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New Residential Investment Corp.

NRZ
Equity · Currency in USD
ISIN
US64828T2015
CUSIP
64828T201
Sector
Real Estate
Industry
REIT—Mortgage

NRZPrice Chart


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S&P 500

NRZPerformance

The chart shows the growth of $10,000 invested in New Residential Investment Corp. on May 3, 2013 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $19,232 for a total return of roughly 92.32%. All prices are adjusted for splits and dividends.


NRZ (New Residential Investment Corp.)
Benchmark (S&P 500)

NRZReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M-3.73%
YTD8.47%
6M31.14%
1Y80.08%
5Y6.30%
10Y8.51%

NRZMonthly Returns Heatmap


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NRZSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current New Residential Investment Corp. Sharpe ratio is 1.71. A Sharpe ratio greater than 1.0 is considered acceptable.

The chart below displays rolling 12-month Sharpe Ratio.


NRZ (New Residential Investment Corp.)
Benchmark (S&P 500)

NRZDividends

New Residential Investment Corp. granted a 6.14% dividend yield in the last twelve months, as of May 9, 2021. The annual payout for that period amounted to $0.65 per share.


PeriodTTM20202019201820172016201520142013
Dividend$0.65$0.50$2.00$2.00$1.98$1.84$1.75$1.58$1.17
Dividend yield
6.14%5.03%12.41%14.07%11.07%11.70%14.39%12.37%8.72%

NRZDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


NRZ (New Residential Investment Corp.)
Benchmark (S&P 500)

NRZWorst Drawdowns

The table below shows the maximum drawdowns of the New Residential Investment Corp.. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the New Residential Investment Corp. is 81.11%, recorded on Apr 3, 2020. The portfolio has not recovered from it yet.


Depth
Start
To Bottom
Bottom
To Recover
End
Total
-81.11%Feb 18, 202034Apr 3, 2020
-39.02%May 26, 2015182Feb 11, 2016196Nov 18, 2016378
-22.93%Sep 6, 201876Dec 24, 2018216Nov 1, 2019292
-16.31%Oct 23, 201322Nov 21, 201378Mar 18, 2014100
-13.16%May 8, 201372Aug 19, 201343Oct 18, 2013115
-11.07%Apr 20, 201754Jul 6, 201758Sep 27, 2017112
-10.96%Dec 29, 201728Feb 8, 201856May 1, 201884
-8.96%Mar 24, 201426Apr 29, 201452Jul 14, 201478
-7.44%Jul 15, 201457Oct 2, 201424Nov 5, 201481
-6.94%Dec 22, 201415Jan 13, 20156Jan 22, 201521

NRZVolatility Chart

Current New Residential Investment Corp. volatility is 20.32%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


NRZ (New Residential Investment Corp.)
Benchmark (S&P 500)

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