SLRC vs. SCHD
Compare and contrast key facts about SLR Investment Corp. (SLRC) 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: SLRC or SCHD.
Performance
SLRC vs. SCHD - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with SLRC having a 17.38% return and SCHD slightly lower at 17.35%. Over the past 10 years, SLRC has underperformed SCHD with an annualized return of 8.25%, while SCHD has yielded a comparatively higher 11.54% annualized return.
SLRC
17.38%
5.56%
6.72%
21.75%
5.82%
8.25%
SCHD
17.35%
2.29%
13.68%
26.18%
12.87%
11.54%
Key characteristics
| SLRC | SCHD | |
|---|---|---|
| Sharpe Ratio | 1.56 | 2.40 |
| Sortino Ratio | 2.30 | 3.44 |
| Omega Ratio | 1.28 | 1.42 |
| Calmar Ratio | 2.11 | 3.63 |
| Martin Ratio | 7.01 | 12.99 |
| Ulcer Index | 3.01% | 2.05% |
| Daily Std Dev | 13.52% | 11.09% |
| Max Drawdown | -63.06% | -33.37% |
| Current Drawdown | -0.67% | -0.62% |
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Correlation
The correlation between SLRC and SCHD is 0.42, 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.
Risk-Adjusted Performance
SLRC vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SLR Investment Corp. (SLRC) 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
SLRC vs. SCHD - Dividend Comparison
SLRC's dividend yield for the trailing twelve months is around 10.05%, more than SCHD's 3.37% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SLRC SLR Investment Corp. | 10.05% | 10.93% | 11.81% | 8.90% | 9.37% | 7.95% | 8.55% | 7.92% | 7.68% | 9.74% | 8.88% | 8.87% |
SCHD Schwab US Dividend Equity ETF | 3.37% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
SLRC vs. SCHD - Drawdown Comparison
The maximum SLRC drawdown since its inception was -63.06%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for SLRC and SCHD. For additional features, visit the drawdowns tool.
Volatility
SLRC vs. SCHD - Volatility Comparison
SLR Investment Corp. (SLRC) has a higher volatility of 5.14% compared to Schwab US Dividend Equity ETF (SCHD) at 3.48%. This indicates that SLRC'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.