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NSSC vs. SCHG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NSSC and SCHG is 0.28, 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.


-0.50.00.51.00.3

Performance

NSSC vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Napco Security Technologies, Inc. (NSSC) and Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

-60.00%-40.00%-20.00%0.00%20.00%SeptemberOctoberNovemberDecember2025February
-55.06%
9.81%
NSSC
SCHG

Key characteristics

Sharpe Ratio

NSSC:

-0.83

SCHG:

1.52

Sortino Ratio

NSSC:

-0.92

SCHG:

2.04

Omega Ratio

NSSC:

0.85

SCHG:

1.28

Calmar Ratio

NSSC:

-0.75

SCHG:

2.22

Martin Ratio

NSSC:

-1.63

SCHG:

8.37

Ulcer Index

NSSC:

26.33%

SCHG:

3.28%

Daily Std Dev

NSSC:

52.17%

SCHG:

18.10%

Max Drawdown

NSSC:

-93.16%

SCHG:

-34.59%

Current Drawdown

NSSC:

-57.02%

SCHG:

-3.75%

Returns By Period

In the year-to-date period, NSSC achieves a -30.37% return, which is significantly lower than SCHG's 0.50% return. Over the past 10 years, NSSC has outperformed SCHG with an annualized return of 24.99%, while SCHG has yielded a comparatively lower 16.12% annualized return.


NSSC

YTD

-30.37%

1M

-31.47%

6M

-55.06%

1Y

-43.52%

5Y*

18.45%

10Y*

24.99%

SCHG

YTD

0.50%

1M

-3.01%

6M

9.81%

1Y

23.72%

5Y*

18.13%

10Y*

16.12%

*Annualized

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Risk-Adjusted Performance

NSSC vs. SCHG — Risk-Adjusted Performance Rank

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

NSSC
The Risk-Adjusted Performance Rank of NSSC is 88
Overall Rank
The Sharpe Ratio Rank of NSSC is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of NSSC is 1212
Sortino Ratio Rank
The Omega Ratio Rank of NSSC is 99
Omega Ratio Rank
The Calmar Ratio Rank of NSSC is 66
Calmar Ratio Rank
The Martin Ratio Rank of NSSC is 33
Martin Ratio Rank

SCHG
The Risk-Adjusted Performance Rank of SCHG is 6666
Overall Rank
The Sharpe Ratio Rank of SCHG is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHG is 6161
Sortino Ratio Rank
The Omega Ratio Rank of SCHG is 6565
Omega Ratio Rank
The Calmar Ratio Rank of SCHG is 7070
Calmar Ratio Rank
The Martin Ratio Rank of SCHG is 7070
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.

NSSC vs. SCHG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Napco Security Technologies, Inc. (NSSC) 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.


Sharpe ratio
The chart of Sharpe ratio for NSSC, currently valued at -0.83, compared to the broader market-2.000.002.00-0.831.52
The chart of Sortino ratio for NSSC, currently valued at -0.92, compared to the broader market-4.00-2.000.002.004.006.00-0.922.04
The chart of Omega ratio for NSSC, currently valued at 0.85, compared to the broader market0.501.001.502.000.851.28
The chart of Calmar ratio for NSSC, currently valued at -0.75, compared to the broader market0.002.004.006.00-0.752.22
The chart of Martin ratio for NSSC, currently valued at -1.63, compared to the broader market-10.000.0010.0020.0030.00-1.638.37
NSSC
SCHG

The current NSSC Sharpe Ratio is -0.83, which is lower than the SCHG Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of NSSC and SCHG, 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-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.83
1.52
NSSC
SCHG

Dividends

NSSC vs. SCHG - Dividend Comparison

NSSC's dividend yield for the trailing twelve months is around 1.82%, more than SCHG's 0.39% yield.


TTM20242023202220212020201920182017201620152014
NSSC
Napco Security Technologies, Inc.
1.82%1.27%0.65%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.39%0.40%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%1.09%

Drawdowns

NSSC vs. SCHG - Drawdown Comparison

The maximum NSSC drawdown since its inception was -93.16%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for NSSC and SCHG. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-57.02%
-3.75%
NSSC
SCHG

Volatility

NSSC vs. SCHG - Volatility Comparison

Napco Security Technologies, Inc. (NSSC) has a higher volatility of 32.27% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 5.41%. This indicates that NSSC'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.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%SeptemberOctoberNovemberDecember2025February
32.27%
5.41%
NSSC
SCHG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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