STT vs. SCHW
STT (State Street Corporation) and SCHW (The Charles Schwab Corporation) are both stocks. Both are in the Financial Services sector — STT in Asset Management, SCHW in Capital Markets. Over the past 10 years, STT returned 13.81%/yr vs 13.40%/yr for SCHW. A 0.51 correlation means they provide meaningful diversification when combined.
Performance
STT vs. SCHW - Performance Comparison
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Returns By Period
In the year-to-date period, STT achieves a 27.09% return, which is significantly higher than SCHW's -11.23% return. Both investments have delivered pretty close results over the past 10 years, with STT having a 13.81% annualized return and SCHW not far behind at 13.40%.
STT
- 1D
- 0.04%
- 1M
- 8.24%
- YTD
- 27.09%
- 6M
- 32.15%
- 1Y
- 68.67%
- 3Y*
- 34.19%
- 5Y*
- 17.55%
- 10Y*
- 13.81%
SCHW
- 1D
- -0.86%
- 1M
- -0.60%
- YTD
- -11.23%
- 6M
- -5.92%
- 1Y
- 1.07%
- 3Y*
- 18.65%
- 5Y*
- 5.26%
- 10Y*
- 13.40%
STT vs. SCHW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
STT State Street Corporation | 27.09% | 35.54% | 30.18% | 3.54% | -13.75% | 31.03% | -4.76% | 29.35% | -33.97% | 27.84% |
SCHW The Charles Schwab Corporation | -11.23% | 36.65% | 9.17% | -15.97% | 0.11% | 60.23% | 13.57% | 16.38% | -18.43% | 31.15% |
Correlation
The correlation between STT and SCHW is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Jul 3, 1989 | 0.51 |
The correlation between STT and SCHW shifts across timeframes, from 0.47 (1 year) to 0.65 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
STT:
$10.18
SCHW:
$5.26
STT:
15.89
SCHW:
16.74
STT:
1.61
SCHW:
0.96
STT:
2.07
SCHW:
6.53
STT:
$22.63B
SCHW:
$24.17B
STT:
$13.89B
SCHW:
$18.86B
STT:
$4.29B
SCHW:
$13.11B
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Return for Risk
STT vs. SCHW — Risk / Return Rank
STT
SCHW
STT vs. SCHW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Corporation (STT) and The Charles Schwab Corporation (SCHW). 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.
| STT | SCHW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.73 | ||
| Sortino ratioReturn per unit of downside risk | +2.95 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.03 | +0.42 |
| Calmar ratioReturn relative to maximum drawdown | 5.85 | 0.05 | +5.80 |
| Martin ratioReturn relative to average drawdown | 17.82 | 0.13 | +17.69 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| STT | SCHW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.77 | 0.04 | +2.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.16 | +0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.40 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.42 | -0.12 |
Drawdowns
STT vs. SCHW - Drawdown Comparison
The maximum STT drawdown since its inception was -82.26%, smaller than the maximum SCHW drawdown of -86.79%. Use the drawdown chart below to compare losses from any high point for STT and SCHW.
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Drawdown Indicators
| STT | SCHW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.26% | -86.79% | +4.53% |
Max Drawdown (1Y)Largest decline over 1 year | -11.79% | -19.83% | +8.04% |
Max Drawdown (3Y)Largest decline over 3 years | -25.68% | -27.11% | +1.43% |
Max Drawdown (5Y)Largest decline over 5 years | -41.45% | -49.70% | +8.25% |
Max Drawdown (10Y)Largest decline over 10 years | -59.59% | -51.08% | -8.51% |
Current DrawdownCurrent decline from peak | -0.58% | -17.27% | +16.69% |
Average DrawdownAverage peak-to-trough decline | -20.48% | -35.54% | +15.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.87% | 8.26% | -4.39% |
Volatility
STT vs. SCHW - Volatility Comparison
The current volatility for State Street Corporation (STT) is 6.21%, while The Charles Schwab Corporation (SCHW) has a volatility of 7.73%. This indicates that STT experiences smaller price fluctuations and is considered to be less risky than SCHW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STT | SCHW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.21% | 7.73% | -1.52% |
Volatility (6M)Calculated over the trailing 6-month period | 18.48% | 19.69% | -1.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.96% | 24.04% | +0.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.45% | 32.24% | -1.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.92% | 33.42% | -0.50% |
Dividends
STT vs. SCHW - Dividend Comparison
STT's dividend yield for the trailing twelve months is around 2.03%, more than SCHW's 1.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHW The Charles Schwab Corporation | 1.34% | 1.08% | 1.35% | 1.45% | 1.01% | 0.86% | 1.36% | 1.43% | 1.11% | 0.62% | 0.68% | 0.73% |
STT State Street Corporation | 2.03% | 2.42% | 2.18% | 3.41% | 3.09% | 2.34% | 2.86% | 2.50% | 2.82% | 1.64% | 1.85% | 1.99% |
Financials
STT vs. SCHW - Financials Comparison
This section allows you to compare key financial metrics between State Street Corporation and The Charles Schwab Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
STT vs. SCHW - Profitability Comparison
STT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, State Street Corporation reported a gross profit of 3.64B and revenue of 5.59B. Therefore, the gross margin over that period was 65.1%.
SCHW - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Charles Schwab Corporation reported a gross profit of 1.03B and revenue of 3.14B. Therefore, the gross margin over that period was 32.7%.
STT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, State Street Corporation reported an operating income of 918.00M and revenue of 5.59B, resulting in an operating margin of 16.4%.
SCHW - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Charles Schwab Corporation reported an operating income of -730.00M and revenue of 3.14B, resulting in an operating margin of -23.2%.
STT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, State Street Corporation reported a net income of 747.00M and revenue of 5.59B, resulting in a net margin of 13.4%.
SCHW - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Charles Schwab Corporation reported a net income of 2.48B and revenue of 3.14B, resulting in a net margin of 78.9%.
Frequently Asked Questions
STT and SCHW have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCHW has higher volatility (7.73%) compared to STT (6.21%). In terms of maximum drawdown, STT dropped -82.26% vs SCHW's -86.79%.
STT currently has the higher Sharpe Ratio (2.77 vs 0.04), 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.
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