Correlation
The correlation between WMT 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.
WMT vs. SCHD
Compare and contrast key facts about Walmart Inc. (WMT) 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: WMT or SCHD.
Performance
WMT vs. SCHD - Performance Comparison
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Key characteristics
WMT:
2.14
SCHD:
0.42
WMT:
2.83
SCHD:
0.49
WMT:
1.39
SCHD:
1.07
WMT:
2.28
SCHD:
0.28
WMT:
7.41
SCHD:
0.84
WMT:
6.76%
SCHD:
5.32%
WMT:
24.03%
SCHD:
16.46%
WMT:
-77.24%
SCHD:
-33.37%
WMT:
-7.09%
SCHD:
-9.68%
Returns By Period
In the year-to-date period, WMT achieves a 8.03% return, which is significantly higher than SCHD's -3.27% return. Over the past 10 years, WMT has outperformed SCHD with an annualized return of 16.81%, while SCHD has yielded a comparatively lower 10.57% annualized return.
WMT
8.03%
1.35%
6.46%
51.10%
33.15%
20.32%
16.81%
SCHD
-3.27%
1.16%
-9.40%
6.77%
3.50%
12.24%
10.57%
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Risk-Adjusted Performance
WMT vs. SCHD — Risk-Adjusted Performance Rank
WMT
SCHD
WMT vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Walmart Inc. (WMT) 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.
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Dividends
WMT vs. SCHD - Dividend Comparison
WMT's dividend yield for the trailing twelve months is around 0.91%, less than SCHD's 3.97% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WMT Walmart Inc. | 0.91% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.87% | 3.17% | 2.22% |
SCHD Schwab US Dividend Equity ETF | 3.97% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% |
Drawdowns
WMT vs. SCHD - Drawdown Comparison
The maximum WMT drawdown since its inception was -77.24%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for WMT and SCHD.
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Volatility
WMT vs. SCHD - Volatility Comparison
The current volatility for Walmart Inc. (WMT) is 4.21%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 4.91%. This indicates that WMT 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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