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TRVI vs. SCHD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

TRVI vs. SCHD

Last updated Jun 4, 2026

TRVI (Trevi Therapeutics, Inc.) is a stock, while SCHD (Schwab U.S. Dividend Equity ETF) is Dividend fund tracking the Dow Jones U.S. Dividend 100 Index. Over the past 5 years, TRVI returned 44.88%/yr vs 8.36%/yr for SCHD. At a 0.18 correlation, their price movements are largely independent.

Performance

TRVI vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Trevi Therapeutics, Inc. (TRVI) and Schwab U.S. Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TRVI achieves a 7.43% return, which is significantly lower than SCHD's 19.01% return.

TRVI

1D
-0.37%
1M
-6.47%
YTD
7.43%
6M
-1.82%
1Y
126.05%
3Y*
81.76%
5Y*
44.88%
10Y*
—

SCHD

1D
0.00%
1M
2.70%
YTD
19.01%
6M
18.63%
1Y
27.16%
3Y*
15.09%
5Y*
8.36%
10Y*
12.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TRVI vs. SCHD - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
TRVI
Trevi Therapeutics, Inc.		7.43%203.88%207.46%-30.57%146.74%-67.68%-35.47%-52.47%
SCHD
Schwab U.S. Dividend Equity ETF		19.01%4.34%11.66%4.54%-3.26%29.87%15.03%12.54%

Correlation

The correlation between TRVI and SCHD is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.20

Correlation (3Y)
Calculated over the trailing 3-year period

0.20

Correlation (5Y)
Calculated over the trailing 5-year period

0.18

Correlation (All Time)
Calculated using the full available price history since May 8, 2019

0.18

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Trevi Therapeutics, Inc.

Schwab U.S. Dividend Equity ETF

Often compared with TRVI:
TRVI vs. PBYITRVI vs. DBVTTRVI vs. KTOSTRVI vs. ACMRTRVI vs. ARKWTRVI vs. ARKFTRVI vs. AQST
Often compared with SCHD:
SCHD vs. VOOSCHD vs. VYMSCHD vs. SPYSCHD vs. SCHGSCHD vs. JEPISCHD vs. FDVVSCHD vs. VIG

Return for Risk

TRVI vs. SCHD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
TRVI
TRVI Risk / Return Rank: 8686
Overall Rank
TRVI Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
TRVI Sortino Ratio Rank: 8484
Sortino Ratio Rank
TRVI Omega Ratio Rank: 8383
Omega Ratio Rank
TRVI Calmar Ratio Rank: 8989
Calmar Ratio Rank
TRVI Martin Ratio Rank: 8787
Martin Ratio Rank
SCHD
SCHD Risk / Return Rank: 8080
Overall Rank
SCHD Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
SCHD Sortino Ratio Rank: 8484
Sortino Ratio Rank
SCHD Omega Ratio Rank: 7373
Omega Ratio Rank
SCHD Calmar Ratio Rank: 9191
Calmar Ratio Rank
SCHD Martin Ratio Rank: 7575
Martin Ratio Rank
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.

TRVI vs. SCHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Trevi Therapeutics, Inc. (TRVI) 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.

TRVISCHDDifference
Sharpe ratioReturn per unit of total volatility
2.05
2.49

-0.44

Sortino ratioReturn per unit of downside risk
2.62
3.87

-1.24

Omega ratioGain probability vs. loss probability

1.34

1.45

-0.11

Calmar ratioReturn relative to maximum drawdown

4.30

5.91

-1.62

Martin ratioReturn relative to average drawdown

9.65

14.53

-4.88

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TRVI vs. SCHD - Sharpe Ratio Comparison

The current TRVI Sharpe Ratio is 2.05, which is comparable to the SCHD Sharpe Ratio of 2.49. The chart below compares the historical Sharpe Ratios of TRVI and SCHD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

TRVISCHDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.05

2.49

-0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.58

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.77

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.86

-0.78

Drawdowns

TRVI vs. SCHD - Drawdown Comparison

The maximum TRVI drawdown since its inception was -95.45%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for TRVI and SCHD.

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Drawdown Indicators

TRVISCHDDifference

Max Drawdown

Largest peak-to-trough decline

-95.45%

-33.37%

-62.08%

Max Drawdown (1Y)

Largest decline over 1 year

-29.50%

-4.61%

-24.89%

Max Drawdown (3Y)

Largest decline over 3 years

-61.96%

-16.13%

-45.83%

Max Drawdown (5Y)

Largest decline over 5 years

-80.26%

-16.85%

-63.41%

Max Drawdown (10Y)

Largest decline over 10 years

—

-33.37%

—

Current Drawdown

Current decline from peak

-12.66%

-1.40%

-11.26%

Average Drawdown

Average peak-to-trough decline

-61.65%

-3.32%

-58.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.11%

1.88%

+11.23%

Volatility

TRVI vs. SCHD - Volatility Comparison

Trevi Therapeutics, Inc. (TRVI) has a higher volatility of 12.89% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.66%. This indicates that TRVI'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.

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Volatility by Period

TRVISCHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.89%

2.66%

+10.23%

Volatility (6M)

Calculated over the trailing 6-month period

39.81%

7.66%

+32.15%

Volatility (1Y)

Calculated over the trailing 1-year period

62.15%

10.96%

+51.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

88.27%

14.38%

+73.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

99.32%

16.72%

+82.60%

Dividends

TRVI vs. SCHD - Dividend Comparison

TRVI has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 3.26%.

PositionTTM20252024202320222021202020192018201720162015
SCHD
Schwab U.S. Dividend Equity ETF		3.26%3.82%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%
TRVI
Trevi Therapeutics, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

TRVI and SCHD have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TRVI has higher volatility (12.89%) compared to SCHD (2.66%). In terms of maximum drawdown, TRVI dropped -95.45% vs SCHD's -33.37%.

SCHD currently has the higher Sharpe Ratio (2.49 vs 2.05), 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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