PortfoliosLab logo
NHC vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NHC and SCHD is 0.43, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

NHC vs. SCHD - Performance Comparison

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

300.00%350.00%400.00%450.00%NovemberDecember2025FebruaryMarchApril
284.80%
369.64%
NHC
SCHD

Key characteristics

Sharpe Ratio

NHC:

0.21

SCHD:

0.18

Sortino Ratio

NHC:

0.49

SCHD:

0.35

Omega Ratio

NHC:

1.06

SCHD:

1.05

Calmar Ratio

NHC:

0.18

SCHD:

0.18

Martin Ratio

NHC:

0.35

SCHD:

0.64

Ulcer Index

NHC:

17.67%

SCHD:

4.44%

Daily Std Dev

NHC:

29.54%

SCHD:

15.99%

Max Drawdown

NHC:

-94.71%

SCHD:

-33.37%

Current Drawdown

NHC:

-29.84%

SCHD:

-11.47%

Returns By Period

In the year-to-date period, NHC achieves a -11.49% return, which is significantly lower than SCHD's -5.19% return. Over the past 10 years, NHC has underperformed SCHD with an annualized return of 7.07%, while SCHD has yielded a comparatively higher 10.28% annualized return.


NHC

YTD

-11.49%

1M

3.46%

6M

-19.34%

1Y

6.60%

5Y*

9.15%

10Y*

7.07%

SCHD

YTD

-5.19%

1M

-7.66%

6M

-7.13%

1Y

3.11%

5Y*

13.15%

10Y*

10.28%

*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

NHC vs. SCHD — Risk-Adjusted Performance Rank

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

NHC
The Risk-Adjusted Performance Rank of NHC is 5656
Overall Rank
The Sharpe Ratio Rank of NHC is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of NHC is 5252
Sortino Ratio Rank
The Omega Ratio Rank of NHC is 5151
Omega Ratio Rank
The Calmar Ratio Rank of NHC is 6161
Calmar Ratio Rank
The Martin Ratio Rank of NHC is 5757
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 3131
Overall Rank
The Sharpe Ratio Rank of SCHD is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 3030
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 2929
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 3434
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 3232
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.

NHC vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for National HealthCare Corporation (NHC) 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 NHC, currently valued at 0.21, compared to the broader market-2.00-1.000.001.002.003.00
NHC: 0.21
SCHD: 0.18
The chart of Sortino ratio for NHC, currently valued at 0.49, compared to the broader market-6.00-4.00-2.000.002.004.00
NHC: 0.49
SCHD: 0.35
The chart of Omega ratio for NHC, currently valued at 1.06, compared to the broader market0.501.001.502.00
NHC: 1.06
SCHD: 1.05
The chart of Calmar ratio for NHC, currently valued at 0.18, compared to the broader market0.001.002.003.004.005.00
NHC: 0.18
SCHD: 0.18
The chart of Martin ratio for NHC, currently valued at 0.35, compared to the broader market-5.000.005.0010.0015.0020.00
NHC: 0.35
SCHD: 0.64

The current NHC Sharpe Ratio is 0.21, which is comparable to the SCHD Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of NHC 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.21
0.18
NHC
SCHD

Dividends

NHC vs. SCHD - Dividend Comparison

NHC's dividend yield for the trailing twelve months is around 2.58%, less than SCHD's 4.05% yield.


TTM20242023202220212020201920182017201620152014
NHC
National HealthCare Corporation
2.58%2.25%2.53%3.80%3.11%3.13%2.38%2.52%3.10%2.31%3.14%2.13%
SCHD
Schwab US Dividend Equity ETF
4.05%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

NHC vs. SCHD - Drawdown Comparison

The maximum NHC drawdown since its inception was -94.71%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for NHC and SCHD. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-29.84%
-11.47%
NHC
SCHD

Volatility

NHC vs. SCHD - Volatility Comparison

The current volatility for National HealthCare Corporation (NHC) is 7.51%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 11.20%. This indicates that NHC 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.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
7.51%
11.20%
NHC
SCHD