SCHL vs. SCHW

Last updated Jun 3, 2026

SCHL (Scholastic Corporation) and SCHW (The Charles Schwab Corporation) are both stocks. SCHL operates in Publishing (Communication Services), while SCHW operates in Capital Markets (Financial Services). Over the past 10 years, SCHL returned 3.07%/yr vs 13.04%/yr for SCHW. At a 0.32 correlation, their price movements are largely independent.

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.

Returns By Period

In the year-to-date period, SCHL achieves a 45.82% return, which is significantly higher than SCHW's -11.70% return. Over the past 10 years, SCHL has underperformed SCHW with an annualized return of 3.07%, while SCHW has yielded a comparatively higher 13.04% annualized return.

SCHL

• 1D: -0.05%
• 1M: 5.95%
• YTD: 45.82%
• 6M: 43.64%
• 1Y: 157.61%
• 3Y*: 1.86%
• 5Y*: 6.74%
• 10Y*: 3.07%

SCHW

• 1D: -1.27%
• 1M: -3.95%
• YTD: -11.70%
• 6M: -4.18%
• 1Y: 0.69%
• 3Y*: 18.90%
• 5Y*: 4.26%
• 10Y*: 13.04%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SCHL vs. SCHW - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SCHL Scholastic Corporation	45.82%	43.96%	-42.00%	-2.52%	0.48%	62.97%	-33.43%	-3.00%	1.86%	-14.30%
SCHW The Charles Schwab Corporation	-11.70%	36.65%	9.17%	-15.97%	0.11%	60.23%	13.57%	16.38%	-18.43%	31.15%

Correlation

The correlation between SCHL and SCHW is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.06
Correlation (3Y) Calculated over the trailing 3-year period	0.17
Correlation (5Y) Calculated over the trailing 5-year period	0.23
Correlation (10Y) Calculated over the trailing 10-year period	0.31
Correlation (All Time) Calculated using the full available price history since Feb 26, 1992	0.32

Over the past year, the correlation between SCHL and SCHW has dropped to 0.06 - well below their long-term average of 0.32, suggesting their price drivers have been diverging.

Fundamentals

EPS SCHL : $3.69 SCHW : $5.26
PE Ratio SCHL : 11.58 SCHW : 16.65
PEG Ratio SCHL : 0.16 SCHW : 0.95
PS Ratio SCHL : 0.57 SCHW : 6.49
Total Revenue (TTM) SCHL : $1.29B SCHW : $24.17B
Gross Profit (TTM) SCHL : $678.60M SCHW : $18.86B
EBITDA (TTM) SCHL : $82.20M SCHW : $13.11B

Return for Risk

SCHL vs. SCHW — Risk / Return Rank

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

SCHL

SCHL Risk / Return Rank: 97
SCHL Sharpe Ratio Rank: 96
SCHL Sortino Ratio Rank: 96
SCHL Omega Ratio Rank: 95
SCHL Calmar Ratio Rank: 98
SCHL Martin Ratio Rank: 99

SCHW

SCHW Risk / Return Rank: 38
SCHW Sharpe Ratio Rank: 41
SCHW Sortino Ratio Rank: 34
SCHW Omega Ratio Rank: 34
SCHW Calmar Ratio Rank: 40
SCHW Martin Ratio Rank: 41

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.

SCHL vs. SCHW - Risk-Adjusted Trends 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.

	SCHL	SCHW	Difference
Sharpe ratio Return per unit of total volatility	3.55	0.03	+3.52
Sortino ratio Return per unit of downside risk	4.41	0.19	+4.22
Omega ratio Gain probability vs. loss probability	1.60	1.03	+0.57
Calmar ratio Return relative to maximum drawdown	12.80	0.02	+12.78
Martin ratio Return relative to average drawdown	41.13	0.05	+41.08
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SCHL vs. SCHW - Sharpe Ratio Comparison

The current SCHL Sharpe Ratio is 3.55, which is higher than the SCHW Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of SCHL and SCHW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SCHL	SCHW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.55	0.03	+3.52
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.16	0.13	+0.03
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.08	0.39	-0.31
Sharpe Ratio (All Time) Calculated using the full available price history	0.12	0.42	-0.31

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.

Drawdown Indicators

	SCHL	SCHW	Difference
Max Drawdown Largest peak-to-trough decline	-83.12%	-86.79%	+3.67%
Max Drawdown (1Y) Largest decline over 1 year	-12.02%	-19.83%	+7.81%
Max Drawdown (3Y) Largest decline over 3 years	-63.84%	-27.11%	-36.73%
Max Drawdown (5Y) Largest decline over 5 years	-64.52%	-49.70%	-14.82%
Max Drawdown (10Y) Largest decline over 10 years	-64.52%	-51.08%	-13.44%
Current Drawdown Current decline from peak	-0.69%	-17.71%	+17.02%
Average Drawdown Average peak-to-trough decline	-30.93%	-35.55%	+4.62%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.74%	7.96%	-4.22%

Volatility

SCHL vs. SCHW - Volatility Comparison

Scholastic Corporation (SCHL) has a higher volatility of 8.82% compared to The Charles Schwab Corporation (SCHW) at 7.95%. 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.

Volatility by Period

	SCHL	SCHW	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.82%	7.95%	+0.87%
Volatility (6M) Calculated over the trailing 6-month period	25.07%	19.70%	+5.37%
Volatility (1Y) Calculated over the trailing 1-year period	44.69%	23.92%	+20.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	41.60%	32.24%	+9.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	37.31%	33.42%	+3.89%

Dividends

SCHL vs. SCHW - Dividend Comparison

SCHL's dividend yield for the trailing twelve months is around 1.87%, more than SCHW's 1.35% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SCHL Scholastic Corporation	1.87%	2.70%	3.75%	2.12%	1.77%	1.50%	2.40%	1.56%	1.49%	1.50%	1.26%	1.56%
SCHW The Charles Schwab Corporation	1.35%	1.08%	1.35%	1.45%	1.01%	0.86%	1.36%	1.43%	1.11%	0.62%	0.68%	0.73%

Financials

Frequently Asked Questions

Can I hold both SCHL and SCHW in my portfolio?

SCHL and SCHW have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SCHL or SCHW?

SCHL has higher volatility (8.82%) compared to SCHW (7.95%). In terms of maximum drawdown, SCHL dropped -83.12% vs SCHW's -86.79%.

Which has better risk-adjusted returns?

SCHL currently has the higher Sharpe Ratio (3.55 vs 0.03), 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.