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SNA vs. SCHD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SNA vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Snap-on Incorporated (SNA) and Schwab U.S. Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

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SNA vs. SCHD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SNA
Snap-on Incorporated
7.18%4.28%20.67%29.70%8.91%28.83%4.03%19.54%-14.86%3.64%
SCHD
Schwab U.S. Dividend Equity ETF
12.17%4.34%11.66%4.54%-3.26%29.87%15.03%27.29%-5.56%20.85%

Returns By Period

In the year-to-date period, SNA achieves a 7.18% return, which is significantly lower than SCHD's 12.17% return. Over the past 10 years, SNA has underperformed SCHD with an annualized return of 11.36%, while SCHD has yielded a comparatively higher 12.25% annualized return.


SNA

1D
1.05%
1M
-5.79%
YTD
7.18%
6M
7.78%
1Y
11.02%
3Y*
17.16%
5Y*
12.49%
10Y*
11.36%

SCHD

1D
-0.55%
1M
-3.43%
YTD
12.17%
6M
12.91%
1Y
13.70%
3Y*
11.84%
5Y*
8.32%
10Y*
12.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

SNA vs. SCHD — Risk / Return Rank

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

SNA
SNA Risk / Return Rank: 5656
Overall Rank
SNA Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
SNA Sortino Ratio Rank: 5050
Sortino Ratio Rank
SNA Omega Ratio Rank: 5050
Omega Ratio Rank
SNA Calmar Ratio Rank: 5959
Calmar Ratio Rank
SNA Martin Ratio Rank: 6363
Martin Ratio Rank

SCHD
SCHD Risk / Return Rank: 4343
Overall Rank
SCHD Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SCHD Sortino Ratio Rank: 4646
Sortino Ratio Rank
SCHD Omega Ratio Rank: 4646
Omega Ratio Rank
SCHD Calmar Ratio Rank: 3939
Calmar Ratio Rank
SCHD Martin Ratio Rank: 3838
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SNA vs. SCHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Snap-on Incorporated (SNA) and Schwab U.S. 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.


SNASCHDDifference

Sharpe ratio

Return per unit of total volatility

0.46

0.88

-0.42

Sortino ratio

Return per unit of downside risk

0.83

1.32

-0.49

Omega ratio

Gain probability vs. loss probability

1.11

1.19

-0.08

Calmar ratio

Return relative to maximum drawdown

0.81

1.05

-0.23

Martin ratio

Return relative to average drawdown

2.47

3.55

-1.08

SNA vs. SCHD - Sharpe Ratio Comparison

The current SNA Sharpe Ratio is 0.46, which is lower than the SCHD Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of SNA 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.


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Sharpe Ratios by Period


SNASCHDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.46

0.88

-0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.58

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.74

-0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.84

-0.43

Correlation

The correlation between SNA and SCHD is 0.68, 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.


Dividends

SNA vs. SCHD - Dividend Comparison

SNA's dividend yield for the trailing twelve months is around 2.50%, less than SCHD's 3.46% yield.


TTM20252024202320222021202020192018201720162015
SNA
Snap-on Incorporated
2.50%2.57%2.27%2.33%2.57%2.37%2.61%2.32%2.35%1.69%1.48%1.28%
SCHD
Schwab U.S. Dividend Equity ETF
3.46%3.82%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%

Drawdowns

SNA vs. SCHD - Drawdown Comparison

The maximum SNA drawdown since its inception was -65.76%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for SNA and SCHD.


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Drawdown Indicators


SNASCHDDifference

Max Drawdown

Largest peak-to-trough decline

-65.76%

-33.37%

-32.39%

Max Drawdown (1Y)

Largest decline over 1 year

-14.56%

-12.74%

-1.82%

Max Drawdown (5Y)

Largest decline over 5 years

-23.04%

-16.85%

-6.19%

Max Drawdown (10Y)

Largest decline over 10 years

-47.38%

-33.37%

-14.01%

Current Drawdown

Current decline from peak

-5.79%

-3.43%

-2.36%

Average Drawdown

Average peak-to-trough decline

-13.92%

-3.34%

-10.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.81%

3.75%

+1.06%

Volatility

SNA vs. SCHD - Volatility Comparison

Snap-on Incorporated (SNA) has a higher volatility of 5.30% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.33%. This indicates that SNA'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.


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Volatility by Period


SNASCHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.30%

2.33%

+2.97%

Volatility (6M)

Calculated over the trailing 6-month period

12.76%

7.96%

+4.80%

Volatility (1Y)

Calculated over the trailing 1-year period

23.99%

15.69%

+8.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.65%

14.40%

+9.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.05%

16.70%

+10.35%