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

Correlation

The correlation between STLA and SCHD is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.8

Performance

STLA vs. SCHD - Performance Comparison

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

-40.00%-20.00%0.00%20.00%40.00%60.00%December2025FebruaryMarchAprilMay
-22.44%
35.02%
STLA
SCHD

Key characteristics

Sharpe Ratio

STLA:

-1.20

SCHD:

0.28

Sortino Ratio

STLA:

-1.97

SCHD:

0.50

Omega Ratio

STLA:

0.75

SCHD:

1.07

Calmar Ratio

STLA:

-0.79

SCHD:

0.28

Martin Ratio

STLA:

-1.41

SCHD:

0.96

Ulcer Index

STLA:

38.57%

SCHD:

4.74%

Daily Std Dev

STLA:

45.27%

SCHD:

16.02%

Max Drawdown

STLA:

-69.00%

SCHD:

-33.37%

Current Drawdown

STLA:

-62.86%

SCHD:

-11.02%

Returns By Period

In the year-to-date period, STLA achieves a -21.70% return, which is significantly lower than SCHD's -4.71% return.


STLA

YTD

-21.70%

1M

5.13%

6M

-25.36%

1Y

-53.26%

5Y*

N/A

10Y*

N/A

SCHD

YTD

-4.71%

1M

2.06%

6M

-6.59%

1Y

3.08%

5Y*

13.32%

10Y*

10.35%

*Annualized

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Risk-Adjusted Performance

STLA vs. SCHD — Risk-Adjusted Performance Rank

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

STLA
The Risk-Adjusted Performance Rank of STLA is 44
Overall Rank
The Sharpe Ratio Rank of STLA is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of STLA is 22
Sortino Ratio Rank
The Omega Ratio Rank of STLA is 33
Omega Ratio Rank
The Calmar Ratio Rank of STLA is 55
Calmar Ratio Rank
The Martin Ratio Rank of STLA is 99
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 3333
Overall Rank
The Sharpe Ratio Rank of SCHD is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 3131
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 3131
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 3838
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 3434
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.

STLA vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Stellantis N.V. (STLA) 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 STLA, currently valued at -1.20, compared to the broader market-2.00-1.000.001.002.003.00
STLA: -1.20
SCHD: 0.28
The chart of Sortino ratio for STLA, currently valued at -1.97, compared to the broader market-6.00-4.00-2.000.002.004.00
STLA: -1.97
SCHD: 0.50
The chart of Omega ratio for STLA, currently valued at 0.75, compared to the broader market0.501.001.502.00
STLA: 0.75
SCHD: 1.07
The chart of Calmar ratio for STLA, currently valued at -0.79, compared to the broader market0.001.002.003.004.005.00
STLA: -0.79
SCHD: 0.28
The chart of Martin ratio for STLA, currently valued at -1.41, compared to the broader market-40.00-30.00-20.00-10.000.0010.0020.00
STLA: -1.41
SCHD: 0.96

The current STLA Sharpe Ratio is -1.20, which is lower than the SCHD Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of STLA 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-2.00-1.000.001.002.003.00December2025FebruaryMarchAprilMay
-1.20
0.28
STLA
SCHD

Dividends

STLA vs. SCHD - Dividend Comparison

STLA's dividend yield for the trailing twelve months is around 7.56%, more than SCHD's 4.03% yield.


TTM20242023202220212020201920182017201620152014
STLA
Stellantis N.V.
7.56%12.66%6.32%7.90%2.66%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
4.03%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

STLA vs. SCHD - Drawdown Comparison

The maximum STLA drawdown since its inception was -69.00%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for STLA and SCHD. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-62.86%
-11.02%
STLA
SCHD

Volatility

STLA vs. SCHD - Volatility Comparison

Stellantis N.V. (STLA) has a higher volatility of 26.39% compared to Schwab US Dividend Equity ETF (SCHD) at 10.52%. This indicates that STLA'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.


5.00%10.00%15.00%20.00%25.00%30.00%December2025FebruaryMarchAprilMay
26.39%
10.52%
STLA
SCHD