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

Performance

PXD vs. SCHD - Performance Comparison

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

0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember0
10.62%
PXD
SCHD

Returns By Period


PXD

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

SCHD

YTD

15.97%

1M

-0.59%

6M

10.25%

1Y

24.77%

5Y (annualized)

12.66%

10Y (annualized)

11.38%

Key characteristics


PXDSCHD

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Correlation

-0.50.00.51.00.5

The correlation between PXD and SCHD is 0.48, 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.

Risk-Adjusted Performance

PXD vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pioneer Natural Resources Company (PXD) 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 PXD, currently valued at 1.35, compared to the broader market-4.00-2.000.002.004.001.352.29
The chart of Sortino ratio for PXD, currently valued at 2.05, compared to the broader market-4.00-2.000.002.004.002.053.31
The chart of Omega ratio for PXD, currently valued at 1.36, compared to the broader market0.501.001.502.001.361.40
The chart of Calmar ratio for PXD, currently valued at 1.13, compared to the broader market0.002.004.006.001.133.38
The chart of Martin ratio for PXD, currently valued at 6.41, compared to the broader market-10.000.0010.0020.0030.006.4112.42
PXD
SCHD

Rolling 12-month Sharpe Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.35
2.29
PXD
SCHD

Dividends

PXD vs. SCHD - Dividend Comparison

PXD has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 3.41%.


TTM20232022202120202019201820172016201520142013
PXD
Pioneer Natural Resources Company
2.14%6.21%11.14%3.76%1.93%0.79%0.24%0.04%0.04%0.05%0.05%0.04%
SCHD
Schwab US Dividend Equity ETF
3.41%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

PXD vs. SCHD - Drawdown Comparison


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.14%
-1.78%
PXD
SCHD

Volatility

PXD vs. SCHD - Volatility Comparison

The current volatility for Pioneer Natural Resources Company (PXD) is 0.00%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 3.42%. This indicates that PXD 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.


0.00%1.00%2.00%3.00%4.00%5.00%JuneJulyAugustSeptemberOctoberNovember0
3.42%
PXD
SCHD