STRC vs. SCHD

Last updated Apr 1, 2026

Compare and contrast key facts about MicroStrategy Incorporated Variable Rate Series A Perpetual Stretch Preferred Stock (STRC) and Schwab U.S. 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.

Performance

STRC vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MicroStrategy Incorporated 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.

STRC vs. SCHD - Yearly Performance Comparison

	2026 (YTD)	2025
STRC MicroStrategy Incorporated Variable Rate Series A Perpetual Stretch Preferred Stock	4.14%	9.19%
SCHD Schwab U.S. Dividend Equity ETF	12.79%	4.23%

Returns By Period

In the year-to-date period, STRC achieves a 4.14% return, which is significantly lower than SCHD's 12.79% return.

STRC

• 1D: 0.06%
• 1M: 0.99%
• YTD: 4.14%
• 6M: 8.87%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

SCHD

• 1D: 0.66%
• 1M: -2.61%
• YTD: 12.79%
• 6M: 14.49%
• 1Y: 13.97%
• 3Y*: 12.05%
• 5Y*: 8.44%
• 10Y*: 12.31%

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

Return for Risk

STRC vs. SCHD — Risk / Return Rank

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

SCHD

SCHD Risk / Return Rank: 52
SCHD Sharpe Ratio Rank: 54
SCHD Sortino Ratio Rank: 55
SCHD Omega Ratio Rank: 54
SCHD Calmar Ratio Rank: 53
SCHD Martin Ratio Rank: 45

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

STRC vs. SCHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MicroStrategy Incorporated 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	STRC	SCHD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.89	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.59	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.74	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.58	0.84	+0.74

Correlation

The correlation between STRC and SCHD is 0.17, 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.

Dividends

STRC vs. SCHD - Dividend Comparison

STRC's dividend yield for the trailing twelve months is around 7.07%, more than SCHD's 3.44% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
STRC MicroStrategy Incorporated Variable Rate Series A Perpetual Stretch Preferred Stock	7.07%	4.31%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SCHD Schwab U.S. Dividend Equity ETF	3.44%	3.82%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%

Drawdowns

STRC vs. SCHD - Drawdown Comparison

The maximum STRC drawdown since its inception was -6.39%, 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	-6.39%	-33.37%	+26.98%
Max Drawdown (1Y) Largest decline over 1 year	—	-12.74%	—
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	0.00%	-2.89%	+2.89%
Average Drawdown Average peak-to-trough decline	-0.60%	-3.34%	+2.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.89%	—

Volatility

Volatility by Period

	STRC	SCHD	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.40%	—
Volatility (6M) Calculated over the trailing 6-month period	—	7.96%	—
Volatility (1Y) Calculated over the trailing 1-year period	13.46%	15.74%	-2.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.46%	14.40%	-0.94%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.46%	16.70%	-3.24%