TXN vs. SCHD
Compare and contrast key facts about Texas Instruments Incorporated (TXN) 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: TXN or SCHD.
Performance
TXN vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, TXN achieves a 21.35% return, which is significantly higher than SCHD's 15.93% return. Over the past 10 years, TXN has outperformed SCHD with an annualized return of 17.69%, while SCHD has yielded a comparatively lower 11.46% annualized return.
TXN
21.35%
0.87%
4.48%
36.18%
14.42%
17.69%
SCHD
15.93%
-0.59%
9.36%
25.99%
12.42%
11.46%
Key characteristics
| TXN | SCHD | |
|---|---|---|
| Sharpe Ratio | 1.33 | 2.25 |
| Sortino Ratio | 1.95 | 3.25 |
| Omega Ratio | 1.23 | 1.39 |
| Calmar Ratio | 1.86 | 3.05 |
| Martin Ratio | 8.55 | 12.25 |
| Ulcer Index | 4.23% | 2.04% |
| Daily Std Dev | 27.20% | 11.09% |
| Max Drawdown | -85.81% | -33.37% |
| Current Drawdown | -8.70% | -1.82% |
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Correlation
The correlation between TXN and SCHD is 0.65, 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.
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.
Dividends
TXN vs. SCHD - Dividend Comparison
TXN's dividend yield for the trailing twelve months is around 2.62%, less than SCHD's 3.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TXN Texas Instruments Incorporated | 2.62% | 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 | 3.41% | 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%. Use the drawdown chart below to compare losses from any high point for TXN and SCHD. For additional features, visit the drawdowns tool.
Volatility
TXN vs. SCHD - Volatility Comparison
Texas Instruments Incorporated (TXN) has a higher volatility of 10.25% compared to Schwab US Dividend Equity ETF (SCHD) at 3.55%. 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.