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VYNE vs. SCHD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VYNE vs. SCHD

Last updated Jun 4, 2026

VYNE (VYNE Therapeutics 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, VYNE returned -60.58%/yr vs 8.36%/yr for SCHD. At a 0.22 correlation, their price movements are largely independent.

Performance

VYNE vs. SCHD - Performance Comparison

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

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Returns By Period

In the year-to-date period, VYNE achieves a 13.08% return, which is significantly lower than SCHD's 19.01% return.

VYNE

1D
-2.96%
1M
-0.00%
YTD
13.08%
6M
75.07%
1Y
-34.25%
3Y*
-52.34%
5Y*
-60.58%
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)

VYNE vs. SCHD - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
VYNE
VYNE Therapeutics Inc.		13.08%-82.68%43.78%-13.70%-85.29%-83.86%-65.95%12.62%-85.65%
SCHD
Schwab U.S. Dividend Equity ETF		19.01%4.34%11.66%4.54%-3.26%29.87%15.03%27.29%-9.96%

Correlation

The correlation between VYNE and SCHD is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.23

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

0.20

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

0.20

Correlation (All Time)
Calculated using the full available price history since Jan 26, 2018

0.22

Compare stocks, funds, or ETFs

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VYNE Therapeutics Inc.

Schwab U.S. Dividend Equity ETF

Often compared with VYNE:
VYNE vs. NNNVYNE vs. VTIVYNE vs. VGSTXVYNE vs. VTVYNE vs. MURA
Often compared with SCHD:
SCHD vs. VOOSCHD vs. VYMSCHD vs. SPYSCHD vs. SCHGSCHD vs. JEPISCHD vs. FDVVSCHD vs. VIG

Return for Risk

VYNE vs. SCHD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VYNE
VYNE Risk / Return Rank: 3737
Overall Rank
VYNE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
VYNE Sortino Ratio Rank: 4545
Sortino Ratio Rank
VYNE Omega Ratio Rank: 5353
Omega Ratio Rank
VYNE Calmar Ratio Rank: 2727
Calmar Ratio Rank
VYNE Martin Ratio Rank: 3232
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.

VYNE vs. SCHD - Risk-Adjusted Trends Comparison

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

VYNESCHDDifference
Sharpe ratioReturn per unit of total volatility
-0.30
2.49

-2.79

Sortino ratioReturn per unit of downside risk
0.61
3.87

-3.26

Omega ratioGain probability vs. loss probability

1.13

1.45

-0.32

Calmar ratioReturn relative to maximum drawdown

-0.41

5.91

-6.32

Martin ratioReturn relative to average drawdown

-0.51

14.53

-15.04

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

VYNE vs. SCHD - Sharpe Ratio Comparison

The current VYNE Sharpe Ratio is -0.30, which is lower than the SCHD Sharpe Ratio of 2.49. The chart below compares the historical Sharpe Ratios of VYNE 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

VYNESCHDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.30

2.49

-2.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.58

0.58

-1.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.77

—

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.60

0.86

-1.46

Drawdowns

VYNE vs. SCHD - Drawdown Comparison

The maximum VYNE drawdown since its inception was -99.99%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for VYNE and SCHD.

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Drawdown Indicators

VYNESCHDDifference

Max Drawdown

Largest peak-to-trough decline

-99.99%

-33.37%

-66.62%

Max Drawdown (1Y)

Largest decline over 1 year

-83.79%

-4.61%

-79.18%

Max Drawdown (3Y)

Largest decline over 3 years

-95.23%

-16.13%

-79.10%

Max Drawdown (5Y)

Largest decline over 5 years

-99.61%

-16.85%

-82.76%

Max Drawdown (10Y)

Largest decline over 10 years

—

-33.37%

—

Current Drawdown

Current decline from peak

-99.98%

-1.40%

-98.58%

Average Drawdown

Average peak-to-trough decline

-93.08%

-3.32%

-89.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

67.22%

1.88%

+65.34%

Volatility

VYNE vs. SCHD - Volatility Comparison

VYNE Therapeutics Inc. (VYNE) has a higher volatility of 5.19% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.66%. This indicates that VYNE'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

VYNESCHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.19%

2.66%

+2.53%

Volatility (6M)

Calculated over the trailing 6-month period

46.93%

7.66%

+39.27%

Volatility (1Y)

Calculated over the trailing 1-year period

115.78%

10.96%

+104.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

105.07%

14.38%

+90.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

103.33%

16.72%

+86.61%

Dividends

VYNE vs. SCHD - Dividend Comparison

VYNE 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%
VYNE
VYNE Therapeutics Inc.		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

VYNE and SCHD have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VYNE has higher volatility (5.19%) compared to SCHD (2.66%). In terms of maximum drawdown, VYNE dropped -99.99% vs SCHD's -33.37%.

SCHD currently has the higher Sharpe Ratio (2.49 vs -0.30), 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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