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PPG vs. SCHD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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 U.S. Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

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PPG vs. SCHD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PPG
PPG Industries, Inc.
4.51%-11.96%-18.46%21.19%-25.71%21.28%10.08%32.81%-11.00%25.24%
SCHD
Schwab U.S. Dividend Equity ETF
12.17%4.34%11.66%4.54%-3.26%29.87%15.03%27.29%-5.56%20.85%

Returns By Period

In the year-to-date period, PPG achieves a 4.51% return, which is significantly lower than SCHD's 12.17% return. Over the past 10 years, PPG has underperformed SCHD with an annualized return of 1.24%, while SCHD has yielded a comparatively higher 12.25% annualized return.


PPG

1D
-0.38%
1M
-10.68%
YTD
4.51%
6M
3.64%
1Y
0.30%
3Y*
-5.20%
5Y*
-4.98%
10Y*
1.24%

SCHD

1D
-0.55%
1M
-3.43%
YTD
12.17%
6M
12.91%
1Y
13.70%
3Y*
11.84%
5Y*
8.32%
10Y*
12.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

PPG vs. SCHD — Risk / Return Rank

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

PPG
PPG Risk / Return Rank: 3838
Overall Rank
PPG Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
PPG Sortino Ratio Rank: 3535
Sortino Ratio Rank
PPG Omega Ratio Rank: 3434
Omega Ratio Rank
PPG Calmar Ratio Rank: 4040
Calmar Ratio Rank
PPG Martin Ratio Rank: 4040
Martin Ratio Rank

SCHD
SCHD Risk / Return Rank: 4343
Overall Rank
SCHD Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SCHD Sortino Ratio Rank: 4646
Sortino Ratio Rank
SCHD Omega Ratio Rank: 4646
Omega Ratio Rank
SCHD Calmar Ratio Rank: 3939
Calmar Ratio Rank
SCHD Martin Ratio Rank: 3838
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PPG vs. SCHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PPG Industries, Inc. (PPG) and Schwab U.S. 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.


PPGSCHDDifference

Sharpe ratio

Return per unit of total volatility

0.01

0.88

-0.87

Sortino ratio

Return per unit of downside risk

0.24

1.32

-1.08

Omega ratio

Gain probability vs. loss probability

1.03

1.19

-0.16

Calmar ratio

Return relative to maximum drawdown

-0.00

1.05

-1.05

Martin ratio

Return relative to average drawdown

-0.01

3.55

-3.56

PPG vs. SCHD - Sharpe Ratio Comparison

The current PPG Sharpe Ratio is 0.01, which is lower than the SCHD Sharpe Ratio of 0.88. 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.


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Sharpe Ratios by Period


PPGSCHDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.01

0.88

-0.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.18

0.58

-0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.05

0.74

-0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.84

-0.46

Correlation

The correlation between PPG and SCHD is 0.67, 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.


Dividends

PPG vs. SCHD - Dividend Comparison

PPG's dividend yield for the trailing twelve months is around 2.64%, less than SCHD's 3.46% yield.


TTM20252024202320222021202020192018201720162015
PPG
PPG Industries, Inc.
2.64%2.71%2.23%1.70%1.92%1.31%1.46%1.48%1.82%1.46%1.65%1.43%
SCHD
Schwab U.S. Dividend Equity ETF
3.46%3.82%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%

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.


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Drawdown Indicators


PPGSCHDDifference

Max Drawdown

Largest peak-to-trough decline

-63.02%

-33.37%

-29.65%

Max Drawdown (1Y)

Largest decline over 1 year

-25.68%

-12.74%

-12.94%

Max Drawdown (5Y)

Largest decline over 5 years

-46.02%

-16.85%

-29.17%

Max Drawdown (10Y)

Largest decline over 10 years

-46.02%

-33.37%

-12.65%

Current Drawdown

Current decline from peak

-35.65%

-3.43%

-32.22%

Average Drawdown

Average peak-to-trough decline

-13.17%

-3.34%

-9.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.81%

3.75%

+7.06%

Volatility

PPG vs. SCHD - Volatility Comparison

PPG Industries, Inc. (PPG) has a higher volatility of 11.76% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.33%. 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.


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Volatility by Period


PPGSCHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.76%

2.33%

+9.43%

Volatility (6M)

Calculated over the trailing 6-month period

20.00%

7.96%

+12.04%

Volatility (1Y)

Calculated over the trailing 1-year period

31.02%

15.69%

+15.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.21%

14.40%

+12.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.12%

16.70%

+10.42%