SCHB vs. NVDA
SCHB (Schwab U.S. Broad Market ETF) is Large Cap Blend Equities fund tracking the Dow Jones U.S. Broad Stock Market Index, while NVDA (NVIDIA Corporation) is a stock. Over the past 10 years, SCHB returned 15.01%/yr vs 67.95%/yr for NVDA. A 0.61 correlation means they provide meaningful diversification when combined.
Performance
SCHB vs. NVDA - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with SCHB having a 9.68% return and NVDA slightly higher at 10.16%. Over the past 10 years, SCHB has underperformed NVDA with an annualized return of 15.01%, while NVDA has yielded a comparatively higher 67.95% annualized return.
SCHB
- 1D
- 0.49%
- 1M
- -0.35%
- YTD
- 9.68%
- 6M
- 9.76%
- 1Y
- 26.16%
- 3Y*
- 20.63%
- 5Y*
- 12.26%
- 10Y*
- 15.01%
NVDA
- 1D
- 0.16%
- 1M
- -8.83%
- YTD
- 10.16%
- 6M
- 17.38%
- 1Y
- 44.72%
- 3Y*
- 71.13%
- 5Y*
- 63.13%
- 10Y*
- 67.95%
SCHB vs. NVDA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCHB Schwab U.S. Broad Market ETF | 9.68% | 16.94% | 23.93% | 26.16% | -19.46% | 25.84% | 20.76% | 30.79% | -5.43% | 21.20% |
NVDA NVIDIA Corporation | 10.16% | 38.92% | 171.25% | 239.02% | -50.26% | 125.48% | 122.30% | 76.94% | -30.82% | 81.99% |
Correlation
The correlation between SCHB and NVDA is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Nov 3, 2009 | 0.61 |
The correlation between SCHB and NVDA shifts across timeframes, from 0.56 (1 year) to 0.68 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
SCHB vs. NVDA — Risk / Return Rank
SCHB
NVDA
SCHB vs. NVDA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Broad Market ETF (SCHB) and NVIDIA Corporation (NVDA). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SCHB | NVDA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.77 | ||
| Sortino ratioReturn per unit of downside risk | +0.91 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.21 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 2.78 | 2.07 | +0.71 |
| Martin ratioReturn relative to average drawdown | 12.44 | 4.94 | +7.50 |
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Drawdowns
SCHB vs. NVDA - Drawdown Comparison
The maximum SCHB drawdown since its inception was -35.27%, smaller than the maximum NVDA drawdown of -89.72%. Use the drawdown chart below to compare losses from any high point for SCHB and NVDA.
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Drawdown Indicators
| SCHB | NVDA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.27% | -89.72% | +54.45% |
Max Drawdown (1Y)Largest decline over 1 year | -8.91% | -20.21% | +11.30% |
Max Drawdown (3Y)Largest decline over 3 years | -19.34% | -36.88% | +17.54% |
Max Drawdown (5Y)Largest decline over 5 years | -25.41% | -66.34% | +40.93% |
Max Drawdown (10Y)Largest decline over 10 years | -35.27% | -66.34% | +31.07% |
Current DrawdownCurrent decline from peak | -2.15% | -12.86% | +10.71% |
Average DrawdownAverage peak-to-trough decline | -4.11% | -36.18% | +32.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.99% | 8.46% | -6.47% |
Volatility
SCHB vs. NVDA - Volatility Comparison
The current volatility for Schwab U.S. Broad Market ETF (SCHB) is 4.60%, while NVIDIA Corporation (NVDA) has a volatility of 13.26%. This indicates that SCHB experiences smaller price fluctuations and is considered to be less risky than NVDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCHB | NVDA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.60% | 13.26% | -8.66% |
Volatility (6M)Calculated over the trailing 6-month period | 9.86% | 26.67% | -16.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.63% | 35.00% | -22.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.31% | 51.76% | -34.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.35% | 49.84% | -31.49% |
Dividends
SCHB vs. NVDA - Dividend Comparison
SCHB's dividend yield for the trailing twelve months is around 1.03%, more than NVDA's 0.14% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NVDA NVIDIA Corporation | 0.14% | 0.02% | 0.03% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% |
SCHB Schwab U.S. Broad Market ETF | 1.03% | 1.11% | 1.24% | 1.40% | 1.61% | 1.21% | 1.63% | 1.80% | 2.00% | 1.65% | 1.86% | 2.00% |
Frequently Asked Questions
SCHB and NVDA have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NVDA has higher volatility (13.26%) compared to SCHB (4.60%). In terms of maximum drawdown, SCHB dropped -35.27% vs NVDA's -89.72%.
SCHB currently has the higher Sharpe Ratio (1.96 vs 1.20), 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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