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

Correlation

The correlation between TSCO and SCHD is 0.47, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

TSCO vs. SCHD - Performance Comparison

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

300.00%400.00%500.00%600.00%700.00%800.00%900.00%NovemberDecember2025FebruaryMarchApril
714.55%
370.37%
TSCO
SCHD

Key characteristics

Sharpe Ratio

TSCO:

-0.06

SCHD:

0.23

Sortino Ratio

TSCO:

0.12

SCHD:

0.43

Omega Ratio

TSCO:

1.02

SCHD:

1.06

Calmar Ratio

TSCO:

-0.09

SCHD:

0.23

Martin Ratio

TSCO:

-0.21

SCHD:

0.84

Ulcer Index

TSCO:

8.47%

SCHD:

4.38%

Daily Std Dev

TSCO:

29.50%

SCHD:

15.99%

Max Drawdown

TSCO:

-76.15%

SCHD:

-33.37%

Current Drawdown

TSCO:

-18.69%

SCHD:

-11.33%

Returns By Period

In the year-to-date period, TSCO achieves a -7.28% return, which is significantly lower than SCHD's -5.04% return. Over the past 10 years, TSCO has outperformed SCHD with an annualized return of 12.11%, while SCHD has yielded a comparatively lower 10.35% annualized return.


TSCO

YTD

-7.28%

1M

-7.25%

6M

-9.97%

1Y

-3.56%

5Y*

21.10%

10Y*

12.11%

SCHD

YTD

-5.04%

1M

-6.82%

6M

-7.58%

1Y

2.51%

5Y*

13.19%

10Y*

10.35%

*Annualized

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Risk-Adjusted Performance

TSCO vs. SCHD — Risk-Adjusted Performance Rank

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

TSCO
The Risk-Adjusted Performance Rank of TSCO is 4545
Overall Rank
The Sharpe Ratio Rank of TSCO is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of TSCO is 4141
Sortino Ratio Rank
The Omega Ratio Rank of TSCO is 4141
Omega Ratio Rank
The Calmar Ratio Rank of TSCO is 4747
Calmar Ratio Rank
The Martin Ratio Rank of TSCO is 4848
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 4141
Overall Rank
The Sharpe Ratio Rank of SCHD is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 3939
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 3939
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 4343
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 4141
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.

TSCO vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tractor Supply Company (TSCO) 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.


The chart of Sharpe ratio for TSCO, currently valued at -0.06, compared to the broader market-2.00-1.000.001.002.003.00
TSCO: -0.06
SCHD: 0.23
The chart of Sortino ratio for TSCO, currently valued at 0.12, compared to the broader market-6.00-4.00-2.000.002.004.00
TSCO: 0.12
SCHD: 0.43
The chart of Omega ratio for TSCO, currently valued at 1.02, compared to the broader market0.501.001.502.00
TSCO: 1.02
SCHD: 1.06
The chart of Calmar ratio for TSCO, currently valued at -0.09, compared to the broader market0.001.002.003.004.005.00
TSCO: -0.09
SCHD: 0.23
The chart of Martin ratio for TSCO, currently valued at -0.21, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
TSCO: -0.21
SCHD: 0.84

The current TSCO Sharpe Ratio is -0.06, which is lower than the SCHD Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of TSCO 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 Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
-0.06
0.23
TSCO
SCHD

Dividends

TSCO vs. SCHD - Dividend Comparison

TSCO's dividend yield for the trailing twelve months is around 1.82%, less than SCHD's 4.05% yield.


TTM20242023202220212020201920182017201620152014
TSCO
Tractor Supply Company
1.82%1.66%1.92%1.64%0.87%1.07%1.46%1.44%1.40%1.21%0.89%0.77%
SCHD
Schwab US Dividend Equity ETF
4.05%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

TSCO vs. SCHD - Drawdown Comparison

The maximum TSCO drawdown since its inception was -76.15%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for TSCO and SCHD. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-18.69%
-11.33%
TSCO
SCHD

Volatility

TSCO vs. SCHD - Volatility Comparison

Tractor Supply Company (TSCO) has a higher volatility of 13.62% compared to Schwab US Dividend Equity ETF (SCHD) at 11.25%. This indicates that TSCO'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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.62%
11.25%
TSCO
SCHD