POR vs. SCHQ

In the year-to-date period, POR achieves a -1.00% return, which is significantly lower than SCHQ's 0.80% return.

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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.

The current POR Sharpe Ratio is -0.07, which is comparable to the SCHQ Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of POR and SCHQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

POR's dividend yield for the trailing twelve months is around 4.68%, more than SCHQ's 4.54% yield.

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. For additional features, visit the drawdowns tool.

Portland General Electric Company (POR) has a higher volatility of 7.47% compared to Schwab Long-Term U.S. Treasury ETF (SCHQ) at 3.64%. 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.