PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ZZZ.TO vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ZZZ.TO and SCHD is 0.35, 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.


-0.50.00.51.00.4

Performance

ZZZ.TO vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sleep Country Canada Holdings Inc. (ZZZ.TO) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

0.00%2.00%4.00%6.00%8.00%SeptemberOctoberNovemberDecember2025February
1.48%
5.07%
ZZZ.TO
SCHD

Key characteristics

Returns By Period


ZZZ.TO

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

SCHD

YTD

3.66%

1M

0.35%

6M

5.08%

1Y

14.02%

5Y*

11.76%

10Y*

11.25%

*Annualized

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

ZZZ.TO vs. SCHD — Risk-Adjusted Performance Rank

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

ZZZ.TO
The Risk-Adjusted Performance Rank of ZZZ.TO is 8787
Overall Rank
The Sharpe Ratio Rank of ZZZ.TO is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of ZZZ.TO is 9595
Sortino Ratio Rank
The Omega Ratio Rank of ZZZ.TO is 9292
Omega Ratio Rank
The Calmar Ratio Rank of ZZZ.TO is 8080
Calmar Ratio Rank
The Martin Ratio Rank of ZZZ.TO is 8484
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 5252
Overall Rank
The Sharpe Ratio Rank of SCHD is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 5353
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 4949
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 6161
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 4747
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.

ZZZ.TO vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sleep Country Canada Holdings Inc. (ZZZ.TO) 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.


Sharpe ratio
The chart of Sharpe ratio for ZZZ.TO, currently valued at 0.86, compared to the broader market-2.000.002.000.861.17
The chart of Sortino ratio for ZZZ.TO, currently valued at 2.71, compared to the broader market-4.00-2.000.002.004.006.002.711.73
The chart of Omega ratio for ZZZ.TO, currently valued at 1.42, compared to the broader market0.501.001.502.001.421.21
The chart of Calmar ratio for ZZZ.TO, currently valued at 0.70, compared to the broader market0.002.004.006.000.701.67
The chart of Martin ratio for ZZZ.TO, currently valued at 3.67, compared to the broader market-10.000.0010.0020.0030.003.674.24
ZZZ.TO
SCHD


Rolling 12-month Sharpe Ratio1.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
0.86
1.17
ZZZ.TO
SCHD

Dividends

ZZZ.TO vs. SCHD - Dividend Comparison

ZZZ.TO has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 3.51%.


TTM20242023202220212020201920182017201620152014
ZZZ.TO
Sleep Country Canada Holdings Inc.
1.35%2.03%3.62%3.66%2.08%1.47%3.81%3.61%1.93%1.95%0.75%0.00%
SCHD
Schwab US Dividend Equity ETF
3.51%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

ZZZ.TO vs. SCHD - Drawdown Comparison


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-12.09%
-3.20%
ZZZ.TO
SCHD

Volatility

ZZZ.TO vs. SCHD - Volatility Comparison

The current volatility for Sleep Country Canada Holdings Inc. (ZZZ.TO) is 0.00%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 3.27%. This indicates that ZZZ.TO 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.


0.00%1.00%2.00%3.00%4.00%SeptemberOctoberNovemberDecember2025February0
3.27%
ZZZ.TO
SCHD
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab