POR vs. SCHQ
Compare and contrast key facts about Portland General Electric Company (POR) and Schwab Long-Term U.S. Treasury ETF (SCHQ).
SCHQ is a passively managed fund by Charles Schwab that tracks the performance of the Bloomberg US Aggregate Government - Treasury - Long. It was launched on Oct 10, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: POR or SCHQ.
Key characteristics
| POR | SCHQ | |
|---|---|---|
| YTD Return | 10.58% | -4.76% |
| 1Y Return | 17.47% | 5.07% |
| 3Y Return (Ann) | 1.93% | -11.23% |
| 5Y Return (Ann) | 0.28% | -5.13% |
| Sharpe Ratio | 1.22 | 0.53 |
| Sortino Ratio | 1.79 | 0.83 |
| Omega Ratio | 1.23 | 1.10 |
| Calmar Ratio | 0.90 | 0.17 |
| Martin Ratio | 5.18 | 1.34 |
| Ulcer Index | 4.56% | 5.35% |
| Daily Std Dev | 19.35% | 13.66% |
| Max Drawdown | -50.31% | -46.13% |
| Current Drawdown | -10.55% | -38.77% |
Correlation
The correlation between POR and SCHQ is 0.04, 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.
Performance
POR vs. SCHQ - Performance Comparison
In the year-to-date period, POR achieves a 10.58% return, which is significantly higher than SCHQ's -4.76% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
POR vs. SCHQ - Risk-Adjusted Performance 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.
Dividends
POR vs. SCHQ - Dividend Comparison
POR's dividend yield for the trailing twelve months is around 4.21%, less than SCHQ's 4.48% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
POR Portland General Electric Company | 4.21% | 4.33% | 3.65% | 3.21% | 3.71% | 2.72% | 3.12% | 2.94% | 2.91% | 3.24% | 2.95% | 3.63% |
SCHQ Schwab Long-Term U.S. Treasury ETF | 4.48% | 3.79% | 2.88% | 1.69% | 1.52% | 0.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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. For additional features, visit the drawdowns tool.
Volatility
POR vs. SCHQ - Volatility Comparison
Portland General Electric Company (POR) has a higher volatility of 5.28% compared to Schwab Long-Term U.S. Treasury ETF (SCHQ) at 4.50%. 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.