IMMR vs. NIXT
IMMR (Immersion Corporation) is a stock, while NIXT (Research Affiliates Deletions ETF) is Mid Cap Value Equities fund tracking the Research Affiliates Deletions Index. Over the past year, IMMR returned -14.13% vs 32.03% for NIXT. A 0.53 correlation means they provide meaningful diversification when combined.
Performance
IMMR vs. NIXT - Performance Comparison
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Returns By Period
In the year-to-date period, IMMR achieves a -2.12% return, which is significantly lower than NIXT's 25.89% return.
IMMR
- 1D
- -2.06%
- 1M
- -2.64%
- 6M
- 1.39%
- YTD
- -2.12%
- 1Y
- -14.13%
- 3Y*
- 1.05%
- 5Y*
- -1.45%
- 10Y*
- -0.41%
- ALL TIME*
- -3.17%
NIXT
- 1D
- -0.76%
- 1M
- 6.45%
- 6M
- 20.40%
- YTD
- 25.89%
- 1Y
- 32.03%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 19.03%
IMMR vs. NIXT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
IMMR Immersion Corporation | -2.12% | -18.30% | -2.17% |
NIXT Research Affiliates Deletions ETF | 25.89% | 4.94% | 4.60% |
Correlation
The correlation between IMMR and NIXT is 0.51, 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 | 0.51 |
Correlation (All Time) Calculated using the full available price history since Sep 10, 2024 | 0.53 |
The correlation between IMMR and NIXT has been stable across timeframes, ranging from 0.51 to 0.53 - a consistent structural relationship.
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Return for Risk
IMMR vs. NIXT — Risk / Return Rank
IMMR
NIXT
IMMR vs. NIXT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Immersion Corporation (IMMR) and Research Affiliates Deletions ETF (NIXT). 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.
| IMMR | NIXT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.88 | ||
| Sortino ratioReturn per unit of downside risk | -2.52 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.26 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | -0.56 | 2.75 | -3.30 |
| Martin ratioReturn relative to average drawdown | -1.22 | 9.32 | -10.53 |
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Drawdowns
IMMR vs. NIXT - Drawdown Comparison
The maximum IMMR drawdown since its inception was -98.66%, which is greater than NIXT's maximum drawdown of -27.75%. Use the drawdown chart below to compare losses from any high point for IMMR and NIXT.
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Drawdown Indicators
| IMMR | NIXT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.66% | -27.75% | -70.91% |
Max Drawdown (1Y)Largest decline over 1 year | -25.48% | -11.71% | -13.77% |
Max Drawdown (3Y)Largest decline over 3 years | -56.90% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -56.90% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -74.29% | — | — |
Current DrawdownCurrent decline from peak | -89.91% | -1.29% | -88.62% |
Average DrawdownAverage peak-to-trough decline | -88.21% | -5.64% | -82.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.11% | 3.45% | +11.66% |
Volatility
IMMR vs. NIXT - Volatility Comparison
Immersion Corporation (IMMR) has a higher volatility of 11.39% compared to Research Affiliates Deletions ETF (NIXT) at 5.19%. This indicates that IMMR's price experiences larger fluctuations and is considered to be riskier than NIXT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IMMR | NIXT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.39% | 5.19% | +6.20% |
Volatility (6M)Calculated over the trailing 6-month period | 27.95% | 14.63% | +13.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.69% | 21.09% | +19.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.82% | 23.02% | +22.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.93% | 23.02% | +27.91% |
Dividends
IMMR vs. NIXT - Dividend Comparison
IMMR's dividend yield for the trailing twelve months is around 4.90%, more than NIXT's 1.30% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
IMMR Immersion Corporation | 4.90% | 5.59% | 2.06% | 3.12% |
NIXT Research Affiliates Deletions ETF | 1.30% | 1.64% | 1.39% | 0.00% |
Frequently Asked Questions
IMMR and NIXT have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IMMR has higher volatility (11.39%) compared to NIXT (5.19%). In terms of maximum drawdown, IMMR dropped -98.66% vs NIXT's -27.75%.
NIXT currently has the higher Sharpe Ratio (1.53 vs -0.35), 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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