SO vs. SCHD
Compare and contrast key facts about The Southern Company (SO) 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: SO or SCHD.
Performance
SO vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, SO achieves a 28.95% return, which is significantly higher than SCHD's 15.93% return. Both investments have delivered pretty close results over the past 10 years, with SO having a 11.06% annualized return and SCHD not far ahead at 11.46%.
SO
28.95%
-4.72%
11.47%
29.97%
11.35%
11.06%
SCHD
15.93%
-0.59%
9.36%
25.99%
12.42%
11.46%
Key characteristics
| SO | SCHD | |
|---|---|---|
| Sharpe Ratio | 1.92 | 2.25 |
| Sortino Ratio | 2.81 | 3.25 |
| Omega Ratio | 1.33 | 1.39 |
| Calmar Ratio | 2.67 | 3.05 |
| Martin Ratio | 9.19 | 12.25 |
| Ulcer Index | 3.57% | 2.04% |
| Daily Std Dev | 17.11% | 11.09% |
| Max Drawdown | -38.43% | -33.37% |
| Current Drawdown | -6.61% | -1.82% |
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Correlation
The correlation between SO and SCHD is 0.38, 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.
Risk-Adjusted Performance
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.
Dividends
SO vs. SCHD - Dividend Comparison
SO's dividend yield for the trailing twelve months is around 3.23%, less than SCHD's 3.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SO The Southern Company | 2.43% | 3.96% | 3.78% | 3.82% | 4.13% | 3.86% | 5.42% | 4.78% | 4.52% | 4.60% | 4.24% | 4.89% |
SCHD Schwab US Dividend Equity ETF | 3.41% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
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.
Volatility
SO vs. SCHD - Volatility Comparison
The Southern Company (SO) has a higher volatility of 5.67% compared to Schwab US Dividend Equity ETF (SCHD) at 3.55%. This indicates that SO'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.