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NSRGY vs. SCHF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

NSRGY vs. SCHF

Last updated Jun 13, 2026

NSRGY (Nestlé S.A.) is a stock, while SCHF (Schwab International Equity ETF) is Foreign Large Cap Equities fund tracking the FTSE Developed ex U.S. Index. Over the past 10 years, NSRGY returned 6.67%/yr vs 10.82%/yr for SCHF. At a 0.46 correlation, their price movements are largely independent.

Performance

NSRGY vs. SCHF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nestlé S.A. (NSRGY) and Schwab International Equity ETF (SCHF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NSRGY achieves a 5.66% return, which is significantly lower than SCHF's 15.39% return. Over the past 10 years, NSRGY has underperformed SCHF with an annualized return of 6.67%, while SCHF has yielded a comparatively higher 10.82% 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%

SCHF

1D
0.29%
1M
1.69%
YTD
15.39%
6M
17.24%
1Y
31.75%
3Y*
19.18%
5Y*
9.76%
10Y*
10.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NSRGY vs. SCHF - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
NSRGY
Nestlé S.A.		5.66%24.80%-27.05%2.88%-15.94%22.32%11.63%37.26%-2.74%27.45%
SCHF
Schwab International Equity ETF		15.39%34.55%3.28%18.35%-14.80%11.40%9.48%22.26%-14.29%26.03%

Correlation

The correlation between NSRGY and SCHF is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.36

Correlation (3Y)
Calculated over the trailing 3-year period

0.38

Correlation (5Y)
Calculated over the trailing 5-year period

0.42

Correlation (10Y)
Calculated over the trailing 10-year period

0.44

Correlation (All Time)
Calculated using the full available price history since Nov 3, 2009

0.46

Compare stocks, funds, or ETFs

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

Nestlé S.A.

Schwab International Equity ETF

Often compared with NSRGY:
NSRGY vs. ULNSRGY vs. PGNSRGY vs. JNJNSRGY vs. SPYNSRGY vs. FNSRGY vs. VOONSRGY vs. BRK-B
Often compared with SCHF:
SCHF vs. VXUSSCHF vs. VEASCHF vs. SWISXSCHF vs. SCHYSCHF vs. SCHESCHF vs. FNDFSCHF vs. SCHB

Return for Risk

NSRGY vs. SCHF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
NSRGY
NSRGY Risk / Return Rank: 3838
Overall Rank
NSRGY Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
NSRGY Sortino Ratio Rank: 3535
Sortino Ratio Rank
NSRGY Omega Ratio Rank: 3434
Omega Ratio Rank
NSRGY Calmar Ratio Rank: 4141
Calmar Ratio Rank
NSRGY Martin Ratio Rank: 4141
Martin Ratio Rank
SCHF
SCHF Risk / Return Rank: 6363
Overall Rank
SCHF Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
SCHF Sortino Ratio Rank: 6262
Sortino Ratio Rank
SCHF Omega Ratio Rank: 6363
Omega Ratio Rank
SCHF Calmar Ratio Rank: 6161
Calmar Ratio Rank
SCHF Martin Ratio Rank: 6464
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NSRGY vs. SCHF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nestlé S.A. (NSRGY) and Schwab International Equity ETF (SCHF). 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.

NSRGYSCHFDifference
Sharpe ratioReturn per unit of total volatility
-0.04
1.82

-1.86

Sortino ratioReturn per unit of downside risk
0.12
2.52

-2.40

Omega ratioGain probability vs. loss probability

1.01

1.33

-0.32

Calmar ratioReturn relative to maximum drawdown

-0.05

2.64

-2.69

Martin ratioReturn relative to average drawdown

-0.10

10.14

-10.24

NSRGY vs. SCHF - Sharpe Ratio Comparison

The current NSRGY Sharpe Ratio is -0.04, which is lower than the SCHF Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of NSRGY and SCHF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

NSRGY vs. SCHF - Drawdown Comparison

The maximum NSRGY drawdown since its inception was -75.68%, which is greater than SCHF's maximum drawdown of -34.87%. Use the drawdown chart below to compare losses from any high point for NSRGY and SCHF.

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Drawdown Indicators

NSRGYSCHFDifference

Max Drawdown

Largest peak-to-trough decline

-75.68%

-34.87%

-40.81%

Max Drawdown (1Y)

Largest decline over 1 year

-15.71%

-11.48%

-4.23%

Max Drawdown (3Y)

Largest decline over 3 years

-32.79%

-13.41%

-19.38%

Max Drawdown (5Y)

Largest decline over 5 years

-38.24%

-29.14%

-9.10%

Max Drawdown (10Y)

Largest decline over 10 years

-38.24%

-34.87%

-3.37%

Current Drawdown

Current decline from peak

-17.25%

-1.00%

-16.25%

Average Drawdown

Average peak-to-trough decline

-24.16%

-7.37%

-16.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.31%

2.99%

+6.32%

Volatility

NSRGY vs. SCHF - Volatility Comparison

The current volatility for Nestlé S.A. (NSRGY) is 5.46%, while Schwab International Equity ETF (SCHF) has a volatility of 6.91%. This indicates that NSRGY experiences smaller price fluctuations and is considered to be less risky than SCHF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

NSRGYSCHFDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.46%

6.91%

-1.45%

Volatility (6M)

Calculated over the trailing 6-month period

15.05%

14.42%

+0.63%

Volatility (1Y)

Calculated over the trailing 1-year period

22.89%

16.67%

+6.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.90%

16.56%

+3.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.44%

17.24%

+1.20%

Dividends

NSRGY vs. SCHF - Dividend Comparison

NSRGY's dividend yield for the trailing twelve months is around 4.00%, more than SCHF's 2.96% yield.

PositionTTM20252024202320222021202020192018201720162015
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%
SCHF
Schwab International Equity ETF		2.96%3.42%3.26%2.97%2.80%3.19%2.08%2.95%3.06%2.35%2.58%2.26%

Frequently Asked Questions

NSRGY and SCHF have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SCHF has higher volatility (6.91%) compared to NSRGY (5.46%). In terms of maximum drawdown, NSRGY dropped -75.68% vs SCHF's -34.87%.

SCHF currently has the higher Sharpe Ratio (1.82 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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