NICE vs. SCHG
Compare and contrast key facts about NICE Ltd. (NICE) and Schwab U.S. Large-Cap Growth ETF (SCHG).
SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Total Return Index. It was launched on Dec 11, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NICE or SCHG.
Key characteristics
| NICE | SCHG | |
|---|---|---|
| YTD Return | -3.73% | 34.56% |
| 1Y Return | 12.94% | 44.80% |
| 3Y Return (Ann) | -14.98% | 11.31% |
| 5Y Return (Ann) | 3.85% | 21.01% |
| 10Y Return (Ann) | 15.57% | 16.83% |
| Sharpe Ratio | 0.44 | 2.80 |
| Sortino Ratio | 0.85 | 3.58 |
| Omega Ratio | 1.12 | 1.51 |
| Calmar Ratio | 0.30 | 3.87 |
| Martin Ratio | 0.64 | 15.40 |
| Ulcer Index | 24.10% | 3.10% |
| Daily Std Dev | 34.88% | 16.96% |
| Max Drawdown | -93.23% | -34.59% |
| Current Drawdown | -39.03% | 0.00% |
Correlation
The correlation between NICE and SCHG is 0.56, 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.
Performance
NICE vs. SCHG - Performance Comparison
In the year-to-date period, NICE achieves a -3.73% return, which is significantly lower than SCHG's 34.56% return. Over the past 10 years, NICE has underperformed SCHG with an annualized return of 15.57%, while SCHG has yielded a comparatively higher 16.83% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
NICE vs. SCHG - Risk-Adjusted Performance 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.
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 0.40%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NICE NICE Ltd. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.17% | 0.93% | 1.12% | 1.26% | 1.17% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.40% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% | 1.07% |
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. For additional features, visit the drawdowns tool.
Volatility
NICE vs. SCHG - Volatility Comparison
NICE Ltd. (NICE) has a higher volatility of 8.92% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 5.35%. 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.