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

Correlation

The correlation between PFE and SCHD is 0.44, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

PFE vs. SCHD - Performance Comparison

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

0.00%100.00%200.00%300.00%400.00%NovemberDecember2025FebruaryMarchApril
66.07%
302.62%
PFE
SCHD

Key characteristics

Sharpe Ratio

PFE:

-0.31

SCHD:

0.18

Sortino Ratio

PFE:

-0.28

SCHD:

0.35

Omega Ratio

PFE:

0.97

SCHD:

1.05

Calmar Ratio

PFE:

-0.13

SCHD:

0.18

Martin Ratio

PFE:

-0.60

SCHD:

0.64

Ulcer Index

PFE:

12.48%

SCHD:

4.44%

Daily Std Dev

PFE:

24.27%

SCHD:

15.99%

Max Drawdown

PFE:

-58.96%

SCHD:

-33.37%

Current Drawdown

PFE:

-56.43%

SCHD:

-11.47%

Returns By Period

In the year-to-date period, PFE achieves a -12.18% return, which is significantly lower than SCHD's -5.19% return. Over the past 10 years, PFE has underperformed SCHD with an annualized return of 0.48%, while SCHD has yielded a comparatively higher 10.28% annualized return.


PFE

YTD

-12.18%

1M

-9.08%

6M

-16.83%

1Y

-3.58%

5Y*

-4.21%

10Y*

0.48%

SCHD

YTD

-5.19%

1M

-7.66%

6M

-7.13%

1Y

3.11%

5Y*

13.15%

10Y*

10.28%

*Annualized

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Risk-Adjusted Performance

PFE vs. SCHD — Risk-Adjusted Performance Rank

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

PFE
The Risk-Adjusted Performance Rank of PFE is 3636
Overall Rank
The Sharpe Ratio Rank of PFE is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of PFE is 2929
Sortino Ratio Rank
The Omega Ratio Rank of PFE is 3030
Omega Ratio Rank
The Calmar Ratio Rank of PFE is 4444
Calmar Ratio Rank
The Martin Ratio Rank of PFE is 4040
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 3131
Overall Rank
The Sharpe Ratio Rank of SCHD is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 3030
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 2929
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 3434
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 3232
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.

PFE vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pfizer Inc. (PFE) 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 chart of Sharpe ratio for PFE, currently valued at -0.31, compared to the broader market-2.00-1.000.001.002.003.00
PFE: -0.31
SCHD: 0.18
The chart of Sortino ratio for PFE, currently valued at -0.28, compared to the broader market-6.00-4.00-2.000.002.004.00
PFE: -0.28
SCHD: 0.35
The chart of Omega ratio for PFE, currently valued at 0.97, compared to the broader market0.501.001.502.00
PFE: 0.97
SCHD: 1.05
The chart of Calmar ratio for PFE, currently valued at -0.13, compared to the broader market0.001.002.003.004.005.00
PFE: -0.13
SCHD: 0.18
The chart of Martin ratio for PFE, currently valued at -0.60, compared to the broader market-5.000.005.0010.0015.0020.00
PFE: -0.60
SCHD: 0.64

The current PFE Sharpe Ratio is -0.31, which is lower than the SCHD Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of PFE 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.31
0.18
PFE
SCHD

Dividends

PFE vs. SCHD - Dividend Comparison

PFE's dividend yield for the trailing twelve months is around 7.37%, more than SCHD's 4.05% yield.


TTM20242023202220212020201920182017201620152014
PFE
Pfizer Inc.
7.37%6.33%5.70%3.12%2.64%3.92%3.68%3.12%3.54%3.70%3.48%3.34%
SCHD
Schwab US Dividend Equity ETF
4.05%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

PFE vs. SCHD - Drawdown Comparison

The maximum PFE drawdown since its inception was -58.96%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for PFE and SCHD. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-56.43%
-11.47%
PFE
SCHD

Volatility

PFE vs. SCHD - Volatility Comparison

The current volatility for Pfizer Inc. (PFE) is 10.22%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 11.20%. This indicates that PFE experiences smaller price fluctuations and is considered to be less risky 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%NovemberDecember2025FebruaryMarchApril
10.22%
11.20%
PFE
SCHD