SHECY vs. RDIV
SHECY (Shin-Etsu Chemical Co Ltd ADR) is a stock, while RDIV (Invesco S&P Ultra Dividend Revenue ETF) is Mid Cap Value Equities fund tracking the S&P 900 Dividend Revenue-Weighted Index. Over the past 10 years, SHECY returned 14.70%/yr vs 11.49%/yr for RDIV. At a 0.34 correlation, their price movements are largely independent.
Performance
SHECY vs. RDIV - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SHECY achieves a 40.00% return, which is significantly higher than RDIV's 15.41% return. Over the past 10 years, SHECY has outperformed RDIV with an annualized return of 14.70%, while RDIV has yielded a comparatively lower 11.49% annualized return.
SHECY
- 1D
- -0.64%
- 1M
- -2.21%
- YTD
- 40.00%
- 6M
- 38.57%
- 1Y
- 40.36%
- 3Y*
- 11.13%
- 5Y*
- 5.61%
- 10Y*
- 14.70%
RDIV
- 1D
- 0.96%
- 1M
- 2.12%
- YTD
- 15.41%
- 6M
- 14.69%
- 1Y
- 30.60%
- 3Y*
- 19.99%
- 5Y*
- 11.49%
- 10Y*
- 11.49%
SHECY vs. RDIV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SHECY Shin-Etsu Chemical Co Ltd ADR | 40.00% | -4.97% | -20.30% | 71.18% | -29.73% | -1.27% | 59.93% | 43.23% | -24.32% | 31.25% |
RDIV Invesco S&P Ultra Dividend Revenue ETF | 15.41% | 12.36% | 15.17% | 4.66% | 7.16% | 29.12% | -9.31% | 22.62% | -4.78% | 11.63% |
Correlation
The correlation between SHECY and RDIV is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Oct 1, 2013 | 0.34 |
The correlation between SHECY and RDIV shifts across timeframes, from 0.17 (1 year) to 0.34 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SHECY vs. RDIV — Risk / Return Rank
SHECY
RDIV
SHECY vs. RDIV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Shin-Etsu Chemical Co Ltd ADR (SHECY) and Invesco S&P Ultra Dividend Revenue ETF (RDIV). 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.
| SHECY | RDIV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.16 | ||
| Sortino ratioReturn per unit of downside risk | -1.70 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.40 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.87 | 6.34 | -4.48 |
| Martin ratioReturn relative to average drawdown | 4.82 | 18.08 | -13.26 |
Loading charts...
Drawdowns
SHECY vs. RDIV - Drawdown Comparison
The maximum SHECY drawdown since its inception was -82.68%, which is greater than RDIV's maximum drawdown of -49.97%. Use the drawdown chart below to compare losses from any high point for SHECY and RDIV.
Loading charts...
Drawdown Indicators
| SHECY | RDIV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.68% | -49.97% | -32.71% |
Max Drawdown (1Y)Largest decline over 1 year | -21.74% | -4.84% | -16.90% |
Max Drawdown (3Y)Largest decline over 3 years | -44.01% | -17.91% | -26.10% |
Max Drawdown (5Y)Largest decline over 5 years | -49.23% | -24.89% | -24.34% |
Max Drawdown (10Y)Largest decline over 10 years | -49.23% | -49.97% | +0.74% |
Current DrawdownCurrent decline from peak | -12.55% | -1.14% | -11.41% |
Average DrawdownAverage peak-to-trough decline | -50.08% | -5.84% | -44.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.39% | 1.70% | +6.69% |
Volatility
SHECY vs. RDIV - Volatility Comparison
Shin-Etsu Chemical Co Ltd ADR (SHECY) has a higher volatility of 15.28% compared to Invesco S&P Ultra Dividend Revenue ETF (RDIV) at 4.34%. This indicates that SHECY's price experiences larger fluctuations and is considered to be riskier than RDIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SHECY | RDIV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.28% | 4.34% | +10.94% |
Volatility (6M)Calculated over the trailing 6-month period | 28.43% | 9.06% | +19.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.61% | 13.42% | +22.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.17% | 17.48% | +13.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.09% | 21.88% | +8.21% |
Dividends
SHECY vs. RDIV - Dividend Comparison
SHECY has not paid dividends to shareholders, while RDIV's dividend yield for the trailing twelve months is around 3.67%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RDIV Invesco S&P Ultra Dividend Revenue ETF | 3.67% | 3.94% | 4.08% | 3.93% | 3.44% | 3.31% | 4.93% | 3.84% | 4.32% | 4.26% | 2.20% | 4.49% |
SHECY Shin-Etsu Chemical Co Ltd ADR | 0.00% | 1.18% | 1.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.39% | 0.00% |
Frequently Asked Questions
SHECY and RDIV have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SHECY has higher volatility (15.28%) compared to RDIV (4.34%). In terms of maximum drawdown, SHECY dropped -82.68% vs RDIV's -49.97%.
RDIV currently has the higher Sharpe Ratio (2.30 vs 1.14), 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.
Find the right allocation for SHECY and RDIV
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer