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

Correlation

The correlation between NNN and SCHD is 0.38, 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

NNN vs. SCHD - Performance Comparison

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

200.00%250.00%300.00%350.00%400.00%NovemberDecember2025FebruaryMarchApril
196.05%
369.64%
NNN
SCHD

Key characteristics

Sharpe Ratio

NNN:

0.26

SCHD:

0.18

Sortino Ratio

NNN:

0.51

SCHD:

0.35

Omega Ratio

NNN:

1.06

SCHD:

1.05

Calmar Ratio

NNN:

0.24

SCHD:

0.18

Martin Ratio

NNN:

0.51

SCHD:

0.64

Ulcer Index

NNN:

10.38%

SCHD:

4.44%

Daily Std Dev

NNN:

20.09%

SCHD:

15.99%

Max Drawdown

NNN:

-56.17%

SCHD:

-33.37%

Current Drawdown

NNN:

-14.94%

SCHD:

-11.47%

Returns By Period

In the year-to-date period, NNN achieves a 1.48% return, which is significantly higher than SCHD's -5.19% return. Over the past 10 years, NNN has underperformed SCHD with an annualized return of 4.99%, while SCHD has yielded a comparatively higher 10.28% annualized return.


NNN

YTD

1.48%

1M

-2.65%

6M

-9.86%

1Y

5.09%

5Y*

12.59%

10Y*

4.99%

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

NNN vs. SCHD — Risk-Adjusted Performance Rank

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

NNN
The Risk-Adjusted Performance Rank of NNN is 5858
Overall Rank
The Sharpe Ratio Rank of NNN is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of NNN is 5252
Sortino Ratio Rank
The Omega Ratio Rank of NNN is 5151
Omega Ratio Rank
The Calmar Ratio Rank of NNN is 6464
Calmar Ratio Rank
The Martin Ratio Rank of NNN is 5959
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.

NNN vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for National Retail Properties, Inc. (NNN) 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 NNN, currently valued at 0.26, compared to the broader market-2.00-1.000.001.002.003.00
NNN: 0.26
SCHD: 0.18
The chart of Sortino ratio for NNN, currently valued at 0.51, compared to the broader market-6.00-4.00-2.000.002.004.00
NNN: 0.51
SCHD: 0.35
The chart of Omega ratio for NNN, currently valued at 1.06, compared to the broader market0.501.001.502.00
NNN: 1.06
SCHD: 1.05
The chart of Calmar ratio for NNN, currently valued at 0.24, compared to the broader market0.001.002.003.004.005.00
NNN: 0.24
SCHD: 0.18
The chart of Martin ratio for NNN, currently valued at 0.51, compared to the broader market-5.000.005.0010.0015.0020.00
NNN: 0.51
SCHD: 0.64

The current NNN Sharpe Ratio is 0.26, which is higher than the SCHD Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of NNN 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 Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.26
0.18
NNN
SCHD

Dividends

NNN vs. SCHD - Dividend Comparison

NNN's dividend yield for the trailing twelve months is around 5.64%, more than SCHD's 4.05% yield.


TTM20242023202220212020201920182017201620152014
NNN
National Retail Properties, Inc.
5.64%5.61%5.17%4.72%4.37%5.06%3.79%4.02%4.31%4.03%4.27%4.19%
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

NNN vs. SCHD - Drawdown Comparison

The maximum NNN drawdown since its inception was -56.17%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for NNN and SCHD. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-14.94%
-11.47%
NNN
SCHD

Volatility

NNN vs. SCHD - Volatility Comparison

The current volatility for National Retail Properties, Inc. (NNN) is 9.05%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 11.20%. This indicates that NNN 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
9.05%
11.20%
NNN
SCHD