WCN vs. SCHD
Compare and contrast key facts about Waste Connections, Inc. (WCN) and Schwab US Dividend Equity ETF (SCHD).
SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WCN or SCHD.
Performance
WCN vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, WCN achieves a 25.81% return, which is significantly higher than SCHD's 16.26% return. Over the past 10 years, WCN has outperformed SCHD with an annualized return of 17.45%, while SCHD has yielded a comparatively lower 11.40% annualized return.
WCN
25.81%
2.84%
13.04%
42.69%
16.75%
17.45%
SCHD
16.26%
0.84%
10.89%
25.41%
12.67%
11.40%
Key characteristics
| WCN | SCHD | |
|---|---|---|
| Sharpe Ratio | 2.65 | 2.27 |
| Sortino Ratio | 3.92 | 3.27 |
| Omega Ratio | 1.48 | 1.40 |
| Calmar Ratio | 3.89 | 3.34 |
| Martin Ratio | 16.07 | 12.25 |
| Ulcer Index | 2.48% | 2.05% |
| Daily Std Dev | 15.04% | 11.06% |
| Max Drawdown | -31.59% | -33.37% |
| Current Drawdown | -0.57% | -1.54% |
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Correlation
The correlation between WCN and SCHD is 0.42, 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.
Risk-Adjusted Performance
WCN vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Waste Connections, Inc. (WCN) 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.
Dividends
WCN vs. SCHD - Dividend Comparison
WCN's dividend yield for the trailing twelve months is around 0.63%, less than SCHD's 3.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WCN Waste Connections, Inc. | 0.63% | 0.70% | 0.71% | 0.62% | 0.74% | 0.73% | 0.78% | 0.70% | 1.64% | 3.25% | 2.61% | 3.06% |
SCHD Schwab US Dividend Equity ETF | 3.40% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
WCN vs. SCHD - Drawdown Comparison
The maximum WCN drawdown since its inception was -31.59%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for WCN and SCHD. For additional features, visit the drawdowns tool.
Volatility
WCN vs. SCHD - Volatility Comparison
Waste Connections, Inc. (WCN) has a higher volatility of 4.97% compared to Schwab US Dividend Equity ETF (SCHD) at 3.39%. This indicates that WCN'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.