In 1997, Sandy co-founded Chicago's comedy ensemble Schadenfreude alongside Justin Kaufmann, Kate James, Stephen Schmidt and Adam Witt.

The troupe wrote and produced hundreds of shows including the self-titled Schadenfreude on Chicago Public Radio (60 episodes), the screenplays Alderman and Phudie Mart, and the produced television pilot IL-Informed (Chicago Emmy Nomination). They performed at Lollapalooza, the Goodman and Steppenwolf theaters, Second City LA, UCB LA, HERE Arts NYC, the UP Comedy Club opening, twice at The Edinburgh Festival Fringe, and received the first-ever Chicago Improv Festival's "Festival Highlight Award."