NICE vs. SCHG
NICE (NICE Ltd.) is a stock, while SCHG (Schwab U.S. Large-Cap Growth ETF) is Large Cap Growth Equities fund tracking the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. Over the past 10 years, NICE returned 3.84%/yr vs 18.63%/yr for SCHG. A 0.53 correlation means they provide meaningful diversification when combined.
Performance
NICE vs. SCHG - Performance Comparison
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Returns By Period
In the year-to-date period, NICE achieves a -22.67% return, which is significantly lower than SCHG's 1.23% return. Over the past 10 years, NICE has underperformed SCHG with an annualized return of 3.84%, while SCHG has yielded a comparatively higher 18.63% annualized return.
NICE
- 1D
- 0.39%
- 1M
- -7.46%
- YTD
- -22.67%
- 6M
- -22.77%
- 1Y
- -47.09%
- 3Y*
- -25.22%
- 5Y*
- -18.53%
- 10Y*
- 3.84%
SCHG
- 1D
- -0.12%
- 1M
- -4.04%
- YTD
- 1.23%
- 6M
- -0.27%
- 1Y
- 16.03%
- 3Y*
- 22.08%
- 5Y*
- 13.26%
- 10Y*
- 18.63%
NICE vs. SCHG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NICE NICE Ltd. | -22.67% | -33.44% | -14.87% | 3.75% | -36.66% | 7.07% | 82.75% | 43.38% | 17.73% | 33.92% |
SCHG Schwab U.S. Large-Cap Growth ETF | 1.23% | 17.50% | 34.95% | 50.10% | -31.80% | 28.11% | 39.14% | 36.02% | -1.36% | 28.05% |
Correlation
The correlation between NICE and SCHG is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Dec 11, 2009 | 0.53 |
Over the past year, the correlation between NICE and SCHG has dropped to 0.23 - well below their long-term average of 0.53, suggesting their price drivers have been diverging.
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Return for Risk
NICE vs. SCHG — Risk / Return Rank
NICE
SCHG
NICE vs. SCHG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NICE Ltd. (NICE) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| NICE | SCHG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.92 | ||
| Sortino ratioReturn per unit of downside risk | -2.66 | ||
| Omega ratioGain probability vs. loss probability | 0.82 | 1.18 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | -0.91 | 0.98 | -1.90 |
| Martin ratioReturn relative to average drawdown | -1.49 | 3.19 | -4.68 |
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Drawdowns
NICE vs. SCHG - Drawdown Comparison
The maximum NICE drawdown since its inception was -93.23%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for NICE and SCHG.
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Drawdown Indicators
| NICE | SCHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.23% | -34.59% | -58.64% |
Max Drawdown (1Y)Largest decline over 1 year | -51.65% | -16.41% | -35.24% |
Max Drawdown (3Y)Largest decline over 3 years | -68.21% | -23.39% | -44.82% |
Max Drawdown (5Y)Largest decline over 5 years | -73.60% | -34.59% | -39.01% |
Max Drawdown (10Y)Largest decline over 10 years | -73.60% | -34.59% | -39.01% |
Current DrawdownCurrent decline from peak | -72.25% | -6.57% | -65.68% |
Average DrawdownAverage peak-to-trough decline | -35.22% | -5.20% | -30.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 31.72% | 5.03% | +26.69% |
Volatility
NICE vs. SCHG - Volatility Comparison
NICE Ltd. (NICE) has a higher volatility of 11.94% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 5.90%. This indicates that NICE'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
| NICE | SCHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.94% | 5.90% | +6.04% |
Volatility (6M)Calculated over the trailing 6-month period | 42.05% | 12.46% | +29.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 50.98% | 16.21% | +34.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.81% | 22.38% | +17.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.24% | 21.58% | +11.66% |
Dividends
NICE vs. SCHG - Dividend Comparison
NICE has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.38%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NICE NICE Ltd. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.14% | 0.76% | 0.91% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.38% | 0.36% | 0.39% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% |
Frequently Asked Questions
NICE and SCHG have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NICE has higher volatility (11.94%) compared to SCHG (5.90%). In terms of maximum drawdown, NICE dropped -93.23% vs SCHG's -34.59%.
SCHG currently has the higher Sharpe Ratio (1.00 vs -0.93), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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