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

Correlation

The correlation between PINS and SCHD is 0.32, 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.


-0.50.00.51.00.3

Performance

PINS vs. SCHD - Performance Comparison

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

20.00%40.00%60.00%80.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
20.86%
84.62%
PINS
SCHD

Key characteristics

Sharpe Ratio

PINS:

-0.49

SCHD:

1.20

Sortino Ratio

PINS:

-0.48

SCHD:

1.76

Omega Ratio

PINS:

0.93

SCHD:

1.21

Calmar Ratio

PINS:

-0.30

SCHD:

1.69

Martin Ratio

PINS:

-0.97

SCHD:

5.86

Ulcer Index

PINS:

21.17%

SCHD:

2.30%

Daily Std Dev

PINS:

41.78%

SCHD:

11.25%

Max Drawdown

PINS:

-80.72%

SCHD:

-33.37%

Current Drawdown

PINS:

-66.92%

SCHD:

-6.72%

Returns By Period

In the year-to-date period, PINS achieves a -20.38% return, which is significantly lower than SCHD's 11.54% return.


PINS

YTD

-20.38%

1M

0.89%

6M

-32.39%

1Y

-21.07%

5Y*

9.23%

10Y*

N/A

SCHD

YTD

11.54%

1M

-4.06%

6M

7.86%

1Y

12.63%

5Y*

10.97%

10Y*

10.86%

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Risk-Adjusted Performance

PINS vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pinterest, Inc. (PINS) 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 PINS, currently valued at -0.49, compared to the broader market-4.00-2.000.002.00-0.491.20
The chart of Sortino ratio for PINS, currently valued at -0.48, compared to the broader market-4.00-2.000.002.004.00-0.481.76
The chart of Omega ratio for PINS, currently valued at 0.93, compared to the broader market0.501.001.502.000.931.21
The chart of Calmar ratio for PINS, currently valued at -0.30, compared to the broader market0.002.004.006.00-0.301.69
The chart of Martin ratio for PINS, currently valued at -0.97, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.975.86
PINS
SCHD

The current PINS Sharpe Ratio is -0.49, which is lower than the SCHD Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of PINS 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.49
1.20
PINS
SCHD

Dividends

PINS vs. SCHD - Dividend Comparison

PINS has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 3.64%.


TTM20232022202120202019201820172016201520142013
PINS
Pinterest, 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
3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

PINS vs. SCHD - Drawdown Comparison

The maximum PINS drawdown since its inception was -80.72%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for PINS and SCHD. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-66.92%
-6.72%
PINS
SCHD

Volatility

PINS vs. SCHD - Volatility Comparison

Pinterest, Inc. (PINS) has a higher volatility of 10.12% compared to Schwab US Dividend Equity ETF (SCHD) at 3.88%. This indicates that PINS'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%JulyAugustSeptemberOctoberNovemberDecember
10.12%
3.88%
PINS
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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