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

Correlation

The correlation between SBAC and SCHD is 0.41, 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: 0.4

Performance

SBAC vs. SCHD - Performance Comparison

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

350.00%400.00%450.00%500.00%550.00%NovemberDecember2025FebruaryMarchApril
525.78%
369.64%
SBAC
SCHD

Key characteristics

Sharpe Ratio

SBAC:

0.52

SCHD:

0.18

Sortino Ratio

SBAC:

0.92

SCHD:

0.35

Omega Ratio

SBAC:

1.12

SCHD:

1.05

Calmar Ratio

SBAC:

0.28

SCHD:

0.18

Martin Ratio

SBAC:

1.39

SCHD:

0.64

Ulcer Index

SBAC:

10.20%

SCHD:

4.44%

Daily Std Dev

SBAC:

27.09%

SCHD:

15.99%

Max Drawdown

SBAC:

-99.65%

SCHD:

-33.37%

Current Drawdown

SBAC:

-40.15%

SCHD:

-11.47%

Returns By Period

In the year-to-date period, SBAC achieves a 9.54% return, which is significantly higher than SCHD's -5.19% return. Over the past 10 years, SBAC has underperformed SCHD with an annualized return of 7.23%, while SCHD has yielded a comparatively higher 10.28% annualized return.


SBAC

YTD

9.54%

1M

3.44%

6M

-7.26%

1Y

14.37%

5Y*

-5.08%

10Y*

7.23%

SCHD

YTD

-5.19%

1M

-7.66%

6M

-7.13%

1Y

3.11%

5Y*

13.15%

10Y*

10.28%

*Annualized

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Risk-Adjusted Performance

SBAC vs. SCHD — Risk-Adjusted Performance Rank

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

SBAC
The Risk-Adjusted Performance Rank of SBAC is 6666
Overall Rank
The Sharpe Ratio Rank of SBAC is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of SBAC is 6464
Sortino Ratio Rank
The Omega Ratio Rank of SBAC is 6262
Omega Ratio Rank
The Calmar Ratio Rank of SBAC is 6565
Calmar Ratio Rank
The Martin Ratio Rank of SBAC is 6868
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 3131
Overall Rank
The Sharpe Ratio Rank of SCHD is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 3030
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 2929
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 3434
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 3232
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.

SBAC vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SBA Communications Corporation (SBAC) 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 SBAC, currently valued at 0.52, compared to the broader market-2.00-1.000.001.002.003.00
SBAC: 0.52
SCHD: 0.18
The chart of Sortino ratio for SBAC, currently valued at 0.92, compared to the broader market-6.00-4.00-2.000.002.004.00
SBAC: 0.92
SCHD: 0.35
The chart of Omega ratio for SBAC, currently valued at 1.12, compared to the broader market0.501.001.502.00
SBAC: 1.12
SCHD: 1.05
The chart of Calmar ratio for SBAC, currently valued at 0.28, compared to the broader market0.001.002.003.004.005.00
SBAC: 0.28
SCHD: 0.18
The chart of Martin ratio for SBAC, currently valued at 1.39, compared to the broader market-5.000.005.0010.0015.0020.00
SBAC: 1.39
SCHD: 0.64

The current SBAC Sharpe Ratio is 0.52, which is higher than the SCHD Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of SBAC 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
0.52
0.18
SBAC
SCHD

Dividends

SBAC vs. SCHD - Dividend Comparison

SBAC's dividend yield for the trailing twelve months is around 1.82%, less than SCHD's 4.05% yield.


TTM20242023202220212020201920182017201620152014
SBAC
SBA Communications Corporation
1.82%1.92%1.34%1.01%0.60%0.66%0.31%0.00%0.00%0.00%0.00%0.00%
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

SBAC vs. SCHD - Drawdown Comparison

The maximum SBAC drawdown since its inception was -99.65%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for SBAC and SCHD. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-40.15%
-11.47%
SBAC
SCHD

Volatility

SBAC vs. SCHD - Volatility Comparison

SBA Communications Corporation (SBAC) and Schwab US Dividend Equity ETF (SCHD) have volatilities of 10.68% and 11.20%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
10.68%
11.20%
SBAC
SCHD