UAN vs. SCHD
Compare and contrast key facts about CVR Partners, LP (UAN) 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: UAN or SCHD.
Key characteristics
| UAN | SCHD | |
|---|---|---|
| YTD Return | 19.25% | 17.47% |
| 1Y Return | 5.99% | 27.61% |
| 3Y Return (Ann) | 16.76% | 6.96% |
| 5Y Return (Ann) | 34.74% | 12.74% |
| 10Y Return (Ann) | 4.26% | 11.66% |
| Sharpe Ratio | 0.18 | 2.70 |
| Sortino Ratio | 0.57 | 3.89 |
| Omega Ratio | 1.07 | 1.48 |
| Calmar Ratio | 0.13 | 3.71 |
| Martin Ratio | 0.49 | 14.94 |
| Ulcer Index | 12.19% | 2.04% |
| Daily Std Dev | 33.47% | 11.25% |
| Max Drawdown | -96.77% | -33.37% |
| Current Drawdown | -33.23% | -0.51% |
Correlation
The correlation between UAN and SCHD is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
UAN vs. SCHD - Performance Comparison
In the year-to-date period, UAN achieves a 19.25% return, which is significantly higher than SCHD's 17.47% return. Over the past 10 years, UAN has underperformed SCHD with an annualized return of 4.26%, while SCHD has yielded a comparatively higher 11.66% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
UAN vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for CVR Partners, LP (UAN) 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
UAN vs. SCHD - Dividend Comparison
UAN's dividend yield for the trailing twelve months is around 9.39%, more than SCHD's 3.37% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UAN CVR Partners, LP | 9.39% | 40.64% | 19.21% | 5.62% | 0.00% | 12.90% | 0.00% | 0.61% | 11.81% | 15.61% | 14.48% | 10.60% |
SCHD Schwab US Dividend Equity ETF | 3.37% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
UAN vs. SCHD - Drawdown Comparison
The maximum UAN drawdown since its inception was -96.77%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for UAN and SCHD. For additional features, visit the drawdowns tool.
Volatility
UAN vs. SCHD - Volatility Comparison
CVR Partners, LP (UAN) has a higher volatility of 11.07% compared to Schwab US Dividend Equity ETF (SCHD) at 3.49%. This indicates that UAN'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.