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WPM vs. SCHX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between WPM and SCHX is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.2

Performance

WPM vs. SCHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wheaton Precious Metals Corp. (WPM) and Schwab U.S. Large-Cap ETF (SCHX). The values are adjusted to include any dividend payments, if applicable.

400.00%500.00%600.00%700.00%800.00%900.00%NovemberDecember2025FebruaryMarchApril
609.28%
779.62%
WPM
SCHX

Key characteristics

Sharpe Ratio

WPM:

1.83

SCHX:

0.60

Sortino Ratio

WPM:

2.34

SCHX:

0.95

Omega Ratio

WPM:

1.31

SCHX:

1.14

Calmar Ratio

WPM:

3.10

SCHX:

0.61

Martin Ratio

WPM:

7.81

SCHX:

2.49

Ulcer Index

WPM:

7.32%

SCHX:

4.67%

Daily Std Dev

WPM:

31.21%

SCHX:

19.48%

Max Drawdown

WPM:

-86.74%

SCHX:

-34.33%

Current Drawdown

WPM:

-4.10%

SCHX:

-10.11%

Returns By Period

In the year-to-date period, WPM achieves a 45.49% return, which is significantly higher than SCHX's -5.85% return. Over the past 10 years, WPM has outperformed SCHX with an annualized return of 16.46%, while SCHX has yielded a comparatively lower 13.37% annualized return.


WPM

YTD

45.49%

1M

8.72%

6M

24.04%

1Y

53.46%

5Y*

17.06%

10Y*

16.46%

SCHX

YTD

-5.85%

1M

-3.29%

6M

-4.17%

1Y

12.07%

5Y*

16.90%

10Y*

13.37%

*Annualized

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Risk-Adjusted Performance

WPM vs. SCHX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WPM
The Risk-Adjusted Performance Rank of WPM is 9292
Overall Rank
The Sharpe Ratio Rank of WPM is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of WPM is 9090
Sortino Ratio Rank
The Omega Ratio Rank of WPM is 8888
Omega Ratio Rank
The Calmar Ratio Rank of WPM is 9797
Calmar Ratio Rank
The Martin Ratio Rank of WPM is 9393
Martin Ratio Rank

SCHX
The Risk-Adjusted Performance Rank of SCHX is 6565
Overall Rank
The Sharpe Ratio Rank of SCHX is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHX is 6262
Sortino Ratio Rank
The Omega Ratio Rank of SCHX is 6565
Omega Ratio Rank
The Calmar Ratio Rank of SCHX is 6868
Calmar Ratio Rank
The Martin Ratio Rank of SCHX is 6666
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

WPM vs. SCHX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Wheaton Precious Metals Corp. (WPM) and Schwab U.S. Large-Cap ETF (SCHX). 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.


The chart of Sharpe ratio for WPM, currently valued at 1.83, compared to the broader market-2.00-1.000.001.002.003.00
WPM: 1.83
SCHX: 0.60
The chart of Sortino ratio for WPM, currently valued at 2.34, compared to the broader market-6.00-4.00-2.000.002.004.00
WPM: 2.34
SCHX: 0.95
The chart of Omega ratio for WPM, currently valued at 1.31, compared to the broader market0.501.001.502.00
WPM: 1.31
SCHX: 1.14
The chart of Calmar ratio for WPM, currently valued at 3.10, compared to the broader market0.001.002.003.004.005.00
WPM: 3.10
SCHX: 0.61
The chart of Martin ratio for WPM, currently valued at 7.81, compared to the broader market-5.000.005.0010.0015.0020.00
WPM: 7.81
SCHX: 2.49

The current WPM Sharpe Ratio is 1.83, which is higher than the SCHX Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of WPM and SCHX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.83
0.60
WPM
SCHX

Dividends

WPM vs. SCHX - Dividend Comparison

WPM's dividend yield for the trailing twelve months is around 0.77%, less than SCHX's 1.30% yield.


TTM20242023202220212020201920182017201620152014
WPM
Wheaton Precious Metals Corp.
0.77%1.10%1.22%1.54%1.33%1.01%1.21%1.84%1.49%1.09%1.61%1.28%
SCHX
Schwab U.S. Large-Cap ETF
1.30%1.22%1.39%1.64%1.21%1.64%1.82%2.17%1.70%1.93%2.04%1.76%

Drawdowns

WPM vs. SCHX - Drawdown Comparison

The maximum WPM drawdown since its inception was -86.74%, which is greater than SCHX's maximum drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for WPM and SCHX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-4.10%
-10.11%
WPM
SCHX

Volatility

WPM vs. SCHX - Volatility Comparison

Wheaton Precious Metals Corp. (WPM) and Schwab U.S. Large-Cap ETF (SCHX) have volatilities of 14.60% and 14.09%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.60%
14.09%
WPM
SCHX