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

Correlation

The correlation between SO and SCHD is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.3

Performance

SO vs. SCHD - Performance Comparison

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

250.00%300.00%350.00%400.00%December2025FebruaryMarchAprilMay
278.99%
376.77%
SO
SCHD

Key characteristics

Sharpe Ratio

SO:

1.54

SCHD:

0.34

Sortino Ratio

SO:

2.16

SCHD:

0.58

Omega Ratio

SO:

1.27

SCHD:

1.08

Calmar Ratio

SO:

2.12

SCHD:

0.34

Martin Ratio

SO:

5.14

SCHD:

1.16

Ulcer Index

SO:

5.48%

SCHD:

4.69%

Daily Std Dev

SO:

18.34%

SCHD:

15.99%

Max Drawdown

SO:

-38.43%

SCHD:

-33.37%

Current Drawdown

SO:

-2.05%

SCHD:

-10.12%

Returns By Period

In the year-to-date period, SO achieves a 11.54% return, which is significantly higher than SCHD's -3.75% return. Over the past 10 years, SO has outperformed SCHD with an annualized return of 12.25%, while SCHD has yielded a comparatively lower 10.58% annualized return.


SO

YTD

11.54%

1M

-0.27%

6M

4.56%

1Y

25.06%

5Y*

15.37%

10Y*

12.25%

SCHD

YTD

-3.75%

1M

-6.49%

6M

-5.55%

1Y

5.07%

5Y*

13.58%

10Y*

10.58%

*Annualized

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Risk-Adjusted Performance

SO vs. SCHD — Risk-Adjusted Performance Rank

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

SO
The Risk-Adjusted Performance Rank of SO is 8989
Overall Rank
The Sharpe Ratio Rank of SO is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of SO is 8888
Sortino Ratio Rank
The Omega Ratio Rank of SO is 8585
Omega Ratio Rank
The Calmar Ratio Rank of SO is 9494
Calmar Ratio Rank
The Martin Ratio Rank of SO is 8787
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 4343
Overall Rank
The Sharpe Ratio Rank of SCHD is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 4242
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 4141
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 4747
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 4444
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.

SO vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Southern Company (SO) 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.


The chart of Sharpe ratio for SO, currently valued at 1.54, compared to the broader market-2.00-1.000.001.002.003.00
SO: 1.54
SCHD: 0.34
The chart of Sortino ratio for SO, currently valued at 2.16, compared to the broader market-6.00-4.00-2.000.002.004.00
SO: 2.16
SCHD: 0.58
The chart of Omega ratio for SO, currently valued at 1.27, compared to the broader market0.501.001.502.00
SO: 1.27
SCHD: 1.08
The chart of Calmar ratio for SO, currently valued at 2.12, compared to the broader market0.001.002.003.004.005.00
SO: 2.12
SCHD: 0.34
The chart of Martin ratio for SO, currently valued at 5.14, compared to the broader market-40.00-30.00-20.00-10.000.0010.0020.00
SO: 5.14
SCHD: 1.16

The current SO Sharpe Ratio is 1.54, which is higher than the SCHD Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of SO 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 Ratio-0.500.000.501.001.502.002.503.00December2025FebruaryMarchAprilMay
1.54
0.34
SO
SCHD

Dividends

SO vs. SCHD - Dividend Comparison

SO's dividend yield for the trailing twelve months is around 3.16%, less than SCHD's 3.99% yield.


TTM20242023202220212020201920182017201620152014
SO
The Southern Company
3.16%3.47%3.96%3.78%3.82%4.13%3.86%5.42%4.78%4.52%4.60%4.24%
SCHD
Schwab US Dividend Equity ETF
3.99%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

SO vs. SCHD - Drawdown Comparison

The maximum SO drawdown since its inception was -38.43%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for SO and SCHD. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-2.05%
-10.12%
SO
SCHD

Volatility

SO vs. SCHD - Volatility Comparison

The current volatility for The Southern Company (SO) is 6.39%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 11.24%. This indicates that SO experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
6.39%
11.24%
SO
SCHD