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

Key characteristics


TCEHYSCHD
YTD Return29.99%3.39%
1Y Return18.78%14.97%
3Y Return (Ann)-12.23%4.00%
5Y Return (Ann)5.19%12.97%
10Y Return (Ann)14.32%10.95%
Sharpe Ratio0.461.42
Daily Std Dev32.59%11.13%
Max Drawdown-73.35%-33.37%
Current Drawdown-46.75%-3.14%

Correlation

-0.50.00.51.00.1

The correlation between TCEHY and SCHD is 0.11, 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.

Performance

TCEHY vs. SCHD - Performance Comparison

In the year-to-date period, TCEHY achieves a 29.99% return, which is significantly higher than SCHD's 3.39% return. Over the past 10 years, TCEHY has outperformed SCHD with an annualized return of 14.32%, while SCHD has yielded a comparatively lower 10.95% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


400.00%600.00%800.00%1,000.00%1,200.00%December2024FebruaryMarchAprilMay
1,187.49%
358.66%
TCEHY
SCHD

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Tencent Holdings Limited

Schwab US Dividend Equity ETF

Risk-Adjusted Performance

TCEHY vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tencent Holdings Limited (TCEHY) 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.


TCEHY
Sharpe ratio
The chart of Sharpe ratio for TCEHY, currently valued at 0.46, compared to the broader market-2.00-1.000.001.002.003.004.000.46
Sortino ratio
The chart of Sortino ratio for TCEHY, currently valued at 0.88, compared to the broader market-4.00-2.000.002.004.006.000.88
Omega ratio
The chart of Omega ratio for TCEHY, currently valued at 1.11, compared to the broader market0.501.001.502.001.11
Calmar ratio
The chart of Calmar ratio for TCEHY, currently valued at 0.24, compared to the broader market0.002.004.006.000.24
Martin ratio
The chart of Martin ratio for TCEHY, currently valued at 1.01, compared to the broader market-10.000.0010.0020.0030.001.01
SCHD
Sharpe ratio
The chart of Sharpe ratio for SCHD, currently valued at 1.42, compared to the broader market-2.00-1.000.001.002.003.004.001.42
Sortino ratio
The chart of Sortino ratio for SCHD, currently valued at 2.08, compared to the broader market-4.00-2.000.002.004.006.002.08
Omega ratio
The chart of Omega ratio for SCHD, currently valued at 1.24, compared to the broader market0.501.001.502.001.24
Calmar ratio
The chart of Calmar ratio for SCHD, currently valued at 1.20, compared to the broader market0.002.004.006.001.20
Martin ratio
The chart of Martin ratio for SCHD, currently valued at 4.65, compared to the broader market-10.000.0010.0020.0030.004.65

TCEHY vs. SCHD - Sharpe Ratio Comparison

The current TCEHY Sharpe Ratio is 0.46, which is lower than the SCHD Sharpe Ratio of 1.42. The chart below compares the 12-month rolling Sharpe Ratio of TCEHY and SCHD.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50December2024FebruaryMarchAprilMay
0.46
1.42
TCEHY
SCHD

Dividends

TCEHY vs. SCHD - Dividend Comparison

TCEHY's dividend yield for the trailing twelve months is around 0.90%, less than SCHD's 3.42% yield.


TTM20232022202120202019201820172016201520142013
TCEHY
Tencent Holdings Limited
0.90%5.19%3.49%0.35%0.21%0.26%0.25%0.15%0.25%0.24%0.21%0.20%
SCHD
Schwab US Dividend Equity ETF
3.42%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

TCEHY vs. SCHD - Drawdown Comparison

The maximum TCEHY drawdown since its inception was -73.35%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for TCEHY and SCHD. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-46.75%
-3.14%
TCEHY
SCHD

Volatility

TCEHY vs. SCHD - Volatility Comparison

Tencent Holdings Limited (TCEHY) has a higher volatility of 8.56% compared to Schwab US Dividend Equity ETF (SCHD) at 2.73%. This indicates that TCEHY'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.


0.00%5.00%10.00%15.00%December2024FebruaryMarchAprilMay
8.56%
2.73%
TCEHY
SCHD