SF vs. SCHW
Compare and contrast key facts about Stifel Financial Corp. (SF) and The Charles Schwab Corporation (SCHW).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SF or SCHW.
Key characteristics
| SF | SCHW | |
|---|---|---|
| YTD Return | 70.93% | 15.33% |
| 1Y Return | 98.50% | 47.05% |
| 3Y Return (Ann) | 17.33% | -0.21% |
| 5Y Return (Ann) | 25.96% | 14.17% |
| 10Y Return (Ann) | 15.03% | 11.85% |
| Sharpe Ratio | 3.83 | 1.65 |
| Sortino Ratio | 5.30 | 2.33 |
| Omega Ratio | 1.69 | 1.33 |
| Calmar Ratio | 4.12 | 1.09 |
| Martin Ratio | 33.54 | 4.28 |
| Ulcer Index | 2.92% | 10.71% |
| Daily Std Dev | 25.55% | 27.71% |
| Max Drawdown | -78.40% | -86.79% |
| Current Drawdown | -0.96% | -14.59% |
Fundamentals
| SF | SCHW | |
|---|---|---|
| Market Cap | $12.03B | $143.13B |
| EPS | $5.48 | $2.56 |
| PE Ratio | 21.23 | 30.54 |
| PEG Ratio | 1.20 | 1.25 |
| Total Revenue (TTM) | $5.75B | $11.07B |
| Gross Profit (TTM) | $4.68B | $2.70B |
| EBITDA (TTM) | $1.35B | -$1.65B |
Correlation
The correlation between SF and SCHW is 0.38, 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.
Performance
SF vs. SCHW - Performance Comparison
In the year-to-date period, SF achieves a 70.93% return, which is significantly higher than SCHW's 15.33% return. Over the past 10 years, SF has outperformed SCHW with an annualized return of 15.03%, while SCHW has yielded a comparatively lower 11.85% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SF vs. SCHW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Stifel Financial Corp. (SF) 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.
Dividends
SF vs. SCHW - Dividend Comparison
SF's dividend yield for the trailing twelve months is around 1.39%, more than SCHW's 1.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SF Stifel Financial Corp. | 1.39% | 2.08% | 2.06% | 0.85% | 0.90% | 0.99% | 1.16% | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHW The Charles Schwab Corporation | 1.28% | 1.45% | 1.01% | 0.86% | 1.36% | 1.43% | 1.11% | 0.62% | 0.68% | 0.73% | 0.79% | 0.92% |
Drawdowns
SF vs. SCHW - Drawdown Comparison
The maximum SF drawdown since its inception was -78.40%, smaller than the maximum SCHW drawdown of -86.79%. Use the drawdown chart below to compare losses from any high point for SF and SCHW. For additional features, visit the drawdowns tool.
Volatility
SF vs. SCHW - Volatility Comparison
Stifel Financial Corp. (SF) has a higher volatility of 14.24% compared to The Charles Schwab Corporation (SCHW) at 10.72%. This indicates that SF'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.
Financials
SF vs. SCHW - Financials Comparison
This section allows you to compare key financial metrics between Stifel Financial Corp. 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.
Total Revenue: Total amount of money received from sales and other business activities