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

Correlation

The correlation between TXRH and SCHD is 0.46, 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

TXRH vs. SCHD - Performance Comparison

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

500.00%1,000.00%1,500.00%2,000.00%NovemberDecember2025FebruaryMarchApril
1,457.60%
369.64%
TXRH
SCHD

Key characteristics

Sharpe Ratio

TXRH:

0.17

SCHD:

0.18

Sortino Ratio

TXRH:

0.45

SCHD:

0.35

Omega Ratio

TXRH:

1.05

SCHD:

1.05

Calmar Ratio

TXRH:

0.18

SCHD:

0.18

Martin Ratio

TXRH:

0.49

SCHD:

0.64

Ulcer Index

TXRH:

9.25%

SCHD:

4.44%

Daily Std Dev

TXRH:

26.89%

SCHD:

15.99%

Max Drawdown

TXRH:

-76.59%

SCHD:

-33.37%

Current Drawdown

TXRH:

-20.69%

SCHD:

-11.47%

Returns By Period

In the year-to-date period, TXRH achieves a -10.06% return, which is significantly lower than SCHD's -5.19% return. Over the past 10 years, TXRH has outperformed SCHD with an annualized return of 18.79%, while SCHD has yielded a comparatively lower 10.43% annualized return.


TXRH

YTD

-10.06%

1M

-7.50%

6M

-13.12%

1Y

4.14%

5Y*

28.49%

10Y*

18.79%

SCHD

YTD

-5.19%

1M

-6.93%

6M

-7.13%

1Y

3.21%

5Y*

12.59%

10Y*

10.43%

*Annualized

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Risk-Adjusted Performance

TXRH vs. SCHD — Risk-Adjusted Performance Rank

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

TXRH
The Risk-Adjusted Performance Rank of TXRH is 5656
Overall Rank
The Sharpe Ratio Rank of TXRH is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of TXRH is 5151
Sortino Ratio Rank
The Omega Ratio Rank of TXRH is 4848
Omega Ratio Rank
The Calmar Ratio Rank of TXRH is 6262
Calmar Ratio Rank
The Martin Ratio Rank of TXRH is 5959
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 3535
Overall Rank
The Sharpe Ratio Rank of SCHD is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 3434
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 3333
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 3838
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 3737
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.

TXRH vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Texas Roadhouse, Inc. (TXRH) 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 TXRH, currently valued at 0.17, compared to the broader market-2.00-1.000.001.002.003.00
TXRH: 0.17
SCHD: 0.18
The chart of Sortino ratio for TXRH, currently valued at 0.45, compared to the broader market-6.00-4.00-2.000.002.004.00
TXRH: 0.45
SCHD: 0.35
The chart of Omega ratio for TXRH, currently valued at 1.05, compared to the broader market0.501.001.502.00
TXRH: 1.05
SCHD: 1.05
The chart of Calmar ratio for TXRH, currently valued at 0.18, compared to the broader market0.001.002.003.004.005.00
TXRH: 0.18
SCHD: 0.18
The chart of Martin ratio for TXRH, currently valued at 0.49, compared to the broader market-5.000.005.0010.0015.0020.00
TXRH: 0.49
SCHD: 0.64

The current TXRH Sharpe Ratio is 0.17, which is comparable to the SCHD Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of TXRH 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.17
0.18
TXRH
SCHD

Dividends

TXRH vs. SCHD - Dividend Comparison

TXRH's dividend yield for the trailing twelve months is around 1.55%, less than SCHD's 4.05% yield.


TTM20242023202220212020201920182017201620152014
TXRH
Texas Roadhouse, Inc.
1.55%1.35%1.80%2.02%1.34%0.46%2.13%1.68%1.59%1.58%1.90%1.78%
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

TXRH vs. SCHD - Drawdown Comparison

The maximum TXRH drawdown since its inception was -76.59%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for TXRH and SCHD. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-20.69%
-11.47%
TXRH
SCHD

Volatility

TXRH vs. SCHD - Volatility Comparison

Texas Roadhouse, Inc. (TXRH) has a higher volatility of 12.12% compared to Schwab US Dividend Equity ETF (SCHD) at 11.20%. This indicates that TXRH'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
12.12%
11.20%
TXRH
SCHD