STRC vs. SCHD

Last updated Aug 1, 2026

STRC (Strategy Inc Variable Rate Series A Perpetual Stretch Preferred Stock) is a stock, while SCHD (Schwab U.S. Dividend Equity ETF) is Dividend fund tracking the Dow Jones U.S. Dividend 100 Index. Over the past year, STRC returned 8.05% vs 31.54% for SCHD. Their 0.08 correlation means their historical movements had little consistent relationship.

Performance

STRC vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strategy Inc Variable Rate Series A Perpetual Stretch Preferred Stock (STRC) and Schwab U.S. Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, STRC achieves a -1.42% return, which is significantly lower than SCHD's 24.03% return.

STRC

• 1D: 0.52%
• 1M: 2.97%
• 6M: -2.51%
• YTD: -1.42%
• 1Y: 8.05%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 8.50%

SCHD

• 1D: 0.18%
• 1M: 3.33%
• 6M: 14.09%
• YTD: 24.03%
• 1Y: 31.54%
• 3Y*: 14.19%
• 5Y*: 9.54%
• 10Y*: 12.76%
• ALL TIME*: 13.39%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
SCHD Schwab U.S. Dividend Equity ETF	$786.88M	$715.86M	$685.58M
STRC Strategy Inc Variable Rate Series A Perpetual Stretch Preferred Stock	$103.85M	$114.18M	$295.45M

STRC vs. SCHD - Yearly Performance Comparison

	2026 (YTD)	2025
STRC Strategy Inc Variable Rate Series A Perpetual Stretch Preferred Stock	-1.42%	10.08%
SCHD Schwab U.S. Dividend Equity ETF	24.03%	2.97%

Correlation

The correlation between STRC and SCHD is 0.09, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.09
Correlation (All Time) Calculated using the full available price history since Jul 30, 2025	0.08

Return for Risk

STRC vs. SCHD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

STRC

STRC Risk / Return Rank: 57
STRC Sharpe Ratio Rank: 58
STRC Sortino Ratio Rank: 51
STRC Omega Ratio Rank: 59
STRC Calmar Ratio Rank: 53
STRC Martin Ratio Rank: 63

SCHD

SCHD Risk / Return Rank: 95
SCHD Sharpe Ratio Rank: 96
SCHD Sortino Ratio Rank: 96
SCHD Omega Ratio Rank: 94
SCHD Calmar Ratio Rank: 96
SCHD Martin Ratio Rank: 93

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

STRC vs. SCHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strategy Inc Variable Rate Series A Perpetual Stretch Preferred Stock (STRC) and Schwab U.S. 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	STRC	SCHD	Difference
Sharpe ratio: Return per unit of total volatility	0.35	2.81	-2.47
Sortino ratio: Return per unit of downside risk	0.67	4.37	-3.70
Omega ratio: Gain probability vs. loss probability	1.13	1.51	-0.38
Calmar ratio: Return relative to maximum drawdown	0.33	6.74	-6.41
Martin ratio: Return relative to average drawdown	1.81	17.01	-15.20

STRC vs. SCHD - Sharpe Ratio Comparison

The current STRC Sharpe Ratio is 0.35, which is lower than the SCHD Sharpe Ratio of 2.81. The chart below compares the historical Sharpe Ratios of STRC and SCHD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

STRC vs. SCHD - Drawdown Comparison

The maximum STRC drawdown since its inception was -23.49%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for STRC and SCHD.

Drawdown Indicators

	STRC	SCHD	Difference
Max Drawdown Largest peak-to-trough decline	-23.49%	-33.37%	+9.88%
Max Drawdown (1Y) Largest decline over 1 year	-23.49%	-4.61%	-18.88%
Max Drawdown (3Y) Largest decline over 3 years	—	-16.13%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-16.85%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.37%	—
Current Drawdown Current decline from peak	-6.63%	-1.24%	-5.39%
Average Drawdown Average peak-to-trough decline	-1.92%	-3.30%	+1.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.25%	1.82%	+2.43%

Volatility

STRC vs. SCHD - Volatility Comparison

Strategy Inc Variable Rate Series A Perpetual Stretch Preferred Stock (STRC) has a higher volatility of 7.15% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 4.11%. This indicates that STRC'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.

Volatility by Period

	STRC	SCHD	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.15%	4.11%	+3.04%
Volatility (6M) Calculated over the trailing 6-month period	20.47%	8.11%	+12.36%
Volatility (1Y) Calculated over the trailing 1-year period	22.25%	11.13%	+11.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.22%	14.39%	+7.83%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.22%	16.72%	+5.50%

Dividends

STRC vs. SCHD - Dividend Comparison

STRC's dividend yield for the trailing twelve months is around 13.84%, more than SCHD's 3.13% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SCHD Schwab U.S. Dividend Equity ETF	3.13%	3.82%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%
STRC Strategy Inc Variable Rate Series A Perpetual Stretch Preferred Stock	13.84%	4.31%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both STRC and SCHD in my portfolio?

STRC and SCHD have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, STRC or SCHD?

STRC has higher volatility (7.15%) compared to SCHD (4.11%). In terms of maximum drawdown, STRC dropped -23.49% vs SCHD's -33.37%.

Which has better risk-adjusted returns?

SCHD currently has the higher Sharpe Ratio (2.81 vs 0.35), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.