REFI vs. SCHD

In the year-to-date period, REFI achieves a 0.43% return, which is significantly higher than SCHD's -2.39% return.

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This table presents a comparison of risk-adjusted performance metrics for Chicago Atlantic Real Estate Finance, Inc. (REFI) 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 current REFI Sharpe Ratio is 0.56, which is higher than the SCHD Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of REFI 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.

REFI's dividend yield for the trailing twelve months is around 13.72%, more than SCHD's 3.93% yield.

The maximum REFI drawdown since its inception was -26.55%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for REFI and SCHD. For additional features, visit the drawdowns tool.

The current volatility for Chicago Atlantic Real Estate Finance, Inc. (REFI) is 4.57%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 4.93%. This indicates that REFI 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.