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

Correlation

The correlation between PPG and SCHD is 0.65, 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: 0.6

Performance

PPG vs. SCHD - Performance Comparison

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

200.00%250.00%300.00%350.00%400.00%NovemberDecember2025FebruaryMarchApril
225.59%
370.37%
PPG
SCHD

Key characteristics

Sharpe Ratio

PPG:

-0.72

SCHD:

0.23

Sortino Ratio

PPG:

-0.95

SCHD:

0.43

Omega Ratio

PPG:

0.88

SCHD:

1.06

Calmar Ratio

PPG:

-0.41

SCHD:

0.23

Martin Ratio

PPG:

-1.74

SCHD:

0.84

Ulcer Index

PPG:

10.87%

SCHD:

4.38%

Daily Std Dev

PPG:

26.25%

SCHD:

15.99%

Max Drawdown

PPG:

-63.02%

SCHD:

-33.37%

Current Drawdown

PPG:

-38.68%

SCHD:

-11.33%

Returns By Period

In the year-to-date period, PPG achieves a -12.32% return, which is significantly lower than SCHD's -5.04% return. Over the past 10 years, PPG has underperformed SCHD with an annualized return of 1.14%, while SCHD has yielded a comparatively higher 10.35% annualized return.


PPG

YTD

-12.32%

1M

-6.81%

6M

-17.24%

1Y

-18.46%

5Y*

4.27%

10Y*

1.14%

SCHD

YTD

-5.04%

1M

-6.82%

6M

-7.58%

1Y

2.51%

5Y*

13.19%

10Y*

10.35%

*Annualized

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Risk-Adjusted Performance

PPG vs. SCHD — Risk-Adjusted Performance Rank

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

PPG
The Risk-Adjusted Performance Rank of PPG is 1515
Overall Rank
The Sharpe Ratio Rank of PPG is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of PPG is 1414
Sortino Ratio Rank
The Omega Ratio Rank of PPG is 1515
Omega Ratio Rank
The Calmar Ratio Rank of PPG is 2626
Calmar Ratio Rank
The Martin Ratio Rank of PPG is 44
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 4141
Overall Rank
The Sharpe Ratio Rank of SCHD is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 3939
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 3939
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 4343
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 4141
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.

PPG vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PPG Industries, Inc. (PPG) 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 PPG, currently valued at -0.72, compared to the broader market-2.00-1.000.001.002.003.00
PPG: -0.72
SCHD: 0.23
The chart of Sortino ratio for PPG, currently valued at -0.95, compared to the broader market-6.00-4.00-2.000.002.004.00
PPG: -0.95
SCHD: 0.43
The chart of Omega ratio for PPG, currently valued at 0.88, compared to the broader market0.501.001.502.00
PPG: 0.88
SCHD: 1.06
The chart of Calmar ratio for PPG, currently valued at -0.41, compared to the broader market0.001.002.003.004.005.00
PPG: -0.41
SCHD: 0.23
The chart of Martin ratio for PPG, currently valued at -1.74, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
PPG: -1.74
SCHD: 0.84

The current PPG Sharpe Ratio is -0.72, which is lower than the SCHD Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of PPG 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
-0.72
0.23
PPG
SCHD

Dividends

PPG vs. SCHD - Dividend Comparison

PPG's dividend yield for the trailing twelve months is around 2.58%, less than SCHD's 4.05% yield.


TTM20242023202220212020201920182017201620152014
PPG
PPG Industries, Inc.
2.58%2.23%1.70%1.92%1.31%1.46%1.48%1.82%1.46%1.65%1.43%1.13%
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

PPG vs. SCHD - Drawdown Comparison

The maximum PPG drawdown since its inception was -63.02%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for PPG and SCHD. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-38.68%
-11.33%
PPG
SCHD

Volatility

PPG vs. SCHD - Volatility Comparison

PPG Industries, Inc. (PPG) has a higher volatility of 17.40% compared to Schwab US Dividend Equity ETF (SCHD) at 11.25%. This indicates that PPG'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%NovemberDecember2025FebruaryMarchApril
17.40%
11.25%
PPG
SCHD