio

PB:

1.12

SCHD:

1.20

Calmar Ratio

PB:

0.63

SCHD:

1.61

Martin Ratio

PB:

2.18

SCHD:

5.54

Ulcer Index

PB:

6.60%

SCHD:

2.31%

Daily Std Dev

PB:

25.16%

SCHD:

11.20%

Max Drawdown

PB:

-47.89%

SCHD:

-33.37%

Current Drawdown

PB:

-12.26%

SCHD:

-7.30%

Returns By Period

In the year-to-date period, PB achieves a 13.17% return, which is significantly higher than SCHD's 10.84% return. Over the past 10 years, PB has underperformed SCHD with an annualized return of 5.89%, while SCHD has yielded a comparatively higher 10.83% annualized return.


PB

YTD

13.17%

1M

-8.78%

6M

27.45%

1Y

16.88%

5Y*

3.79%

10Y*

5.89%

SCHD

YTD

10.84%

1M

-4.42%

6M

7.27%

1Y

12.77%

5Y*

10.83%

10Y*

10.83%

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Risk-Adjusted Performance

PB vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Prosperity Bancshares, Inc. (PB) 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 PB, currently valued at 0.67, compared to the broader market-4.00-2.000.002.000.671.14
The chart of Sortino ratio for PB, currently valued at 1.17, compared to the broader market-4.00-2.000.002.004.001.171.68
The chart of Omega ratio for PB, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.20
The chart of Calmar ratio for PB, currently valued at 0.75, compared to the broader market0.002.004.006.000.751.61
The chart of Martin ratio for PB, currently valued at 2.54, compared to the broader market0.0010.0020.002.545.54
PB
SCHD

The current PB Sharpe Ratio is 0.57, which is lower than the SCHD Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of PB 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 Ratio0.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.67
1.14
PB
SCHD

Dividends

PB vs. SCHD - Dividend Comparison

PB's dividend yield for the trailing twelve months is around 3.05%, less than SCHD's 3.67% yield.


TTM20232022202120202019201820172016201520142013
PB
Prosperity Bancshares, Inc.
3.05%3.26%2.90%2.75%2.70%2.35%2.39%1.97%1.73%2.34%1.79%1.40%
SCHD
Schwab US Dividend Equity ETF
3.67%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

PB vs. SCHD - Drawdown Comparison

The maximum PB drawdown since its inception was -47.89%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for PB and SCHD. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-12.26%
-7.30%
PB
SCHD

Volatility

PB vs. SCHD - Volatility Comparison

Prosperity Bancshares, Inc. (PB) has a higher volatility of 5.91% compared to Schwab US Dividend Equity ETF (SCHD) at 3.67%. This indicates that PB'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%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
5.91%
3.67%
PB
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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