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

Correlation

The correlation between PG and SCHD is 0.43, 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.


Performance

PG vs. SCHD - Performance Comparison

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

250.00%300.00%350.00%400.00%December2025FebruaryMarchAprilMay
260.92%
369.09%
PG
SCHD

Key characteristics

Sharpe Ratio

PG:

-0.04

SCHD:

0.15

Sortino Ratio

PG:

0.07

SCHD:

0.32

Omega Ratio

PG:

1.01

SCHD:

1.04

Calmar Ratio

PG:

-0.06

SCHD:

0.15

Martin Ratio

PG:

-0.15

SCHD:

0.50

Ulcer Index

PG:

5.00%

SCHD:

4.85%

Daily Std Dev

PG:

18.87%

SCHD:

16.02%

Max Drawdown

PG:

-54.23%

SCHD:

-33.37%

Current Drawdown

PG:

-10.24%

SCHD:

-11.57%

Returns By Period

In the year-to-date period, PG achieves a -3.79% return, which is significantly higher than SCHD's -5.30% return. Both investments have delivered pretty close results over the past 10 years, with PG having a 10.05% annualized return and SCHD not far ahead at 10.27%.


PG

YTD

-3.79%

1M

0.05%

6M

0.15%

1Y

-1.54%

5Y*

9.26%

10Y*

10.05%

SCHD

YTD

-5.30%

1M

2.81%

6M

-10.08%

1Y

2.08%

5Y*

12.56%

10Y*

10.27%

*Annualized

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Risk-Adjusted Performance

PG vs. SCHD — Risk-Adjusted Performance Rank

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

PG
The Risk-Adjusted Performance Rank of PG is 4444
Overall Rank
The Sharpe Ratio Rank of PG is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of PG is 3939
Sortino Ratio Rank
The Omega Ratio Rank of PG is 3939
Omega Ratio Rank
The Calmar Ratio Rank of PG is 4848
Calmar Ratio Rank
The Martin Ratio Rank of PG is 4848
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 2929
Overall Rank
The Sharpe Ratio Rank of SCHD is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 2727
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 2727
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 3131
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 2929
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.

PG vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Procter & Gamble Company (PG) 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 PG Sharpe Ratio is -0.04, which is lower than the SCHD Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of PG 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
-0.04
0.15
PG
SCHD

Dividends

PG vs. SCHD - Dividend Comparison

PG's dividend yield for the trailing twelve months is around 2.56%, less than SCHD's 4.05% yield.


TTM20242023202220212020201920182017201620152014
PG
The Procter & Gamble Company
2.56%2.36%2.55%2.38%2.08%2.24%2.37%3.09%2.98%3.18%3.32%2.78%
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

PG vs. SCHD - Drawdown Comparison

The maximum PG drawdown since its inception was -54.23%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for PG and SCHD. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-10.24%
-11.57%
PG
SCHD

Volatility

PG vs. SCHD - Volatility Comparison

The current volatility for The Procter & Gamble Company (PG) is 7.24%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 8.81%. This indicates that PG 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%December2025FebruaryMarchAprilMay
7.24%
8.81%
PG
SCHD