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

Key characteristics


TXNSCHD
YTD Return3.01%6.74%
1Y Return-0.68%15.96%
3Y Return (Ann)0.58%6.69%
5Y Return (Ann)13.57%12.89%
10Y Return (Ann)17.10%11.64%
Sharpe Ratio0.061.50
Daily Std Dev23.42%11.53%
Max Drawdown-85.81%-33.37%
Current Drawdown-6.92%0.00%

Correlation

0.66
-1.001.00

The correlation between TXN and SCHD is 0.66, 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

TXN vs. SCHD - Performance Comparison

In the year-to-date period, TXN achieves a 3.01% return, which is significantly lower than SCHD's 6.74% return. Over the past 10 years, TXN has outperformed SCHD with an annualized return of 17.10%, while SCHD has yielded a comparatively lower 11.64% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


300.00%400.00%500.00%600.00%700.00%OctoberNovemberDecember2024FebruaryMarch
712.85%
373.52%
TXN
SCHD

Compare stocks, funds, or ETFs


Texas Instruments Incorporated

Schwab US Dividend Equity ETF

Risk-Adjusted Performance

TXN vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Texas Instruments Incorporated (TXN) 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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
TXN
Texas Instruments Incorporated
0.06
SCHD
Schwab US Dividend Equity ETF
1.50

TXN vs. SCHD - Sharpe Ratio Comparison

The current TXN Sharpe Ratio is 0.06, which is lower than the SCHD Sharpe Ratio of 1.50. The chart below compares the 12-month rolling Sharpe Ratio of TXN and SCHD.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50OctoberNovemberDecember2024FebruaryMarch
0.06
1.50
TXN
SCHD

Dividends

TXN vs. SCHD - Dividend Comparison

TXN's dividend yield for the trailing twelve months is around 2.92%, less than SCHD's 3.31% yield.


TTM20232022202120202019201820172016201520142013
TXN
Texas Instruments Incorporated
2.92%2.94%2.84%2.23%2.27%2.50%2.78%2.03%2.25%2.55%2.32%2.44%
SCHD
Schwab US Dividend Equity ETF
3.31%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

TXN vs. SCHD - Drawdown Comparison

The maximum TXN drawdown since its inception was -85.81%, which is greater than SCHD's maximum drawdown of -33.37%. The drawdown chart below compares losses from any high point along the way for TXN and SCHD


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-6.92%
0
TXN
SCHD

Volatility

TXN vs. SCHD - Volatility Comparison

Texas Instruments Incorporated (TXN) has a higher volatility of 7.07% compared to Schwab US Dividend Equity ETF (SCHD) at 2.68%. This indicates that TXN'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%3.00%4.00%5.00%6.00%7.00%8.00%OctoberNovemberDecember2024FebruaryMarch
7.07%
2.68%
TXN
SCHD