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

Correlation

The correlation between SON and SCHD is 0.56, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

SON vs. SCHD - Performance Comparison

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

100.00%150.00%200.00%250.00%300.00%350.00%400.00%450.00%NovemberDecember2025FebruaryMarchApril
142.73%
369.64%
SON
SCHD

Key characteristics

Sharpe Ratio

SON:

-0.62

SCHD:

0.18

Sortino Ratio

SON:

-0.75

SCHD:

0.35

Omega Ratio

SON:

0.91

SCHD:

1.05

Calmar Ratio

SON:

-0.43

SCHD:

0.18

Martin Ratio

SON:

-0.87

SCHD:

0.64

Ulcer Index

SON:

16.49%

SCHD:

4.44%

Daily Std Dev

SON:

23.16%

SCHD:

15.99%

Max Drawdown

SON:

-59.62%

SCHD:

-33.37%

Current Drawdown

SON:

-23.78%

SCHD:

-11.47%

Returns By Period

In the year-to-date period, SON achieves a -4.39% return, which is significantly higher than SCHD's -5.19% return. Over the past 10 years, SON has underperformed SCHD with an annualized return of 3.71%, while SCHD has yielded a comparatively higher 10.28% annualized return.


SON

YTD

-4.39%

1M

-1.99%

6M

-11.10%

1Y

-14.36%

5Y*

3.12%

10Y*

3.71%

SCHD

YTD

-5.19%

1M

-7.66%

6M

-7.13%

1Y

3.11%

5Y*

13.15%

10Y*

10.28%

*Annualized

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Risk-Adjusted Performance

SON vs. SCHD — Risk-Adjusted Performance Rank

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

SON
The Risk-Adjusted Performance Rank of SON is 2222
Overall Rank
The Sharpe Ratio Rank of SON is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of SON is 1818
Sortino Ratio Rank
The Omega Ratio Rank of SON is 2020
Omega Ratio Rank
The Calmar Ratio Rank of SON is 2424
Calmar Ratio Rank
The Martin Ratio Rank of SON is 3232
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 3131
Overall Rank
The Sharpe Ratio Rank of SCHD is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 3030
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 2929
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 3434
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 3232
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.

SON vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sonoco Products Company (SON) 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 SON, currently valued at -0.62, compared to the broader market-2.00-1.000.001.002.003.00
SON: -0.62
SCHD: 0.18
The chart of Sortino ratio for SON, currently valued at -0.75, compared to the broader market-6.00-4.00-2.000.002.004.00
SON: -0.75
SCHD: 0.35
The chart of Omega ratio for SON, currently valued at 0.91, compared to the broader market0.501.001.502.00
SON: 0.91
SCHD: 1.05
The chart of Calmar ratio for SON, currently valued at -0.43, compared to the broader market0.001.002.003.004.005.00
SON: -0.43
SCHD: 0.18
The chart of Martin ratio for SON, currently valued at -0.87, compared to the broader market-5.000.005.0010.0015.0020.00
SON: -0.87
SCHD: 0.64

The current SON Sharpe Ratio is -0.62, which is lower than the SCHD Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of SON 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.62
0.18
SON
SCHD

Dividends

SON vs. SCHD - Dividend Comparison

SON's dividend yield for the trailing twelve months is around 4.50%, more than SCHD's 4.05% yield.


TTM20242023202220212020201920182017201620152014
SON
Sonoco Products Company
4.50%4.24%3.62%3.16%3.11%2.90%2.75%3.05%2.90%2.77%4.21%2.91%
SCHD
Schwab US Dividend Equity ETF
4.05%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

SON vs. SCHD - Drawdown Comparison

The maximum SON drawdown since its inception was -59.62%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for SON and SCHD. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-23.78%
-11.47%
SON
SCHD

Volatility

SON vs. SCHD - Volatility Comparison

Sonoco Products Company (SON) has a higher volatility of 11.91% compared to Schwab US Dividend Equity ETF (SCHD) at 11.20%. This indicates that SON'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.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.91%
11.20%
SON
SCHD