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DXC vs. JWN
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

DXC vs. JWN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DXC Technology Company (DXC) and Nordstrom, Inc. (JWN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


DXC

1D
-8.50%
1M
-20.37%
YTD
-37.54%
6M
-33.21%
1Y
-39.28%
3Y*
-29.12%
5Y*
-25.51%
10Y*

JWN

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DXC vs. JWN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DXC
DXC Technology Company
-37.54%-26.68%-12.64%-13.70%-17.68%25.01%-30.14%-27.90%-34.63%53.75%
JWN
Nordstrom, Inc.
0.00%4.23%35.73%19.92%-26.18%-27.52%-22.76%-8.38%1.14%11.90%

Correlation

The correlation between DXC and JWN is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (3Y)
Calculated over the trailing 3-year period

0.23

Correlation (5Y)
Calculated over the trailing 5-year period

0.39

Correlation (All Time)
Calculated using the full available price history since Feb 2, 2017

0.39

The correlation between DXC and JWN shifts across timeframes, from 0.23 (3 years) to 0.39 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Total Revenue (TTM)

DXC:

$12.64B

JWN:

$15.02B

Gross Profit (TTM)

DXC:

$1.73B

JWN:

$5.62B

EBITDA (TTM)

DXC:

$1.70B

JWN:

$1.31B

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Return for Risk

DXC vs. JWN — Risk / Return Rank

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

DXC
DXC Risk / Return Rank: 99
Overall Rank
DXC Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
DXC Sortino Ratio Rank: 1313
Sortino Ratio Rank
DXC Omega Ratio Rank: 1212
Omega Ratio Rank
DXC Calmar Ratio Rank: 1010
Calmar Ratio Rank
DXC Martin Ratio Rank: 11
Martin Ratio Rank

JWN
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.

DXC vs. JWN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DXC Technology Company (DXC) and Nordstrom, Inc. (JWN). 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.


DXCJWNDifference

Sharpe ratio

Return per unit of total volatility

-0.75

Sortino ratio

Return per unit of downside risk

-0.87

Omega ratio

Gain probability vs. loss probability

0.88

Calmar ratio

Return relative to maximum drawdown

-0.80

Martin ratio

Return relative to average drawdown

-1.97

DXC vs. JWN - Sharpe Ratio Comparison


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Sharpe Ratios by Period


DXCJWNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.33

Drawdowns

DXC vs. JWN - Drawdown Comparison


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Drawdown Indicators


DXCJWNDifference

Max Drawdown

Largest peak-to-trough decline

-91.10%

Max Drawdown (1Y)

Largest decline over 1 year

-49.38%

Max Drawdown (3Y)

Largest decline over 3 years

-71.15%

Max Drawdown (5Y)

Largest decline over 5 years

-81.07%

Current Drawdown

Current decline from peak

-90.10%

Average Drawdown

Average peak-to-trough decline

-58.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.00%

Volatility

DXC vs. JWN - Volatility Comparison


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Volatility by Period


DXCJWNDifference

Volatility (1M)

Calculated over the trailing 1-month period

31.94%

Volatility (6M)

Calculated over the trailing 6-month period

45.83%

Volatility (1Y)

Calculated over the trailing 1-year period

52.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.58%

Dividends

DXC vs. JWN - Dividend Comparison

Neither DXC nor JWN has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
DXC
DXC Technology Company
0.00%0.00%0.00%0.00%0.00%0.00%0.82%2.18%24.81%0.72%0.00%0.00%
JWN
Nordstrom, Inc.
0.00%2.03%3.15%4.12%4.71%0.00%1.19%3.62%3.18%3.12%3.09%12.71%

Financials

DXC vs. JWN - Financials Comparison

This section allows you to compare key financial metrics between DXC Technology Company and Nordstrom, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


3.00B3.50B4.00B4.50B20222023202420252026
3.13B
4.32B
(DXC) Total Revenue
(JWN) Total Revenue
Values in USD except per share items

Frequently Asked Questions


DXC and JWN have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for DXC and JWN

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