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 4.69%/yr vs 18.34%/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 -11.40% return, which is significantly lower than SCHG's 5.02% return. Over the past 10 years, NICE has underperformed SCHG with an annualized return of 4.69%, while SCHG has yielded a comparatively higher 18.34% annualized return.
NICE
- 1D
- -0.77%
- 1M
- 20.44%
- 6M
- -10.73%
- YTD
- -11.40%
- 1Y
- -35.08%
- 3Y*
- -22.72%
- 5Y*
- -17.07%
- 10Y*
- 4.69%
SCHG
- 1D
- -1.30%
- 1M
- 2.26%
- 6M
- 5.86%
- YTD
- 5.02%
- 1Y
- 15.45%
- 3Y*
- 21.11%
- 5Y*
- 13.54%
- 10Y*
- 18.34%
NICE vs. SCHG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NICE NICE Ltd. | -11.40% | -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 | 5.02% | 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 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
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 0.21 - 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 | -1.64 | ||
| Sortino ratioReturn per unit of downside risk | -2.11 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.17 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | -0.69 | 0.95 | -1.63 |
| Martin ratioReturn relative to average drawdown | -1.07 | 3.03 | -4.09 |
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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 | -51.19% | -16.41% | -34.78% |
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 | -68.21% | -3.07% | -65.14% |
Average DrawdownAverage peak-to-trough decline | -35.29% | -5.19% | -30.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 32.95% | 5.12% | +27.83% |
Volatility
NICE vs. SCHG - Volatility Comparison
NICE Ltd. (NICE) has a higher volatility of 10.49% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 4.74%. 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 | 10.49% | 4.74% | +5.75% |
Volatility (6M)Calculated over the trailing 6-month period | 42.71% | 12.82% | +29.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 51.14% | 16.40% | +34.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.96% | 22.41% | +17.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.29% | 21.57% | +11.72% |
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 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NICE has higher volatility (10.49%) compared to SCHG (4.74%). In terms of maximum drawdown, NICE dropped -93.23% vs SCHG's -34.59%.
SCHG currently has the higher Sharpe Ratio (0.95 vs -0.69), 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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