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SCHL vs. SCHW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SCHL and SCHW is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

SCHL vs. SCHW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Scholastic Corporation (SCHL) and The Charles Schwab Corporation (SCHW). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%SeptemberOctoberNovemberDecember2025February
-32.24%
26.51%
SCHL
SCHW

Key characteristics

Sharpe Ratio

SCHL:

-1.05

SCHW:

1.17

Sortino Ratio

SCHL:

-1.40

SCHW:

1.70

Omega Ratio

SCHL:

0.79

SCHW:

1.25

Calmar Ratio

SCHL:

-0.79

SCHW:

0.95

Martin Ratio

SCHL:

-1.67

SCHW:

2.98

Ulcer Index

SCHL:

28.20%

SCHW:

10.42%

Daily Std Dev

SCHL:

45.09%

SCHW:

26.47%

Max Drawdown

SCHL:

-83.12%

SCHW:

-86.79%

Current Drawdown

SCHL:

-54.73%

SCHW:

-10.70%

Fundamentals

Market Cap

SCHL:

$567.92M

SCHW:

$147.71B

EPS

SCHL:

-$0.17

SCHW:

$2.99

PEG Ratio

SCHL:

3.63

SCHW:

0.93

Total Revenue (TTM)

SCHL:

$1.58B

SCHW:

$19.61B

Gross Profit (TTM)

SCHL:

$852.20M

SCHW:

$19.61B

EBITDA (TTM)

SCHL:

$79.50M

SCHW:

$8.61B

Returns By Period

In the year-to-date period, SCHL achieves a -4.29% return, which is significantly lower than SCHW's 10.46% return. Over the past 10 years, SCHL has underperformed SCHW with an annualized return of -4.10%, while SCHW has yielded a comparatively higher 12.03% annualized return.


SCHL

YTD

-4.29%

1M

2.07%

6M

-32.24%

1Y

-48.55%

5Y*

-8.37%

10Y*

-4.10%

SCHW

YTD

10.46%

1M

6.99%

6M

26.51%

1Y

28.31%

5Y*

12.53%

10Y*

12.03%

*Annualized

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Risk-Adjusted Performance

SCHL vs. SCHW — Risk-Adjusted Performance Rank

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

SCHL
The Risk-Adjusted Performance Rank of SCHL is 44
Overall Rank
The Sharpe Ratio Rank of SCHL is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHL is 55
Sortino Ratio Rank
The Omega Ratio Rank of SCHL is 55
Omega Ratio Rank
The Calmar Ratio Rank of SCHL is 55
Calmar Ratio Rank
The Martin Ratio Rank of SCHL is 33
Martin Ratio Rank

SCHW
The Risk-Adjusted Performance Rank of SCHW is 7676
Overall Rank
The Sharpe Ratio Rank of SCHW is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHW is 7373
Sortino Ratio Rank
The Omega Ratio Rank of SCHW is 7676
Omega Ratio Rank
The Calmar Ratio Rank of SCHW is 7777
Calmar Ratio Rank
The Martin Ratio Rank of SCHW is 7171
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.

SCHL vs. SCHW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Scholastic Corporation (SCHL) and The Charles Schwab Corporation (SCHW). 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 SCHL, currently valued at -1.05, compared to the broader market-2.000.002.004.00-1.051.17
The chart of Sortino ratio for SCHL, currently valued at -1.40, compared to the broader market-6.00-4.00-2.000.002.004.006.00-1.401.70
The chart of Omega ratio for SCHL, currently valued at 0.79, compared to the broader market0.501.001.502.000.791.25
The chart of Calmar ratio for SCHL, currently valued at -0.79, compared to the broader market0.002.004.006.00-0.790.95
The chart of Martin ratio for SCHL, currently valued at -1.67, compared to the broader market0.0010.0020.0030.00-1.672.98
SCHL
SCHW

The current SCHL Sharpe Ratio is -1.05, which is lower than the SCHW Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of SCHL and SCHW, 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-1.50-1.00-0.500.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
-1.05
1.17
SCHL
SCHW

Dividends

SCHL vs. SCHW - Dividend Comparison

SCHL's dividend yield for the trailing twelve months is around 3.96%, more than SCHW's 1.25% yield.


TTM20242023202220212020201920182017201620152014
SCHL
Scholastic Corporation
3.96%3.75%2.12%1.77%1.50%2.40%1.56%1.49%1.50%1.26%1.56%1.65%
SCHW
The Charles Schwab Corporation
1.25%1.35%1.45%1.01%0.86%1.36%1.43%1.11%0.62%0.68%0.73%0.79%

Drawdowns

SCHL vs. SCHW - Drawdown Comparison

The maximum SCHL drawdown since its inception was -83.12%, roughly equal to the maximum SCHW drawdown of -86.79%. Use the drawdown chart below to compare losses from any high point for SCHL and SCHW. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%SeptemberOctoberNovemberDecember2025February
-54.73%
-10.70%
SCHL
SCHW

Volatility

SCHL vs. SCHW - Volatility Comparison

Scholastic Corporation (SCHL) has a higher volatility of 12.43% compared to The Charles Schwab Corporation (SCHW) at 8.27%. This indicates that SCHL's price experiences larger fluctuations and is considered to be riskier than SCHW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%SeptemberOctoberNovemberDecember2025February
12.43%
8.27%
SCHL
SCHW

Financials

SCHL vs. SCHW - Financials Comparison

This section allows you to compare key financial metrics between Scholastic Corporation and The Charles Schwab Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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