WMB vs. SCHJ
WMB (The Williams Companies, Inc.) is a stock, while SCHJ (Schwab 1-5 Year Corporate Bond ETF) is Short-Term Bond fund tracking the Bloomberg US 1-5 Year Corporate Bond Index. Over the past 5 years, WMB returned 29.14%/yr vs 2.31%/yr for SCHJ. Their 0.08 correlation means their historical movements had little consistent relationship.
Performance
WMB vs. SCHJ - Performance Comparison
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Returns By Period
In the year-to-date period, WMB achieves a 20.76% return, which is significantly higher than SCHJ's 0.75% return.
WMB
- 1D
- 0.89%
- 1M
- -2.19%
- 6M
- 7.92%
- YTD
- 20.76%
- 1Y
- 22.46%
- 3Y*
- 33.16%
- 5Y*
- 29.14%
- 10Y*
- 17.38%
- ALL TIME*
- 10.42%
SCHJ
- 1D
- -0.06%
- 1M
- -0.28%
- 6M
- 0.42%
- YTD
- 0.75%
- 1Y
- 2.99%
- 3Y*
- 5.46%
- 5Y*
- 2.31%
- 10Y*
- —
- ALL TIME*
- 2.60%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $5.98M | $7.81M | $6.46M | |
| $459.31M | $473.06M | $523.96M |
WMB vs. SCHJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
WMB The Williams Companies, Inc. | 20.76% | 14.91% | 62.35% | 11.86% | 32.83% | 38.36% | -8.20% | 6.14% |
SCHJ Schwab 1-5 Year Corporate Bond ETF | 0.75% | 6.80% | 4.89% | 6.36% | -5.73% | -0.67% | 5.30% | 0.61% |
Correlation
The correlation between WMB and SCHJ is -0.05, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.05 |
Correlation (3Y) Balances recent behavior with more history. | 0.05 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.09 |
Correlation (All Time) Calculated using the full available price history since Oct 10, 2019 | 0.08 |
The correlation between WMB and SCHJ shifts across timeframes, from -0.05 (1 year) to 0.09 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
WMB vs. SCHJ — Risk / Return Rank
WMB
SCHJ
WMB vs. SCHJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Williams Companies, Inc. (WMB) and Schwab 1-5 Year Corporate Bond ETF (SCHJ). 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.
| WMB | SCHJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.84 | ||
| Sortino ratioReturn per unit of downside risk | -1.30 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.35 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.88 | 2.44 | -0.56 |
| Martin ratioReturn relative to average drawdown | 4.28 | 9.17 | -4.89 |
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Drawdowns
WMB vs. SCHJ - Drawdown Comparison
The maximum WMB drawdown since its inception was -98.03%, which is greater than SCHJ's maximum drawdown of -13.62%. Use the drawdown chart below to compare losses from any high point for WMB and SCHJ.
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Drawdown Indicators
| WMB | SCHJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.03% | -13.62% | -84.41% |
Max Drawdown (1Y)Largest decline over 1 year | -12.36% | -1.47% | -10.89% |
Max Drawdown (3Y)Largest decline over 3 years | -12.36% | -1.47% | -10.89% |
Max Drawdown (5Y)Largest decline over 5 years | -23.01% | -9.38% | -13.63% |
Max Drawdown (10Y)Largest decline over 10 years | -68.08% | — | — |
Current DrawdownCurrent decline from peak | -9.23% | -0.33% | -8.90% |
Average DrawdownAverage peak-to-trough decline | -27.01% | -1.85% | -25.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.42% | 0.39% | +5.03% |
Volatility
WMB vs. SCHJ - Volatility Comparison
The Williams Companies, Inc. (WMB) has a higher volatility of 7.51% compared to Schwab 1-5 Year Corporate Bond ETF (SCHJ) at 0.53%. This indicates that WMB's price experiences larger fluctuations and is considered to be riskier than SCHJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WMB | SCHJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.51% | 0.53% | +6.98% |
Volatility (6M)Calculated over the trailing 6-month period | 16.84% | 1.53% | +15.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.83% | 1.93% | +20.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.75% | 2.95% | +20.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.50% | 4.10% | +26.40% |
Dividends
WMB vs. SCHJ - Dividend Comparison
WMB's dividend yield for the trailing twelve months is around 2.87%, less than SCHJ's 4.50% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHJ Schwab 1-5 Year Corporate Bond ETF | 4.09% | 4.42% | 4.00% | 2.98% | 1.64% | 0.94% | 2.54% | 0.42% | 0.00% | 0.00% | 0.00% | 0.00% |
WMB The Williams Companies, Inc. | 2.87% | 3.33% | 3.51% | 5.14% | 5.17% | 6.30% | 7.98% | 6.41% | 6.17% | 3.94% | 5.39% | 9.53% |
Frequently Asked Questions
WMB and SCHJ have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WMB has higher volatility (7.51%) compared to SCHJ (0.53%). In terms of maximum drawdown, WMB dropped -98.03% vs SCHJ's -13.62%.
SCHJ currently has the higher Sharpe Ratio (1.86 vs 1.02), 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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