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SCHD vs. SOL-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

SCHD vs. SOL-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab U.S. Dividend Equity ETF (SCHD) and Solana (SOL-USD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SCHD achieves a 20.66% return, which is significantly higher than SOL-USD's -46.20% return.


SCHD

1D
0.89%
1M
3.37%
YTD
20.66%
6M
19.57%
1Y
26.16%
3Y*
14.90%
5Y*
8.75%
10Y*
12.91%

SOL-USD

1D
0.15%
1M
-26.54%
YTD
-46.20%
6M
-49.40%
1Y
-56.07%
3Y*
64.54%
5Y*
11.54%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCHD vs. SOL-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SCHD
Schwab U.S. Dividend Equity ETF
20.66%4.34%11.66%4.54%-3.26%29.87%35.33%
SOL-USD
Solana
-46.20%-34.09%85.68%919.96%-94.13%11,143.63%81.60%

Correlation

The correlation between SCHD and SOL-USD is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.19

Correlation (3Y)
Calculated over the trailing 3-year period

0.15

Correlation (5Y)
Calculated over the trailing 5-year period

0.19

Correlation (All Time)
Calculated using the full available price history since Apr 10, 2020

0.16

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Return for Risk

SCHD vs. SOL-USD — Risk / Return Rank

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

SCHD
SCHD Risk / Return Rank: 8787
Overall Rank
SCHD Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
SCHD Sortino Ratio Rank: 9090
Sortino Ratio Rank
SCHD Omega Ratio Rank: 8383
Omega Ratio Rank
SCHD Calmar Ratio Rank: 9393
Calmar Ratio Rank
SCHD Martin Ratio Rank: 8181
Martin Ratio Rank

SOL-USD
SOL-USD Risk / Return Rank: 5050
Overall Rank
SOL-USD Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
SOL-USD Sortino Ratio Rank: 4949
Sortino Ratio Rank
SOL-USD Omega Ratio Rank: 4949
Omega Ratio Rank
SOL-USD Calmar Ratio Rank: 6060
Calmar Ratio Rank
SOL-USD Martin Ratio Rank: 5050
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.

SCHD vs. SOL-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Dividend Equity ETF (SCHD) and Solana (SOL-USD). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SCHDSOL-USDDifference
Sharpe ratioReturn per unit of total volatility

+3.18

Sortino ratioReturn per unit of downside risk

+4.80

Omega ratioGain probability vs. loss probability

1.43

0.90

+0.53

Calmar ratioReturn relative to maximum drawdown

5.70

-0.75

+6.44

Martin ratioReturn relative to average drawdown

13.97

-1.21

+15.18

SCHD vs. SOL-USD - Sharpe Ratio Comparison

The current SCHD Sharpe Ratio is 2.41, which is higher than the SOL-USD Sharpe Ratio of -0.78. The chart below compares the historical Sharpe Ratios of SCHD and SOL-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SCHD vs. SOL-USD - Drawdown Comparison

The maximum SCHD drawdown since its inception was -33.37%, smaller than the maximum SOL-USD drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for SCHD and SOL-USD.


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Drawdown Indicators


SCHDSOL-USDDifference

Max Drawdown

Largest peak-to-trough decline

-33.37%

-96.27%

+62.90%

Max Drawdown (1Y)

Largest decline over 1 year

-4.61%

-74.89%

+70.28%

Max Drawdown (3Y)

Largest decline over 3 years

-16.13%

-76.28%

+60.15%

Max Drawdown (5Y)

Largest decline over 5 years

-16.85%

-96.27%

+79.42%

Max Drawdown (10Y)

Largest decline over 10 years

-33.37%

Current Drawdown

Current decline from peak

-0.03%

-74.45%

+74.42%

Average Drawdown

Average peak-to-trough decline

-3.31%

-51.41%

+48.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.89%

52.87%

-50.98%

Volatility

SCHD vs. SOL-USD - Volatility Comparison

The current volatility for Schwab U.S. Dividend Equity ETF (SCHD) is 3.05%, while Solana (SOL-USD) has a volatility of 17.43%. This indicates that SCHD experiences smaller price fluctuations and is considered to be less risky than SOL-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCHDSOL-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.05%

17.43%

-14.38%

Volatility (6M)

Calculated over the trailing 6-month period

7.53%

46.84%

-39.31%

Volatility (1Y)

Calculated over the trailing 1-year period

10.93%

60.20%

-49.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.38%

82.38%

-68.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.72%

99.84%

-83.12%

Frequently Asked Questions


SCHD and SOL-USD have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SOL-USD has higher volatility (17.43%) compared to SCHD (3.05%). In terms of maximum drawdown, SCHD dropped -33.37% vs SOL-USD's -96.27%.

SCHD currently has the higher Sharpe Ratio (2.41 vs -0.78), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for SCHD and SOL-USD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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