SGO.PA vs. SCHD
Compare and contrast key facts about Compagnie de Saint-Gobain S.A. (SGO.PA) and Schwab US Dividend Equity ETF (SCHD).
SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SGO.PA or SCHD.
Correlation
The correlation between SGO.PA and SCHD is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
SGO.PA vs. SCHD - Performance Comparison
Key characteristics
SGO.PA:
0.78
SCHD:
0.23
SGO.PA:
1.27
SCHD:
0.43
SGO.PA:
1.17
SCHD:
1.06
SGO.PA:
0.87
SCHD:
0.23
SGO.PA:
3.71
SCHD:
0.84
SGO.PA:
6.51%
SCHD:
4.38%
SGO.PA:
31.34%
SCHD:
15.99%
SGO.PA:
-76.24%
SCHD:
-33.37%
SGO.PA:
-14.73%
SCHD:
-11.33%
Returns By Period
In the year-to-date period, SGO.PA achieves a 5.37% return, which is significantly higher than SCHD's -5.04% return. Both investments have delivered pretty close results over the past 10 years, with SGO.PA having a 10.69% annualized return and SCHD not far behind at 10.35%.
SGO.PA
5.37%
-9.79%
10.58%
30.96%
33.89%
10.69%
SCHD
-5.04%
-6.82%
-7.58%
2.51%
13.19%
10.35%
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Risk-Adjusted Performance
SGO.PA vs. SCHD — Risk-Adjusted Performance Rank
SGO.PA
SCHD
SGO.PA vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Compagnie de Saint-Gobain S.A. (SGO.PA) and Schwab US Dividend Equity ETF (SCHD). 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
SGO.PA vs. SCHD - Dividend Comparison
SGO.PA's dividend yield for the trailing twelve months is around 2.33%, less than SCHD's 4.05% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SGO.PA Compagnie de Saint-Gobain S.A. | 2.33% | 2.45% | 3.00% | 3.57% | 2.15% | 0.00% | 3.64% | 4.46% | 2.74% | 2.80% | 1.56% | 1.76% |
SCHD Schwab US Dividend Equity ETF | 4.05% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% |
Drawdowns
SGO.PA vs. SCHD - Drawdown Comparison
The maximum SGO.PA drawdown since its inception was -76.24%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for SGO.PA and SCHD. For additional features, visit the drawdowns tool.
Volatility
SGO.PA vs. SCHD - Volatility Comparison
Compagnie de Saint-Gobain S.A. (SGO.PA) has a higher volatility of 18.40% compared to Schwab US Dividend Equity ETF (SCHD) at 11.25%. This indicates that SGO.PA's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.