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

Correlation

The correlation between TCEHY and SCHD is 0.35, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

TCEHY vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tencent Holdings Limited (TCEHY) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

500.00%1,000.00%1,500.00%2,000.00%NovemberDecember2025FebruaryMarchApril
1,645.28%
409.89%
TCEHY
SCHD

Key characteristics

Sharpe Ratio

TCEHY:

1.75

SCHD:

0.69

Sortino Ratio

TCEHY:

2.46

SCHD:

1.06

Omega Ratio

TCEHY:

1.32

SCHD:

1.12

Calmar Ratio

TCEHY:

1.11

SCHD:

1.05

Martin Ratio

TCEHY:

6.11

SCHD:

2.57

Ulcer Index

TCEHY:

10.43%

SCHD:

3.24%

Daily Std Dev

TCEHY:

36.39%

SCHD:

12.03%

Max Drawdown

TCEHY:

-73.15%

SCHD:

-33.37%

Current Drawdown

TCEHY:

-28.40%

SCHD:

-3.88%

Returns By Period

In the year-to-date period, TCEHY achieves a 20.36% return, which is significantly higher than SCHD's 2.93% return. Over the past 10 years, TCEHY has outperformed SCHD with an annualized return of 14.05%, while SCHD has yielded a comparatively lower 11.46% annualized return.


TCEHY

YTD

20.36%

1M

4.80%

6M

5.52%

1Y

63.63%

5Y*

8.31%

10Y*

14.05%

SCHD

YTD

2.93%

1M

-0.98%

6M

0.72%

1Y

8.90%

5Y*

17.65%

10Y*

11.46%

*Annualized

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Risk-Adjusted Performance

TCEHY vs. SCHD — Risk-Adjusted Performance Rank

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

TCEHY
The Risk-Adjusted Performance Rank of TCEHY is 8989
Overall Rank
The Sharpe Ratio Rank of TCEHY is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of TCEHY is 9090
Sortino Ratio Rank
The Omega Ratio Rank of TCEHY is 8888
Omega Ratio Rank
The Calmar Ratio Rank of TCEHY is 8585
Calmar Ratio Rank
The Martin Ratio Rank of TCEHY is 8989
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 6464
Overall Rank
The Sharpe Ratio Rank of SCHD is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 6464
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 6060
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 7575
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 6161
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for TCEHY, currently valued at 1.75, compared to the broader market-2.00-1.000.001.002.003.00
TCEHY: 1.75
SCHD: 0.69
The chart of Sortino ratio for TCEHY, currently valued at 2.46, compared to the broader market-6.00-4.00-2.000.002.004.00
TCEHY: 2.46
SCHD: 1.06
The chart of Omega ratio for TCEHY, currently valued at 1.32, compared to the broader market0.501.001.502.00
TCEHY: 1.32
SCHD: 1.12
The chart of Calmar ratio for TCEHY, currently valued at 1.11, compared to the broader market0.001.002.003.004.005.00
TCEHY: 1.11
SCHD: 1.05
The chart of Martin ratio for TCEHY, currently valued at 6.11, compared to the broader market-5.000.005.0010.0015.0020.00
TCEHY: 6.11
SCHD: 2.57

The current TCEHY Sharpe Ratio is 1.75, which is higher than the SCHD Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of TCEHY 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.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
1.75
0.69
TCEHY
SCHD

Dividends

TCEHY vs. SCHD - Dividend Comparison

TCEHY's dividend yield for the trailing twelve months is around 0.68%, less than SCHD's 3.73% yield.


TTM20242023202220212020201920182017201620152014
TCEHY
Tencent Holdings Limited
0.68%0.82%6.80%4.27%0.35%0.22%0.26%0.29%0.15%0.25%0.23%0.04%
SCHD
Schwab US Dividend Equity ETF
3.73%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

TCEHY vs. SCHD - Drawdown Comparison

The maximum TCEHY drawdown since its inception was -73.15%, 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.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-28.40%
-3.88%
TCEHY
SCHD

Volatility

TCEHY vs. SCHD - Volatility Comparison

Tencent Holdings Limited (TCEHY) has a higher volatility of 11.48% compared to Schwab US Dividend Equity ETF (SCHD) at 4.31%. 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.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
11.48%
4.31%
TCEHY
SCHD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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