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HTGC vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HTGC and SCHD is 0.45, 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.


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Performance

HTGC vs. SCHD - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
-1.10%
8.84%
HTGC
SCHD

Key characteristics

Sharpe Ratio

HTGC:

1.48

SCHD:

0.94

Sortino Ratio

HTGC:

1.82

SCHD:

1.41

Omega Ratio

HTGC:

1.31

SCHD:

1.17

Calmar Ratio

HTGC:

1.78

SCHD:

1.33

Martin Ratio

HTGC:

5.34

SCHD:

4.19

Ulcer Index

HTGC:

6.08%

SCHD:

2.53%

Daily Std Dev

HTGC:

21.97%

SCHD:

11.26%

Max Drawdown

HTGC:

-68.29%

SCHD:

-33.37%

Current Drawdown

HTGC:

-1.90%

SCHD:

-6.83%

Returns By Period

In the year-to-date period, HTGC achieves a 1.44% return, which is significantly higher than SCHD's -0.22% return. Over the past 10 years, HTGC has outperformed SCHD with an annualized return of 14.38%, while SCHD has yielded a comparatively lower 11.19% annualized return.


HTGC

YTD

1.44%

1M

7.09%

6M

0.37%

1Y

32.97%

5Y*

20.03%

10Y*

14.38%

SCHD

YTD

-0.22%

1M

-5.71%

6M

7.91%

1Y

11.30%

5Y*

11.11%

10Y*

11.19%

*Annualized

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Hercules Capital, Inc.

Schwab US Dividend Equity ETF

Risk-Adjusted Performance

HTGC vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hercules Capital, Inc. (HTGC) 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.


The chart of Sharpe ratio for HTGC, currently valued at 1.42, compared to the broader market-4.00-2.000.002.001.421.07
The chart of Sortino ratio for HTGC, currently valued at 1.76, compared to the broader market-4.00-2.000.002.004.001.761.59
The chart of Omega ratio for HTGC, currently valued at 1.29, compared to the broader market0.501.001.502.001.291.19
The chart of Calmar ratio for HTGC, currently valued at 1.71, compared to the broader market0.002.004.006.001.711.51
The chart of Martin ratio for HTGC, currently valued at 5.14, compared to the broader market0.005.0010.0015.0020.0025.005.144.70
HTGC
SCHD

The current HTGC Sharpe Ratio is 1.48, which is higher than the SCHD Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of HTGC and SCHD, 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 Ratio0.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
1.42
1.07
HTGC
SCHD

Dividends

HTGC vs. SCHD - Dividend Comparison

HTGC's dividend yield for the trailing twelve months is around 7.85%, more than SCHD's 3.65% yield.


TTM20242023202220212020201920182017201620152014
HTGC
Hercules Capital, Inc.
7.95%7.96%11.40%14.90%9.34%9.57%9.49%11.40%9.45%8.79%10.17%8.33%
SCHD
Schwab US Dividend Equity ETF
3.63%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

HTGC vs. SCHD - Drawdown Comparison

The maximum HTGC drawdown since its inception was -68.29%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for HTGC and SCHD. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-3.15%
-6.21%
HTGC
SCHD

Volatility

HTGC vs. SCHD - Volatility Comparison

Hercules Capital, Inc. (HTGC) has a higher volatility of 5.50% compared to Schwab US Dividend Equity ETF (SCHD) at 3.62%. This indicates that HTGC'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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%AugustSeptemberOctoberNovemberDecember2025
5.50%
3.62%
HTGC
SCHD

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