POR vs. SCHQ
POR (Portland General Electric Company) is a stock, while SCHQ (Schwab Long-Term U.S. Treasury ETF) is Government Bonds fund tracking the Bloomberg U.S. Long Treasury Index. Over the past 5 years, POR returned 4.54%/yr vs -5.24%/yr for SCHQ. At a 0.08 correlation, their price movements are largely independent.
Performance
POR vs. SCHQ - Performance Comparison
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Returns By Period
In the year-to-date period, POR achieves a 4.58% return, which is significantly higher than SCHQ's -0.17% return.
POR
- 1D
- 1.53%
- 1M
- 1.12%
- YTD
- 4.58%
- 6M
- 4.14%
- 1Y
- 26.13%
- 3Y*
- 5.03%
- 5Y*
- 4.54%
- 10Y*
- 5.63%
SCHQ
- 1D
- 0.26%
- 1M
- 0.45%
- YTD
- -0.17%
- 6M
- -0.99%
- 1Y
- 3.87%
- 3Y*
- -0.60%
- 5Y*
- -5.24%
- 10Y*
- —
POR vs. SCHQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
POR Portland General Electric Company | 4.58% | 15.37% | 5.30% | -7.74% | -4.00% | 28.12% | -20.19% | -0.17% |
SCHQ Schwab Long-Term U.S. Treasury ETF | -0.17% | 5.50% | -6.44% | 3.43% | -29.44% | -4.86% | 17.73% | -4.02% |
Correlation
The correlation between POR and SCHQ is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Oct 11, 2019 | 0.08 |
The correlation between POR and SCHQ shifts across timeframes, from 0.08 (all time) to 0.23 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
POR vs. SCHQ — Risk / Return Rank
POR
SCHQ
POR vs. SCHQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Portland General Electric Company (POR) and Schwab Long-Term U.S. Treasury ETF (SCHQ). 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.
| POR | SCHQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.98 | ||
| Sortino ratioReturn per unit of downside risk | +1.35 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.08 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 2.05 | 0.55 | +1.50 |
| Martin ratioReturn relative to average drawdown | 6.92 | 1.43 | +5.49 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| POR | SCHQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.42 | 0.44 | +0.98 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | -0.36 | +0.58 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.23 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | -0.25 | +0.53 |
Drawdowns
POR vs. SCHQ - Drawdown Comparison
The maximum POR drawdown since its inception was -50.31%, which is greater than SCHQ's maximum drawdown of -46.13%. Use the drawdown chart below to compare losses from any high point for POR and SCHQ.
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Drawdown Indicators
| POR | SCHQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.31% | -46.13% | -4.18% |
Max Drawdown (1Y)Largest decline over 1 year | -12.80% | -7.01% | -5.79% |
Max Drawdown (3Y)Largest decline over 3 years | -20.49% | -17.65% | -2.84% |
Max Drawdown (5Y)Largest decline over 5 years | -27.54% | -40.93% | +13.39% |
Max Drawdown (10Y)Largest decline over 10 years | -45.04% | — | — |
Current DrawdownCurrent decline from peak | -8.39% | -36.65% | +28.26% |
Average DrawdownAverage peak-to-trough decline | -12.39% | -26.37% | +13.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.78% | 2.71% | +1.07% |
Volatility
POR vs. SCHQ - Volatility Comparison
Portland General Electric Company (POR) has a higher volatility of 6.69% compared to Schwab Long-Term U.S. Treasury ETF (SCHQ) at 2.55%. This indicates that POR's price experiences larger fluctuations and is considered to be riskier than SCHQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| POR | SCHQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.69% | 2.55% | +4.14% |
Volatility (6M)Calculated over the trailing 6-month period | 13.94% | 5.95% | +7.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.53% | 8.93% | +9.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.84% | 14.53% | +6.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.05% | 15.33% | +8.72% |
Dividends
POR vs. SCHQ - Dividend Comparison
POR's dividend yield for the trailing twelve months is around 4.23%, less than SCHQ's 4.78% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
POR Portland General Electric Company | 4.23% | 4.32% | 4.53% | 4.33% | 3.65% | 3.21% | 3.71% | 2.72% | 3.11% | 2.94% | 2.91% | 3.24% |
SCHQ Schwab Long-Term U.S. Treasury ETF | 4.78% | 4.54% | 4.58% | 3.79% | 2.88% | 1.69% | 1.51% | 0.44% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
POR and SCHQ have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
POR has higher volatility (6.69%) compared to SCHQ (2.55%). In terms of maximum drawdown, POR dropped -50.31% vs SCHQ's -46.13%.
POR currently has the higher Sharpe Ratio (1.42 vs 0.44), 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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