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NBR vs. SCHG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NBR vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nabors Industries Ltd. (NBR) and Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

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NBR vs. SCHG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NBR
Nabors Industries Ltd.
58.49%-5.02%-29.96%-47.29%90.99%39.26%-58.62%46.33%-69.27%-57.05%
SCHG
Schwab U.S. Large-Cap Growth ETF
-10.59%17.50%34.95%50.10%-31.80%28.11%39.14%36.02%-1.36%28.05%

Returns By Period

In the year-to-date period, NBR achieves a 58.49% return, which is significantly higher than SCHG's -10.59% return. Over the past 10 years, NBR has underperformed SCHG with an annualized return of -14.04%, while SCHG has yielded a comparatively higher 16.83% annualized return.


NBR

1D
-1.57%
1M
10.16%
YTD
58.49%
6M
110.57%
1Y
106.33%
3Y*
-10.96%
5Y*
-2.72%
10Y*
-14.04%

SCHG

1D
3.67%
1M
-5.12%
YTD
-10.59%
6M
-8.51%
1Y
16.81%
3Y*
21.91%
5Y*
12.55%
10Y*
16.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

NBR vs. SCHG — Risk / Return Rank

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

NBR
NBR Risk / Return Rank: 8080
Overall Rank
NBR Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
NBR Sortino Ratio Rank: 7878
Sortino Ratio Rank
NBR Omega Ratio Rank: 7878
Omega Ratio Rank
NBR Calmar Ratio Rank: 8282
Calmar Ratio Rank
NBR Martin Ratio Rank: 7979
Martin Ratio Rank

SCHG
SCHG Risk / Return Rank: 4646
Overall Rank
SCHG Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
SCHG Sortino Ratio Rank: 5050
Sortino Ratio Rank
SCHG Omega Ratio Rank: 4949
Omega Ratio Rank
SCHG Calmar Ratio Rank: 4545
Calmar Ratio Rank
SCHG Martin Ratio Rank: 4141
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NBR vs. SCHG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nabors Industries Ltd. (NBR) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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.


NBRSCHGDifference

Sharpe ratio

Return per unit of total volatility

1.46

0.75

+0.70

Sortino ratio

Return per unit of downside risk

2.00

1.23

+0.77

Omega ratio

Gain probability vs. loss probability

1.27

1.17

+0.10

Calmar ratio

Return relative to maximum drawdown

2.49

1.03

+1.46

Martin ratio

Return relative to average drawdown

5.63

3.54

+2.09

NBR vs. SCHG - Sharpe Ratio Comparison

The current NBR Sharpe Ratio is 1.46, which is higher than the SCHG Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of NBR and SCHG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


NBRSCHGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.46

0.75

+0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

0.57

-0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.17

0.79

-0.96

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.03

0.79

-0.82

Correlation

The correlation between NBR and SCHG is 0.36, 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.


Dividends

NBR vs. SCHG - Dividend Comparison

NBR has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.43%.


TTM20252024202320222021202020192018201720162015
NBR
Nabors Industries Ltd.
0.00%0.00%0.00%0.00%0.00%0.00%0.86%1.39%12.00%3.51%1.46%2.82%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.43%0.36%0.39%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%

Drawdowns

NBR vs. SCHG - Drawdown Comparison

The maximum NBR drawdown since its inception was -99.51%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for NBR and SCHG.


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Drawdown Indicators


NBRSCHGDifference

Max Drawdown

Largest peak-to-trough decline

-99.51%

-34.59%

-64.92%

Max Drawdown (1Y)

Largest decline over 1 year

-42.58%

-16.41%

-26.17%

Max Drawdown (5Y)

Largest decline over 5 years

-87.70%

-34.59%

-53.11%

Max Drawdown (10Y)

Largest decline over 10 years

-98.73%

-34.59%

-64.14%

Current Drawdown

Current decline from peak

-95.85%

-13.34%

-82.51%

Average Drawdown

Average peak-to-trough decline

-52.52%

-5.22%

-47.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.87%

4.78%

+14.09%

Volatility

NBR vs. SCHG - Volatility Comparison

Nabors Industries Ltd. (NBR) has a higher volatility of 11.72% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 6.67%. This indicates that NBR's price experiences larger fluctuations and is considered to be riskier than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NBRSCHGDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.72%

6.67%

+5.05%

Volatility (6M)

Calculated over the trailing 6-month period

40.31%

12.51%

+27.80%

Volatility (1Y)

Calculated over the trailing 1-year period

73.39%

22.43%

+50.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

67.84%

22.32%

+45.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

82.12%

21.51%

+60.61%