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

Correlation

The correlation between NDSN and SCHD is 0.67, 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.


-0.50.00.51.00.7

Performance

NDSN vs. SCHD - Performance Comparison

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

-15.00%-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-9.18%
6.25%
NDSN
SCHD

Key characteristics

Sharpe Ratio

NDSN:

-0.52

SCHD:

1.38

Sortino Ratio

NDSN:

-0.57

SCHD:

2.01

Omega Ratio

NDSN:

0.92

SCHD:

1.24

Calmar Ratio

NDSN:

-0.44

SCHD:

1.98

Martin Ratio

NDSN:

-1.03

SCHD:

5.61

Ulcer Index

NDSN:

11.83%

SCHD:

2.81%

Daily Std Dev

NDSN:

23.37%

SCHD:

11.38%

Max Drawdown

NDSN:

-73.62%

SCHD:

-33.37%

Current Drawdown

NDSN:

-21.69%

SCHD:

-4.33%

Returns By Period

In the year-to-date period, NDSN achieves a 3.80% return, which is significantly higher than SCHD's 2.45% return. Over the past 10 years, NDSN has outperformed SCHD with an annualized return of 12.77%, while SCHD has yielded a comparatively lower 11.31% annualized return.


NDSN

YTD

3.80%

1M

3.56%

6M

-9.44%

1Y

-13.60%

5Y*

5.98%

10Y*

12.77%

SCHD

YTD

2.45%

1M

2.57%

6M

5.34%

1Y

13.71%

5Y*

11.12%

10Y*

11.31%

*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

NDSN vs. SCHD — Risk-Adjusted Performance Rank

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

NDSN
The Risk-Adjusted Performance Rank of NDSN is 1919
Overall Rank
The Sharpe Ratio Rank of NDSN is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of NDSN is 1818
Sortino Ratio Rank
The Omega Ratio Rank of NDSN is 1818
Omega Ratio Rank
The Calmar Ratio Rank of NDSN is 1919
Calmar Ratio Rank
The Martin Ratio Rank of NDSN is 2222
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 5454
Overall Rank
The Sharpe Ratio Rank of SCHD is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 5555
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 5151
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 6161
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 5050
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.

NDSN vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nordson Corporation (NDSN) 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 NDSN, currently valued at -0.52, compared to the broader market-2.000.002.004.00-0.521.38
The chart of Sortino ratio for NDSN, currently valued at -0.57, compared to the broader market-4.00-2.000.002.004.006.00-0.572.01
The chart of Omega ratio for NDSN, currently valued at 0.92, compared to the broader market0.501.001.502.000.921.24
The chart of Calmar ratio for NDSN, currently valued at -0.44, compared to the broader market0.002.004.006.00-0.441.98
The chart of Martin ratio for NDSN, currently valued at -1.03, compared to the broader market-10.000.0010.0020.0030.00-1.035.61
NDSN
SCHD

The current NDSN Sharpe Ratio is -0.52, which is lower than the SCHD Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of NDSN 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 Ratio-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
-0.52
1.38
NDSN
SCHD

Dividends

NDSN vs. SCHD - Dividend Comparison

NDSN's dividend yield for the trailing twelve months is around 1.35%, less than SCHD's 3.55% yield.


TTM20242023202220212020201920182017201620152014
NDSN
Nordson Corporation
1.35%1.02%1.01%0.98%0.71%0.77%0.90%1.09%0.78%0.91%1.43%1.03%
SCHD
Schwab US Dividend Equity ETF
3.55%3.64%3.49%3.39%2.78%3.16%2.98%3.07%2.63%2.89%2.97%2.62%

Drawdowns

NDSN vs. SCHD - Drawdown Comparison

The maximum NDSN drawdown since its inception was -73.62%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for NDSN and SCHD. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-21.69%
-4.33%
NDSN
SCHD

Volatility

NDSN vs. SCHD - Volatility Comparison

Nordson Corporation (NDSN) has a higher volatility of 7.63% compared to Schwab US Dividend Equity ETF (SCHD) at 4.15%. This indicates that NDSN'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%AugustSeptemberOctoberNovemberDecember2025
7.63%
4.15%
NDSN
SCHD
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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.

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