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VVV vs. SCHD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VVV vs. SCHD

Last updated Jun 4, 2026

VVV (Valvoline Inc.) 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, VVV returned 0.99%/yr vs 8.36%/yr for SCHD. A 0.52 correlation means they provide meaningful diversification when combined.

Performance

VVV vs. SCHD - Performance Comparison

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

Loading charts...

Returns By Period

The year-to-date returns for both stocks are quite close, with VVV having a 19.24% return and SCHD slightly lower at 19.01%.

VVV

1D
2.09%
1M
7.91%
YTD
19.24%
6M
13.38%
1Y
-5.46%
3Y*
-3.43%
5Y*
0.99%
10Y*
—

SCHD

1D
0.00%
1M
2.70%
YTD
19.01%
6M
18.63%
1Y
27.16%
3Y*
15.09%
5Y*
8.36%
10Y*
12.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VVV vs. SCHD - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VVV
Valvoline Inc.		19.24%-19.68%-3.73%15.10%-11.05%63.81%10.53%13.02%-21.59%17.70%
SCHD
Schwab U.S. Dividend Equity ETF		19.01%4.34%11.66%4.54%-3.26%29.87%15.03%27.29%-5.56%20.85%

Correlation

The correlation between VVV and SCHD is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.47

Correlation (3Y)
Calculated over the trailing 3-year period

0.47

Correlation (5Y)
Calculated over the trailing 5-year period

0.53

Correlation (All Time)
Calculated using the full available price history since Sep 26, 2016

0.52

The correlation between VVV and SCHD has been stable across timeframes, ranging from 0.47 to 0.53 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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Valvoline Inc.

Schwab U.S. Dividend Equity ETF

Often compared with VVV:
VVV vs. QQQVVV vs. VOOVVV vs. VVVVV vs. UPSVVV vs. CVIVVV vs. OXYVVV vs. EUFN
Often compared with SCHD:
SCHD vs. VOOSCHD vs. VYMSCHD vs. SPYSCHD vs. SCHGSCHD vs. JEPISCHD vs. FDVVSCHD vs. VIG

Return for Risk

VVV vs. SCHD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VVV
VVV Risk / Return Rank: 3232
Overall Rank
VVV Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
VVV Sortino Ratio Rank: 2929
Sortino Ratio Rank
VVV Omega Ratio Rank: 2929
Omega Ratio Rank
VVV Calmar Ratio Rank: 3434
Calmar Ratio Rank
VVV Martin Ratio Rank: 3434
Martin Ratio Rank
SCHD
SCHD Risk / Return Rank: 8080
Overall Rank
SCHD Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
SCHD Sortino Ratio Rank: 8484
Sortino Ratio Rank
SCHD Omega Ratio Rank: 7373
Omega Ratio Rank
SCHD Calmar Ratio Rank: 9191
Calmar Ratio Rank
SCHD Martin Ratio Rank: 7575
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.

VVV vs. SCHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Valvoline Inc. (VVV) 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.

VVVSCHDDifference
Sharpe ratioReturn per unit of total volatility
-0.18
2.49

-2.67

Sortino ratioReturn per unit of downside risk
-0.04
3.87

-3.91

Omega ratioGain probability vs. loss probability

1.00

1.45

-0.45

Calmar ratioReturn relative to maximum drawdown

-0.19

5.91

-6.10

Martin ratioReturn relative to average drawdown

-0.35

14.53

-14.88

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VVV vs. SCHD - Sharpe Ratio Comparison

The current VVV Sharpe Ratio is -0.18, which is lower than the SCHD Sharpe Ratio of 2.49. The chart below compares the historical Sharpe Ratios of VVV and SCHD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

VVVSCHDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.18

2.49

-2.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

0.58

-0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.77

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.86

-0.70

Drawdowns

VVV vs. SCHD - Drawdown Comparison

The maximum VVV drawdown since its inception was -62.46%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for VVV and SCHD.

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Drawdown Indicators

VVVSCHDDifference

Max Drawdown

Largest peak-to-trough decline

-62.46%

-33.37%

-29.09%

Max Drawdown (1Y)

Largest decline over 1 year

-29.01%

-4.61%

-24.40%

Max Drawdown (3Y)

Largest decline over 3 years

-39.35%

-16.13%

-23.22%

Max Drawdown (5Y)

Largest decline over 5 years

-39.35%

-16.85%

-22.50%

Max Drawdown (10Y)

Largest decline over 10 years

—

-33.37%

—

Current Drawdown

Current decline from peak

-27.21%

-1.40%

-25.81%

Average Drawdown

Average peak-to-trough decline

-14.01%

-3.32%

-10.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.74%

1.88%

+13.86%

Volatility

VVV vs. SCHD - Volatility Comparison

Valvoline Inc. (VVV) has a higher volatility of 11.94% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.66%. This indicates that VVV'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

VVVSCHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.94%

2.66%

+9.28%

Volatility (6M)

Calculated over the trailing 6-month period

23.32%

7.66%

+15.66%

Volatility (1Y)

Calculated over the trailing 1-year period

31.60%

10.96%

+20.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.40%

14.38%

+15.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.89%

16.72%

+16.17%

Dividends

VVV vs. SCHD - Dividend Comparison

VVV has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 3.26%.

PositionTTM20252024202320222021202020192018201720162015
SCHD
Schwab U.S. Dividend Equity ETF		3.26%3.82%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%
VVV
Valvoline Inc.		0.00%0.00%0.00%0.00%1.53%1.34%2.01%2.01%1.70%0.88%0.23%0.00%

Frequently Asked Questions

VVV and SCHD have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VVV has higher volatility (11.94%) compared to SCHD (2.66%). In terms of maximum drawdown, VVV dropped -62.46% vs SCHD's -33.37%.

SCHD currently has the higher Sharpe Ratio (2.49 vs -0.18), 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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