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VRE vs. SCHD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VRE vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Veris Residential, Inc. (VRE) and Schwab U.S. Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

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VRE vs. SCHD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VRE
Veris Residential, Inc.
27.55%-8.64%7.47%-0.63%-13.33%47.51%-44.16%22.57%-5.36%-23.70%
SCHD
Schwab U.S. Dividend Equity ETF
12.17%4.34%11.66%4.54%-3.26%29.87%15.03%27.29%-5.56%20.85%

Returns By Period

In the year-to-date period, VRE achieves a 27.55% return, which is significantly higher than SCHD's 12.17% return. Over the past 10 years, VRE has underperformed SCHD with an annualized return of -0.09%, while SCHD has yielded a comparatively higher 12.25% annualized return.


VRE

1D
0.16%
1M
0.69%
YTD
27.55%
6M
26.95%
1Y
13.45%
3Y*
10.63%
5Y*
4.74%
10Y*
-0.09%

SCHD

1D
-0.55%
1M
-3.43%
YTD
12.17%
6M
12.91%
1Y
13.70%
3Y*
11.84%
5Y*
8.32%
10Y*
12.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

VRE vs. SCHD — Risk / Return Rank

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

VRE
VRE Risk / Return Rank: 5555
Overall Rank
VRE Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VRE Sortino Ratio Rank: 5555
Sortino Ratio Rank
VRE Omega Ratio Rank: 5252
Omega Ratio Rank
VRE Calmar Ratio Rank: 5757
Calmar Ratio Rank
VRE Martin Ratio Rank: 5454
Martin Ratio Rank

SCHD
SCHD Risk / Return Rank: 4343
Overall Rank
SCHD Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SCHD Sortino Ratio Rank: 4646
Sortino Ratio Rank
SCHD Omega Ratio Rank: 4646
Omega Ratio Rank
SCHD Calmar Ratio Rank: 3939
Calmar Ratio Rank
SCHD Martin Ratio Rank: 3838
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VRE vs. SCHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Veris Residential, Inc. (VRE) 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.


VRESCHDDifference

Sharpe ratio

Return per unit of total volatility

0.51

0.88

-0.37

Sortino ratio

Return per unit of downside risk

0.99

1.32

-0.33

Omega ratio

Gain probability vs. loss probability

1.12

1.19

-0.07

Calmar ratio

Return relative to maximum drawdown

0.73

1.05

-0.32

Martin ratio

Return relative to average drawdown

1.25

3.55

-2.30

VRE vs. SCHD - Sharpe Ratio Comparison

The current VRE Sharpe Ratio is 0.51, which is lower than the SCHD Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of VRE 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.


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Sharpe Ratios by Period


VRESCHDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.51

0.88

-0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.58

-0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.00

0.74

-0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.84

-0.67

Correlation

The correlation between VRE and SCHD is 0.49, 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.


Dividends

VRE vs. SCHD - Dividend Comparison

VRE's dividend yield for the trailing twelve months is around 1.69%, less than SCHD's 3.46% yield.


TTM20252024202320222021202020192018201720162015
VRE
Veris Residential, Inc.
1.69%2.15%1.58%0.65%0.00%0.00%4.82%3.46%4.08%3.25%2.07%2.57%
SCHD
Schwab U.S. Dividend Equity ETF
3.46%3.82%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%

Drawdowns

VRE vs. SCHD - Drawdown Comparison

The maximum VRE drawdown since its inception was -71.48%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for VRE and SCHD.


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Drawdown Indicators


VRESCHDDifference

Max Drawdown

Largest peak-to-trough decline

-71.48%

-33.37%

-38.11%

Max Drawdown (1Y)

Largest decline over 1 year

-19.27%

-12.74%

-6.53%

Max Drawdown (5Y)

Largest decline over 5 years

-47.25%

-16.85%

-30.40%

Max Drawdown (10Y)

Largest decline over 10 years

-60.02%

-33.37%

-26.65%

Current Drawdown

Current decline from peak

-30.46%

-3.43%

-27.03%

Average Drawdown

Average peak-to-trough decline

-25.38%

-3.34%

-22.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.21%

3.75%

+7.46%

Volatility

VRE vs. SCHD - Volatility Comparison

The current volatility for Veris Residential, Inc. (VRE) is 0.53%, while Schwab U.S. Dividend Equity ETF (SCHD) has a volatility of 2.33%. This indicates that VRE experiences smaller price fluctuations and is considered to be less risky 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


VRESCHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.53%

2.33%

-1.80%

Volatility (6M)

Calculated over the trailing 6-month period

17.84%

7.96%

+9.88%

Volatility (1Y)

Calculated over the trailing 1-year period

26.69%

15.69%

+11.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.56%

14.40%

+16.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.54%

16.70%

+15.84%