STLA vs. SCHD

In the year-to-date period, STLA achieves a -14.24% return, which is significantly lower than SCHD's -4.12% return.

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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 current STLA Sharpe Ratio is -1.08, which is lower than the SCHD Sharpe Ratio of 0.13. 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.

STLA's dividend yield for the trailing twelve months is around 7.47%, more than SCHD's 4.01% yield.

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.

Stellantis N.V. (STLA) has a higher volatility of 11.59% compared to Schwab US Dividend Equity ETF (SCHD) at 4.72%. 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.