VAL vs. SCHD
VAL (Valaris Limited) is a stock, while SCHD (Schwab U.S. Dividend Equity ETF) is Dividend fund tracking the Dow Jones U.S. Dividend 100 Index. Over the past 5 years, VAL returned 24.06%/yr vs 9.07%/yr for SCHD. At a 0.41 correlation, their price movements are largely independent.
Performance
VAL vs. SCHD - Performance Comparison
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Returns By Period
In the year-to-date period, VAL achieves a 55.87% return, which is significantly higher than SCHD's 17.13% return.
VAL
- 1D
- -5.41%
- 1M
- -29.26%
- YTD
- 55.87%
- 6M
- 60.23%
- 1Y
- 71.83%
- 3Y*
- 10.64%
- 5Y*
- 24.06%
- 10Y*
- —
SCHD
- 1D
- -0.22%
- 1M
- -0.75%
- YTD
- 17.13%
- 6M
- 16.92%
- 1Y
- 24.22%
- 3Y*
- 13.38%
- 5Y*
- 9.07%
- 10Y*
- 12.48%
VAL vs. SCHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
VAL Valaris Limited | 55.87% | 13.92% | -35.48% | 1.40% | 87.83% | 63.71% |
SCHD Schwab U.S. Dividend Equity ETF | 17.13% | 4.34% | 11.66% | 4.54% | -3.26% | 10.98% |
Correlation
The correlation between VAL and SCHD is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since May 3, 2021 | 0.41 |
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Return for Risk
VAL vs. SCHD — Risk / Return Rank
VAL
SCHD
VAL vs. SCHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Valaris Limited (VAL) and Schwab U.S. 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VAL | SCHD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.00 | ||
| Sortino ratioReturn per unit of downside risk | -1.22 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.39 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.35 | 5.27 | -2.92 |
| Martin ratioReturn relative to average drawdown | 7.96 | 12.86 | -4.90 |
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Drawdowns
VAL vs. SCHD - Drawdown Comparison
The maximum VAL drawdown since its inception was -63.82%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for VAL and SCHD.
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Drawdown Indicators
| VAL | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.82% | -33.37% | -30.45% |
Max Drawdown (1Y)Largest decline over 1 year | -30.74% | -4.61% | -26.13% |
Max Drawdown (3Y)Largest decline over 3 years | -63.82% | -16.13% | -47.69% |
Max Drawdown (5Y)Largest decline over 5 years | -63.82% | -16.85% | -46.97% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.37% | — |
Current DrawdownCurrent decline from peak | -30.74% | -2.95% | -27.79% |
Average DrawdownAverage peak-to-trough decline | -18.79% | -3.31% | -15.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.07% | 1.89% | +7.18% |
Volatility
VAL vs. SCHD - Volatility Comparison
Valaris Limited (VAL) has a higher volatility of 13.61% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 3.58%. This indicates that VAL'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.
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Volatility by Period
| VAL | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.61% | 3.58% | +10.03% |
Volatility (6M)Calculated over the trailing 6-month period | 47.49% | 7.75% | +39.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 60.33% | 11.07% | +49.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 49.89% | 14.38% | +35.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.43% | 16.73% | +33.70% |
Dividends
VAL vs. SCHD - Dividend Comparison
VAL has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 3.31%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHD Schwab U.S. Dividend Equity ETF | 3.31% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
VAL Valaris Limited | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
VAL and SCHD have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VAL has higher volatility (13.61%) compared to SCHD (3.58%). In terms of maximum drawdown, VAL dropped -63.82% vs SCHD's -33.37%.
SCHD currently has the higher Sharpe Ratio (2.20 vs 1.20), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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