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

Correlation

The correlation between PLNT and SCHD is 0.39, 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.


-0.50.00.51.00.4

Performance

PLNT vs. SCHD - Performance Comparison

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

200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
605.63%
190.95%
PLNT
SCHD

Key characteristics

Sharpe Ratio

PLNT:

1.26

SCHD:

1.20

Sortino Ratio

PLNT:

1.98

SCHD:

1.76

Omega Ratio

PLNT:

1.24

SCHD:

1.21

Calmar Ratio

PLNT:

0.93

SCHD:

1.69

Martin Ratio

PLNT:

3.85

SCHD:

5.86

Ulcer Index

PLNT:

9.89%

SCHD:

2.30%

Daily Std Dev

PLNT:

30.16%

SCHD:

11.25%

Max Drawdown

PLNT:

-68.72%

SCHD:

-33.37%

Current Drawdown

PLNT:

-2.70%

SCHD:

-6.72%

Returns By Period

In the year-to-date period, PLNT achieves a 35.97% return, which is significantly higher than SCHD's 11.54% return.


PLNT

YTD

35.97%

1M

1.00%

6M

36.48%

1Y

36.70%

5Y*

6.19%

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

PLNT vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Planet Fitness, Inc. (PLNT) 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 PLNT, currently valued at 1.26, compared to the broader market-4.00-2.000.002.001.261.20
The chart of Sortino ratio for PLNT, currently valued at 1.98, compared to the broader market-4.00-2.000.002.004.001.981.76
The chart of Omega ratio for PLNT, currently valued at 1.24, compared to the broader market0.501.001.502.001.241.21
The chart of Calmar ratio for PLNT, currently valued at 0.93, compared to the broader market0.002.004.006.000.931.69
The chart of Martin ratio for PLNT, currently valued at 3.85, compared to the broader market-5.000.005.0010.0015.0020.0025.003.855.86
PLNT
SCHD

The current PLNT Sharpe Ratio is 1.26, which is comparable to the SCHD Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of PLNT 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
1.26
1.20
PLNT
SCHD

Dividends

PLNT vs. SCHD - Dividend Comparison

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


TTM20232022202120202019201820172016201520142013
PLNT
Planet Fitness, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%13.83%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

PLNT vs. SCHD - Drawdown Comparison

The maximum PLNT drawdown since its inception was -68.72%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for PLNT and SCHD. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.70%
-6.72%
PLNT
SCHD

Volatility

PLNT vs. SCHD - Volatility Comparison

Planet Fitness, Inc. (PLNT) has a higher volatility of 7.36% compared to Schwab US Dividend Equity ETF (SCHD) at 3.88%. This indicates that PLNT'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%14.00%JulyAugustSeptemberOctoberNovemberDecember
7.36%
3.88%
PLNT
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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