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SMTC vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SMTC and SCHD is 0.51, 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.


-0.50.00.51.00.5

Performance

SMTC vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Semtech Corporation (SMTC) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%100.00%120.00%SeptemberOctoberNovemberDecember2025February
3.84%
2.98%
SMTC
SCHD

Key characteristics

Sharpe Ratio

SMTC:

1.23

SCHD:

1.20

Sortino Ratio

SMTC:

1.76

SCHD:

1.77

Omega Ratio

SMTC:

1.27

SCHD:

1.21

Calmar Ratio

SMTC:

1.20

SCHD:

1.72

Martin Ratio

SMTC:

6.66

SCHD:

4.44

Ulcer Index

SMTC:

14.11%

SCHD:

3.08%

Daily Std Dev

SMTC:

76.49%

SCHD:

11.40%

Max Drawdown

SMTC:

-85.40%

SCHD:

-33.37%

Current Drawdown

SMTC:

-59.37%

SCHD:

-5.01%

Returns By Period

In the year-to-date period, SMTC achieves a -39.56% return, which is significantly lower than SCHD's 1.72% return. Over the past 10 years, SMTC has underperformed SCHD with an annualized return of 3.14%, while SCHD has yielded a comparatively higher 11.06% annualized return.


SMTC

YTD

-39.56%

1M

-50.16%

6M

4.12%

1Y

87.65%

5Y*

-5.24%

10Y*

3.14%

SCHD

YTD

1.72%

1M

-0.71%

6M

3.59%

1Y

12.33%

5Y*

11.22%

10Y*

11.06%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

SMTC vs. SCHD — Risk-Adjusted Performance Rank

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

SMTC
The Risk-Adjusted Performance Rank of SMTC is 8080
Overall Rank
The Sharpe Ratio Rank of SMTC is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of SMTC is 7474
Sortino Ratio Rank
The Omega Ratio Rank of SMTC is 7878
Omega Ratio Rank
The Calmar Ratio Rank of SMTC is 8181
Calmar Ratio Rank
The Martin Ratio Rank of SMTC is 8585
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 4747
Overall Rank
The Sharpe Ratio Rank of SCHD is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 4747
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 4343
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 5656
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 4242
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SMTC vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Semtech Corporation (SMTC) 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.


Sharpe ratio
The chart of Sharpe ratio for SMTC, currently valued at 1.23, compared to the broader market-2.000.002.004.001.231.20
The chart of Sortino ratio for SMTC, currently valued at 1.76, compared to the broader market-6.00-4.00-2.000.002.004.006.001.761.77
The chart of Omega ratio for SMTC, currently valued at 1.27, compared to the broader market0.501.001.502.001.271.21
The chart of Calmar ratio for SMTC, currently valued at 1.20, compared to the broader market0.002.004.006.001.201.72
The chart of Martin ratio for SMTC, currently valued at 6.66, compared to the broader market-10.000.0010.0020.0030.006.664.44
SMTC
SCHD

The current SMTC Sharpe Ratio is 1.23, which is comparable to the SCHD Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of SMTC and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.002.003.004.005.00SeptemberOctoberNovemberDecember2025February
1.23
1.20
SMTC
SCHD

Dividends

SMTC vs. SCHD - Dividend Comparison

SMTC has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 3.58%.


TTM20242023202220212020201920182017201620152014
SMTC
Semtech Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
3.58%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

SMTC vs. SCHD - Drawdown Comparison

The maximum SMTC drawdown since its inception was -85.40%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for SMTC and SCHD. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-59.37%
-5.01%
SMTC
SCHD

Volatility

SMTC vs. SCHD - Volatility Comparison

Semtech Corporation (SMTC) has a higher volatility of 49.37% compared to Schwab US Dividend Equity ETF (SCHD) at 3.23%. This indicates that SMTC'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.


0.00%10.00%20.00%30.00%40.00%50.00%SeptemberOctoberNovemberDecember2025February
49.37%
3.23%
SMTC
SCHD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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