NSRGY vs. SCHC
NSRGY (Nestlé S.A.) is a stock, while SCHC (Schwab International Small-Cap Equity ETF) is Foreign Small & Mid Cap Equities fund tracking the FTSE Custom Developed Small Cap ex-US Liquid Net of Tax (Lux). Over the past 10 years, NSRGY returned 6.67%/yr vs 8.48%/yr for SCHC. At a 0.41 correlation, their price movements are largely independent.
Performance
NSRGY vs. SCHC - Performance Comparison
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Returns By Period
In the year-to-date period, NSRGY achieves a 5.66% return, which is significantly lower than SCHC's 9.25% return. Over the past 10 years, NSRGY has underperformed SCHC with an annualized return of 6.67%, while SCHC has yielded a comparatively higher 8.48% annualized return.
NSRGY
- 1D
- -0.20%
- 1M
- 2.30%
- YTD
- 5.66%
- 6M
- 6.71%
- 1Y
- 1.15%
- 3Y*
- -1.88%
- 5Y*
- -1.61%
- 10Y*
- 6.67%
SCHC
- 1D
- 0.71%
- 1M
- -2.36%
- YTD
- 9.25%
- 6M
- 11.25%
- 1Y
- 25.49%
- 3Y*
- 17.06%
- 5Y*
- 6.10%
- 10Y*
- 8.48%
NSRGY vs. SCHC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NSRGY Nestlé S.A. | 5.66% | 24.80% | -27.05% | 2.88% | -15.94% | 22.32% | 11.63% | 37.26% | -2.74% | 27.45% |
SCHC Schwab International Small-Cap Equity ETF | 9.25% | 37.59% | 1.97% | 14.36% | -21.74% | 12.02% | 10.48% | 23.10% | -18.60% | 29.42% |
Correlation
The correlation between NSRGY and SCHC is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Jan 14, 2010 | 0.41 |
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Return for Risk
NSRGY vs. SCHC — Risk / Return Rank
NSRGY
SCHC
NSRGY vs. SCHC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nestlé S.A. (NSRGY) and Schwab International Small-Cap Equity ETF (SCHC). 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.
| NSRGY | SCHC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.52 | ||
| Sortino ratioReturn per unit of downside risk | -1.97 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.27 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | -0.05 | 1.93 | -1.98 |
| Martin ratioReturn relative to average drawdown | -0.10 | 7.12 | -7.21 |
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Drawdowns
NSRGY vs. SCHC - Drawdown Comparison
The maximum NSRGY drawdown since its inception was -75.68%, which is greater than SCHC's maximum drawdown of -43.94%. Use the drawdown chart below to compare losses from any high point for NSRGY and SCHC.
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Drawdown Indicators
| NSRGY | SCHC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.68% | -43.94% | -31.74% |
Max Drawdown (1Y)Largest decline over 1 year | -15.71% | -12.48% | -3.23% |
Max Drawdown (3Y)Largest decline over 3 years | -32.79% | -15.52% | -17.27% |
Max Drawdown (5Y)Largest decline over 5 years | -38.24% | -36.48% | -1.76% |
Max Drawdown (10Y)Largest decline over 10 years | -38.24% | -43.94% | +5.70% |
Current DrawdownCurrent decline from peak | -17.25% | -3.49% | -13.76% |
Average DrawdownAverage peak-to-trough decline | -24.16% | -10.04% | -14.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.31% | 3.38% | +5.93% |
Volatility
NSRGY vs. SCHC - Volatility Comparison
The current volatility for Nestlé S.A. (NSRGY) is 5.46%, while Schwab International Small-Cap Equity ETF (SCHC) has a volatility of 6.31%. This indicates that NSRGY experiences smaller price fluctuations and is considered to be less risky than SCHC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NSRGY | SCHC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.46% | 6.31% | -0.85% |
Volatility (6M)Calculated over the trailing 6-month period | 15.05% | 13.88% | +1.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.89% | 16.21% | +6.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.90% | 17.62% | +2.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.44% | 18.02% | +0.42% |
Dividends
NSRGY vs. SCHC - Dividend Comparison
NSRGY's dividend yield for the trailing twelve months is around 4.00%, more than SCHC's 3.35% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NSRGY Nestlé S.A. | 4.00% | 3.44% | 4.01% | 2.86% | 2.57% | 2.18% | 2.34% | 2.28% | 3.12% | 5.64% | 6.54% | 3.13% |
SCHC Schwab International Small-Cap Equity ETF | 3.35% | 3.66% | 3.72% | 2.94% | 1.78% | 3.02% | 1.62% | 3.23% | 2.51% | 2.73% | 2.01% | 2.34% |
Frequently Asked Questions
NSRGY and SCHC have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCHC has higher volatility (6.31%) compared to NSRGY (5.46%). In terms of maximum drawdown, NSRGY dropped -75.68% vs SCHC's -43.94%.
SCHC currently has the higher Sharpe Ratio (1.49 vs -0.04), 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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