TMUS vs. SCHD
Compare and contrast key facts about T-Mobile US, Inc. (TMUS) and Schwab US 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TMUS or SCHD.
Key characteristics
| TMUS | SCHD | |
|---|---|---|
| YTD Return | 2.67% | 2.57% |
| 1Y Return | 10.27% | 11.85% |
| 3Y Return (Ann) | 7.55% | 4.72% |
| 5Y Return (Ann) | 17.85% | 11.37% |
| 10Y Return (Ann) | 19.05% | 11.02% |
| Sharpe Ratio | 0.70 | 1.12 |
| Daily Std Dev | 16.52% | 11.58% |
| Max Drawdown | -86.29% | -33.37% |
| Current Drawdown | -2.07% | -3.91% |
Correlation
The correlation between TMUS and SCHD is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
TMUS vs. SCHD - Performance Comparison
The year-to-date returns for both stocks are quite close, with TMUS having a 2.67% return and SCHD slightly lower at 2.57%. Over the past 10 years, TMUS has outperformed SCHD with an annualized return of 19.05%, while SCHD has yielded a comparatively lower 11.02% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
TMUS vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T-Mobile US, Inc. (TMUS) 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.
Dividends
TMUS vs. SCHD - Dividend Comparison
TMUS's dividend yield for the trailing twelve months is around 0.79%, less than SCHD's 3.45% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TMUS T-Mobile US, Inc. | 0.79% | 0.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 12.04% |
SCHD Schwab US Dividend Equity ETF | 3.45% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
TMUS vs. SCHD - Drawdown Comparison
The maximum TMUS drawdown since its inception was -86.29%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for TMUS and SCHD. For additional features, visit the drawdowns tool.
Volatility
TMUS vs. SCHD - Volatility Comparison
The current volatility for T-Mobile US, Inc. (TMUS) is 2.17%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 3.40%. This indicates that TMUS experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.