PortfoliosLab logo
NRAC vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NRAC and SCHD is -0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

NRAC vs. SCHD - Performance Comparison

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

Loading data...

Key characteristics

Returns By Period


NRAC

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

SCHD

YTD

-3.35%

1M

1.79%

6M

-9.75%

1Y

3.76%

3Y*

3.71%

5Y*

12.22%

10Y*

10.58%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Schwab US Dividend Equity ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

NRAC vs. SCHD — Risk-Adjusted Performance Rank

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

NRAC
The Risk-Adjusted Performance Rank of NRAC is 9494
Overall Rank
The Sharpe Ratio Rank of NRAC is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of NRAC is 9090
Sortino Ratio Rank
The Omega Ratio Rank of NRAC is 9898
Omega Ratio Rank
The Calmar Ratio Rank of NRAC is 9898
Calmar Ratio Rank
The Martin Ratio Rank of NRAC is 9595
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 3232
Overall Rank
The Sharpe Ratio Rank of SCHD is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 3030
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 3030
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 3636
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.

NRAC vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Noble Rock Acquisition Corporation (NRAC) 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.



Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

NRAC vs. SCHD - Dividend Comparison

NRAC has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 3.97%.


TTM20242023202220212020201920182017201620152014
NRAC
Noble Rock Acquisition Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
3.97%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

NRAC vs. SCHD - Drawdown Comparison


Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

NRAC vs. SCHD - Volatility Comparison


Loading data...