NMIH's Sharpe Ratio of -0.34 indicates that for each unit of volatility, it generates -0.34 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 5, 2026).
Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.
NMIH Sharpe Ratio Rank
NMIH ranks above 26.8% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).
What moves the rank
- Strong returns with low total volatility → Higher rank
- High volatility (both upside and downside) → Lower rank
- Consistent returns → Higher rank than volatile returns of same magnitude
- Sharp drawdowns increase volatility → Lower rank
What you can do with this information
- Returns may not adequately compensate for volatility taken
- Consider smaller allocation given below-average risk-adjusted profile
- Explore higher-ranked investments with better consistency
- Assess whether the volatility profile aligns with your portfolio goals
NMIH Sharpe Ratio Market Positioning
The chart shows NMIH's Sharpe Ratio relative to all stocks on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.
- Red zone (bottom 25%): -0.38 or lower
- Yellow zone (middle 50%): -0.38 to 1.16
- Green zone (top 25%): 1.16 or higher
- Top 1%: 5.77+
- Median: 0.23 — half of all investments score higher
How it compares to other similar stocks
The table compares NMI Holdings, Inc.'s Sharpe Ratio with other stocks in the Insurance - Specialty industry across multiple time periods, showing how NMIH's risk-adjusted performance compares to industry peers.
Data shows 1-, 5-, and 10-year periods, plus each stock's all-time average, as of Jun 5, 2026.
| Symbol | Name | 1Y Sharpe Ratio | 5Y Sharpe Ratio | 10Y Sharpe Ratio | All Time Sharpe Ratio |
|---|---|---|---|---|---|
| FACO | First Acceptance Corp | 1.91 | |||
| AIZ | Assurant, Inc. | 1.04 | |||
| ACT | Enact Holdings, Inc. | 0.94 | |||
| ITIC | Investors Title Company | 0.89 | |||
| FAF | First American Financial Corporation | 0.81 | |||
| MBI | MBIA Inc. | 0.54 | |||
| RDN | Radian Group Inc. | 0.18 | |||
| MTG | MGIC Investment Corporation | -0.06 | |||
| HIPO | Hippo Holdings Inc. | -0.07 | |||
| EIG | Employers Holdings, Inc. | -0.15 | |||
| NMIH | NMI Holdings, Inc. | -0.34 |
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