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SCHY vs. PEY.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCHY vs. PEY.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab International Dividend Equity ETF (SCHY) and Peyto Exploration & Development Corp. (PEY.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SCHY is traded in USD, while PEY.TO is traded in CAD. To make them comparable, the PEY.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SCHY achieves a 10.44% return, which is significantly lower than PEY.TO's 11.42% return.


SCHY

1D
0.24%
1M
1.36%
YTD
10.44%
6M
11.90%
1Y
23.76%
3Y*
15.61%
5Y*
8.28%
10Y*

PEY.TO

1D
-0.26%
1M
-6.94%
YTD
11.42%
6M
11.29%
1Y
26.58%
3Y*
41.87%
5Y*
34.15%
10Y*
2.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCHY vs. PEY.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SCHY
Schwab International Dividend Equity ETF
10.44%33.98%-1.79%14.27%-9.43%3.42%
PEY.TO
Peyto Exploration & Development Corp.
11.42%48.94%43.34%-0.98%44.91%66.86%

Correlation

The correlation between SCHY and PEY.TO 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

0.13

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

0.24

Correlation (All Time)
Calculated using the full available price history since Apr 29, 2021

0.24

The correlation between SCHY and PEY.TO shifts across timeframes, from -0.06 (1 year) to 0.24 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

SCHY vs. PEY.TO — Risk / Return Rank

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

SCHY
SCHY Risk / Return Rank: 6060
Overall Rank
SCHY Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
SCHY Sortino Ratio Rank: 6464
Sortino Ratio Rank
SCHY Omega Ratio Rank: 6363
Omega Ratio Rank
SCHY Calmar Ratio Rank: 5656
Calmar Ratio Rank
SCHY Martin Ratio Rank: 5151
Martin Ratio Rank

PEY.TO
PEY.TO Risk / Return Rank: 7474
Overall Rank
PEY.TO Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
PEY.TO Sortino Ratio Rank: 7272
Sortino Ratio Rank
PEY.TO Omega Ratio Rank: 7070
Omega Ratio Rank
PEY.TO Calmar Ratio Rank: 7676
Calmar Ratio Rank
PEY.TO Martin Ratio Rank: 7676
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.

SCHY vs. PEY.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab International Dividend Equity ETF (SCHY) and Peyto Exploration & Development Corp. (PEY.TO). 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.


SCHYPEY.TODifference
Sharpe ratioReturn per unit of total volatility

+0.79

Sortino ratioReturn per unit of downside risk

+1.00

Omega ratioGain probability vs. loss probability

1.33

1.19

+0.14

Calmar ratioReturn relative to maximum drawdown

2.46

1.72

+0.74

Martin ratioReturn relative to average drawdown

7.63

3.77

+3.86

SCHY vs. PEY.TO - Sharpe Ratio Comparison

The current SCHY Sharpe Ratio is 1.86, which is higher than the PEY.TO Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of SCHY and PEY.TO, 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

SCHY vs. PEY.TO - Drawdown Comparison

The maximum SCHY drawdown since its inception was -24.04%, smaller than the maximum PEY.TO drawdown of -97.31%. Use the drawdown chart below to compare losses from any high point for SCHY and PEY.TO.


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Drawdown Indicators


SCHYPEY.TODifference

Max Drawdown

Largest peak-to-trough decline

-24.04%

-97.31%

+73.27%

Max Drawdown (1Y)

Largest decline over 1 year

-9.11%

-17.22%

+8.11%

Max Drawdown (3Y)

Largest decline over 3 years

-12.16%

-22.89%

+10.73%

Max Drawdown (5Y)

Largest decline over 5 years

-24.04%

-45.19%

+21.15%

Max Drawdown (10Y)

Largest decline over 10 years

-96.88%

Current Drawdown

Current decline from peak

-2.94%

-13.84%

+10.90%

Average Drawdown

Average peak-to-trough decline

-4.97%

-41.14%

+36.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.95%

7.83%

-4.88%

Volatility

SCHY vs. PEY.TO - Volatility Comparison

The current volatility for Schwab International Dividend Equity ETF (SCHY) is 3.37%, while Peyto Exploration & Development Corp. (PEY.TO) has a volatility of 8.46%. This indicates that SCHY experiences smaller price fluctuations and is considered to be less risky than PEY.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCHYPEY.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.37%

8.46%

-5.09%

Volatility (6M)

Calculated over the trailing 6-month period

9.96%

20.56%

-10.60%

Volatility (1Y)

Calculated over the trailing 1-year period

12.07%

27.71%

-15.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.28%

37.74%

-24.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.23%

44.00%

-30.77%

Dividends

SCHY vs. PEY.TO - Dividend Comparison

SCHY's dividend yield for the trailing twelve months is around 3.36%, less than PEY.TO's 5.27% yield.


PositionTTM20252024202320222021202020192018201720162015
PEY.TO
Peyto Exploration & Development Corp.
5.27%5.81%7.70%10.96%4.33%1.38%3.08%6.84%10.17%8.78%3.97%5.31%
SCHY
Schwab International Dividend Equity ETF
3.36%3.55%4.64%3.97%3.67%1.73%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SCHY and PEY.TO 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.

Portfolio Optimizer

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