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

Correlation

The correlation between NI and SCHD is 0.37, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

NI vs. SCHD - Performance Comparison

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

300.00%400.00%500.00%600.00%700.00%NovemberDecember2025FebruaryMarchApril
613.69%
369.64%
NI
SCHD

Key characteristics

Sharpe Ratio

NI:

2.48

SCHD:

0.18

Sortino Ratio

NI:

3.01

SCHD:

0.35

Omega Ratio

NI:

1.45

SCHD:

1.05

Calmar Ratio

NI:

4.60

SCHD:

0.18

Martin Ratio

NI:

15.22

SCHD:

0.64

Ulcer Index

NI:

3.02%

SCHD:

4.44%

Daily Std Dev

NI:

18.57%

SCHD:

15.99%

Max Drawdown

NI:

-65.58%

SCHD:

-33.37%

Current Drawdown

NI:

-4.32%

SCHD:

-11.47%

Returns By Period

In the year-to-date period, NI achieves a 8.13% return, which is significantly higher than SCHD's -5.19% return. Over the past 10 years, NI has outperformed SCHD with an annualized return of 12.04%, while SCHD has yielded a comparatively lower 10.28% annualized return.


NI

YTD

8.13%

1M

-1.33%

6M

15.02%

1Y

45.12%

5Y*

12.57%

10Y*

12.04%

SCHD

YTD

-5.19%

1M

-7.66%

6M

-7.13%

1Y

3.11%

5Y*

13.15%

10Y*

10.28%

*Annualized

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Risk-Adjusted Performance

NI vs. SCHD — Risk-Adjusted Performance Rank

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

NI
The Risk-Adjusted Performance Rank of NI is 9797
Overall Rank
The Sharpe Ratio Rank of NI is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of NI is 9595
Sortino Ratio Rank
The Omega Ratio Rank of NI is 9595
Omega Ratio Rank
The Calmar Ratio Rank of NI is 9999
Calmar Ratio Rank
The Martin Ratio Rank of NI is 9898
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.

NI vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NiSource Inc. (NI) 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 NI, currently valued at 2.48, compared to the broader market-2.00-1.000.001.002.003.00
NI: 2.48
SCHD: 0.18
The chart of Sortino ratio for NI, currently valued at 3.01, compared to the broader market-6.00-4.00-2.000.002.004.00
NI: 3.01
SCHD: 0.35
The chart of Omega ratio for NI, currently valued at 1.45, compared to the broader market0.501.001.502.00
NI: 1.45
SCHD: 1.05
The chart of Calmar ratio for NI, currently valued at 4.60, compared to the broader market0.001.002.003.004.005.00
NI: 4.60
SCHD: 0.18
The chart of Martin ratio for NI, currently valued at 15.22, compared to the broader market-5.000.005.0010.0015.0020.00
NI: 15.22
SCHD: 0.64

The current NI Sharpe Ratio is 2.48, which is higher than the SCHD Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of NI 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
2.48
0.18
NI
SCHD

Dividends

NI vs. SCHD - Dividend Comparison

NI's dividend yield for the trailing twelve months is around 2.72%, less than SCHD's 4.05% yield.


TTM20242023202220212020201920182017201620152014
NI
NiSource Inc.
2.72%2.88%3.77%3.43%3.19%3.66%2.87%3.08%2.73%2.89%2.64%2.40%
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

NI vs. SCHD - Drawdown Comparison

The maximum NI drawdown since its inception was -65.58%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for NI and SCHD. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-4.32%
-11.47%
NI
SCHD

Volatility

NI vs. SCHD - Volatility Comparison

The current volatility for NiSource Inc. (NI) is 9.30%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 11.20%. This indicates that NI 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
9.30%
11.20%
NI
SCHD