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POR vs. SCHQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between POR and SCHQ is -0.06. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.1

Performance

POR vs. SCHQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Portland General Electric Company (POR) and Schwab Long-Term U.S. Treasury ETF (SCHQ). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%NovemberDecember2025FebruaryMarchApril
-5.10%
-24.77%
POR
SCHQ

Key characteristics

Sharpe Ratio

POR:

0.21

SCHQ:

0.34

Sortino Ratio

POR:

0.42

SCHQ:

0.56

Omega Ratio

POR:

1.05

SCHQ:

1.07

Calmar Ratio

POR:

0.19

SCHQ:

0.11

Martin Ratio

POR:

0.53

SCHQ:

0.67

Ulcer Index

POR:

7.24%

SCHQ:

6.66%

Daily Std Dev

POR:

18.47%

SCHQ:

13.06%

Max Drawdown

POR:

-50.31%

SCHQ:

-46.13%

Current Drawdown

POR:

-15.09%

SCHQ:

-38.36%

Returns By Period

In the year-to-date period, POR achieves a -0.33% return, which is significantly lower than SCHQ's 2.47% return.


POR

YTD

-0.33%

1M

0.99%

6M

-9.91%

1Y

2.91%

5Y*

2.51%

10Y*

5.27%

SCHQ

YTD

2.47%

1M

-1.21%

6M

-1.84%

1Y

5.19%

5Y*

-9.06%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

POR vs. SCHQ — Risk-Adjusted Performance Rank

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

POR
The Risk-Adjusted Performance Rank of POR is 5656
Overall Rank
The Sharpe Ratio Rank of POR is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of POR is 4949
Sortino Ratio Rank
The Omega Ratio Rank of POR is 4949
Omega Ratio Rank
The Calmar Ratio Rank of POR is 6262
Calmar Ratio Rank
The Martin Ratio Rank of POR is 6060
Martin Ratio Rank

SCHQ
The Risk-Adjusted Performance Rank of SCHQ is 4141
Overall Rank
The Sharpe Ratio Rank of SCHQ is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHQ is 4646
Sortino Ratio Rank
The Omega Ratio Rank of SCHQ is 4141
Omega Ratio Rank
The Calmar Ratio Rank of SCHQ is 3232
Calmar Ratio Rank
The Martin Ratio Rank of SCHQ is 3737
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.

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.


The chart of Sharpe ratio for POR, currently valued at 0.21, compared to the broader market-2.00-1.000.001.002.003.00
POR: 0.21
SCHQ: 0.34
The chart of Sortino ratio for POR, currently valued at 0.42, compared to the broader market-6.00-4.00-2.000.002.004.00
POR: 0.42
SCHQ: 0.56
The chart of Omega ratio for POR, currently valued at 1.05, compared to the broader market0.501.001.502.00
POR: 1.05
SCHQ: 1.07
The chart of Calmar ratio for POR, currently valued at 0.19, compared to the broader market0.001.002.003.004.005.00
POR: 0.19
SCHQ: 0.11
The chart of Martin ratio for POR, currently valued at 0.53, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
POR: 0.53
SCHQ: 0.67

The current POR Sharpe Ratio is 0.21, which is lower than the SCHQ Sharpe Ratio of 0.34. 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
0.21
0.34
POR
SCHQ

Dividends

POR vs. SCHQ - Dividend Comparison

POR's dividend yield for the trailing twelve months is around 4.65%, more than SCHQ's 4.44% yield.


TTM20242023202220212020201920182017201620152014
POR
Portland General Electric Company
4.65%4.53%4.33%3.65%3.21%3.71%2.72%3.12%2.94%2.91%3.24%2.95%
SCHQ
Schwab Long-Term U.S. Treasury ETF
4.44%4.58%3.79%2.88%1.69%1.52%0.44%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.


-40.00%-30.00%-20.00%-10.00%NovemberDecember2025FebruaryMarchApril
-15.09%
-38.36%
POR
SCHQ

Volatility

POR vs. SCHQ - Volatility Comparison

Portland General Electric Company (POR) has a higher volatility of 7.63% compared to Schwab Long-Term U.S. Treasury ETF (SCHQ) at 5.33%. 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.


3.00%4.00%5.00%6.00%7.00%8.00%NovemberDecember2025FebruaryMarchApril
7.63%
5.33%
POR
SCHQ