Correlation
The correlation between XRX and SCHD is 0.56, 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.
XRX vs. SCHD
Compare and contrast key facts about Xerox Holdings Corporation (XRX) 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: XRX or SCHD.
Performance
XRX vs. SCHD - Performance Comparison
Loading data...
Key characteristics
XRX:
-1.09
SCHD:
0.29
XRX:
-1.84
SCHD:
0.40
XRX:
0.77
SCHD:
1.05
XRX:
-0.65
SCHD:
0.21
XRX:
-1.54
SCHD:
0.63
XRX:
39.93%
SCHD:
5.25%
XRX:
56.65%
SCHD:
16.48%
XRX:
-94.92%
SCHD:
-33.37%
XRX:
-93.24%
SCHD:
-9.40%
Returns By Period
In the year-to-date period, XRX achieves a -41.09% return, which is significantly lower than SCHD's -2.98% return. Over the past 10 years, XRX has underperformed SCHD with an annualized return of -11.27%, while SCHD has yielded a comparatively higher 10.60% annualized return.
XRX
-41.09%
13.47%
-43.73%
-61.46%
-31.04%
-16.82%
-11.27%
SCHD
-2.98%
2.34%
-9.15%
4.79%
3.60%
12.33%
10.60%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
XRX vs. SCHD — Risk-Adjusted Performance Rank
XRX
SCHD
XRX vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xerox Holdings Corporation (XRX) 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.
Loading data...
Dividends
XRX vs. SCHD - Dividend Comparison
XRX's dividend yield for the trailing twelve months is around 18.06%, more than SCHD's 3.96% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XRX Xerox Holdings Corporation | 18.06% | 11.86% | 5.46% | 6.85% | 4.42% | 4.31% | 2.71% | 5.06% | 13.65% | 3.55% | 2.63% | 1.80% |
SCHD Schwab US Dividend Equity ETF | 3.96% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% |
Drawdowns
XRX vs. SCHD - Drawdown Comparison
The maximum XRX drawdown since its inception was -94.92%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for XRX and SCHD.
Loading data...
Volatility
XRX vs. SCHD - Volatility Comparison
Xerox Holdings Corporation (XRX) has a higher volatility of 24.16% compared to Schwab US Dividend Equity ETF (SCHD) at 4.81%. This indicates that XRX'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.
Loading data...