POR vs. SCHQ

Last updated Apr 1, 2026

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 U.S. Long Treasury Index. It was launched on Oct 10, 2019.

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.

POR vs. SCHQ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
POR Portland General Electric Company	11.10%	15.37%	5.30%	-7.74%	-4.00%	28.12%	-20.19%	-0.17%
SCHQ Schwab Long-Term U.S. Treasury ETF	-0.06%	5.50%	-6.44%	3.43%	-29.44%	-4.86%	17.73%	-4.02%

Returns By Period

In the year-to-date period, POR achieves a 11.10% return, which is significantly higher than SCHQ's -0.06% return.

POR

• 1D: 0.29%
• 1M: -1.19%
• YTD: 11.10%
• 6M: 22.53%
• 1Y: 23.93%
• 3Y*: 7.31%
• 5Y*: 6.57%
• 10Y*: 6.75%

SCHQ

• 1D: -0.03%
• 1M: -3.98%
• YTD: -0.06%
• 6M: -0.50%
• 1Y: 0.41%
• 3Y*: -1.56%
• 5Y*: -4.81%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

POR vs. SCHQ — Risk / Return Rank

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

POR

POR Risk / Return Rank: 77
POR Sharpe Ratio Rank: 80
POR Sortino Ratio Rank: 75
POR Omega Ratio Rank: 71
POR Calmar Ratio Rank: 81
POR Martin Ratio Rank: 78

SCHQ

SCHQ Risk / Return Rank: 13
SCHQ Sharpe Ratio Rank: 13
SCHQ Sortino Ratio Rank: 12
SCHQ Omega Ratio Rank: 12
SCHQ Calmar Ratio Rank: 15
SCHQ Martin Ratio Rank: 15

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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 ratio Return per unit of total volatility	1.26	0.04	+1.22
Sortino ratio Return per unit of downside risk	1.82	0.12	+1.70
Omega ratio Gain probability vs. loss probability	1.22	1.02	+0.21
Calmar ratio Return relative to maximum drawdown	2.36	0.14	+2.22
Martin ratio Return relative to average drawdown	5.24	0.31	+4.94
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

POR vs. SCHQ - Sharpe Ratio Comparison

The current POR Sharpe Ratio is 1.26, which is higher than the SCHQ Sharpe Ratio of 0.04. 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.

Sharpe Ratios by Period

	POR	SCHQ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.26	0.04	+1.22
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.32	-0.33	+0.65
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.28	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.30	-0.25	+0.55

Correlation

The correlation between POR and SCHQ is 0.08, 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.

Dividends

POR vs. SCHQ - Dividend Comparison

POR's dividend yield for the trailing twelve months is around 3.98%, less than SCHQ's 4.63% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
POR Portland General Electric Company	3.98%	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	4.63%	4.54%	4.58%	3.79%	2.88%	1.69%	1.51%	0.44%	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.

Drawdown Indicators

	POR	SCHQ	Difference
Max Drawdown Largest peak-to-trough decline	-50.31%	-46.13%	-4.18%
Max Drawdown (1Y) Largest decline over 1 year	-10.37%	-8.46%	-1.91%
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 Drawdown Current decline from peak	-1.57%	-36.58%	+35.01%
Average Drawdown Average peak-to-trough decline	-12.44%	-26.08%	+13.64%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.66%	3.87%	+0.79%

Volatility

POR vs. SCHQ - Volatility Comparison

Portland General Electric Company (POR) has a higher volatility of 5.31% compared to Schwab Long-Term U.S. Treasury ETF (SCHQ) at 3.46%. 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.

Volatility by Period

	POR	SCHQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.31%	3.46%	+1.85%
Volatility (6M) Calculated over the trailing 6-month period	12.40%	5.99%	+6.41%
Volatility (1Y) Calculated over the trailing 1-year period	19.03%	10.39%	+8.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.62%	14.56%	+6.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.98%	15.49%	+8.49%