KNG vs SCHD: returns, Sharpe ratio and drawdown

Over the past year, SCHD returned +38.81% against +16.24% for KNG. Over five years, SCHD averaged +10.59% a year, compared with +6.05% for KNG. SCHD had the higher Sharpe ratio over the past year (2.56 vs 1.01), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -6.88% for SCHD and -8.61% for KNG. Dividends over the past year came to 8.16% of KNG's price, against 2.95% for SCHD.