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

Correlation

The correlation between USAC and SCHD is 0.35, 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.


-0.50.00.51.00.3

Performance

USAC vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USA Compression Partners, LP (USAC) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

300.00%350.00%400.00%JulyAugustSeptemberOctoberNovemberDecember
379.89%
307.31%
USAC
SCHD

Key characteristics

Sharpe Ratio

USAC:

-0.22

SCHD:

1.20

Sortino Ratio

USAC:

-0.16

SCHD:

1.76

Omega Ratio

USAC:

0.98

SCHD:

1.21

Calmar Ratio

USAC:

-0.25

SCHD:

1.69

Martin Ratio

USAC:

-0.43

SCHD:

5.86

Ulcer Index

USAC:

12.53%

SCHD:

2.30%

Daily Std Dev

USAC:

24.69%

SCHD:

11.25%

Max Drawdown

USAC:

-78.96%

SCHD:

-33.37%

Current Drawdown

USAC:

-18.46%

SCHD:

-6.72%

Returns By Period

In the year-to-date period, USAC achieves a 3.01% return, which is significantly lower than SCHD's 11.54% return. Over the past 10 years, USAC has outperformed SCHD with an annualized return of 16.12%, while SCHD has yielded a comparatively lower 10.86% annualized return.


USAC

YTD

3.01%

1M

-9.69%

6M

-5.50%

1Y

-2.37%

5Y*

18.14%

10Y*

16.12%

SCHD

YTD

11.54%

1M

-4.06%

6M

7.86%

1Y

12.63%

5Y*

10.97%

10Y*

10.86%

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Risk-Adjusted Performance

USAC vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for USA Compression Partners, LP (USAC) 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 ratio
The chart of Sharpe ratio for USAC, currently valued at -0.22, compared to the broader market-4.00-2.000.002.00-0.221.20
The chart of Sortino ratio for USAC, currently valued at -0.16, compared to the broader market-4.00-2.000.002.004.00-0.161.76
The chart of Omega ratio for USAC, currently valued at 0.98, compared to the broader market0.501.001.502.000.981.21
The chart of Calmar ratio for USAC, currently valued at -0.25, compared to the broader market0.002.004.006.00-0.251.69
The chart of Martin ratio for USAC, currently valued at -0.43, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.435.86
USAC
SCHD

The current USAC Sharpe Ratio is -0.22, which is lower than the SCHD Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of USAC 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-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
-0.22
1.20
USAC
SCHD

Dividends

USAC vs. SCHD - Dividend Comparison

USAC's dividend yield for the trailing twelve months is around 9.75%, more than SCHD's 3.64% yield.


TTM20232022202120202019201820172016201520142013
USAC
USA Compression Partners, LP
9.75%9.20%10.75%12.03%15.44%11.58%16.18%12.70%12.14%18.06%11.90%4.66%
SCHD
Schwab US Dividend Equity ETF
3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

USAC vs. SCHD - Drawdown Comparison

The maximum USAC drawdown since its inception was -78.96%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for USAC and SCHD. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-18.46%
-6.72%
USAC
SCHD

Volatility

USAC vs. SCHD - Volatility Comparison

USA Compression Partners, LP (USAC) has a higher volatility of 5.94% compared to Schwab US Dividend Equity ETF (SCHD) at 3.88%. This indicates that USAC'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%JulyAugustSeptemberOctoberNovemberDecember
5.94%
3.88%
USAC
SCHD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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