PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
JWN vs. CBRL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between JWN and CBRL is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

JWN vs. CBRL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nordstrom, Inc. (JWN) and Cracker Barrel Old Country Store, Inc. (CBRL). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
8.09%
26.37%
JWN
CBRL

Key characteristics

Sharpe Ratio

JWN:

0.95

CBRL:

-0.42

Sortino Ratio

JWN:

1.46

CBRL:

-0.31

Omega Ratio

JWN:

1.20

CBRL:

0.96

Calmar Ratio

JWN:

0.54

CBRL:

-0.27

Martin Ratio

JWN:

5.16

CBRL:

-0.56

Ulcer Index

JWN:

7.58%

CBRL:

36.77%

Daily Std Dev

JWN:

41.24%

CBRL:

49.09%

Max Drawdown

JWN:

-86.56%

CBRL:

-80.15%

Current Drawdown

JWN:

-58.43%

CBRL:

-63.37%

Fundamentals

Market Cap

JWN:

$3.98B

CBRL:

$1.22B

EPS

JWN:

$1.58

CBRL:

$1.80

PE Ratio

JWN:

15.25

CBRL:

30.41

PEG Ratio

JWN:

0.31

CBRL:

2.50

Total Revenue (TTM)

JWN:

$15.11B

CBRL:

$3.49B

Gross Profit (TTM)

JWN:

$1.64B

CBRL:

$712.26M

EBITDA (TTM)

JWN:

$498.00M

CBRL:

$129.04M

Returns By Period

In the year-to-date period, JWN achieves a -0.21% return, which is significantly lower than CBRL's 3.99% return. Over the past 10 years, JWN has underperformed CBRL with an annualized return of -7.61%, while CBRL has yielded a comparatively higher -4.13% annualized return.


JWN

YTD

-0.21%

1M

5.29%

6M

8.09%

1Y

41.25%

5Y*

-7.42%

10Y*

-7.61%

CBRL

YTD

3.99%

1M

5.45%

6M

26.37%

1Y

-22.81%

5Y*

-15.99%

10Y*

-4.13%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

JWN vs. CBRL — Risk-Adjusted Performance Rank

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

JWN
The Risk-Adjusted Performance Rank of JWN is 7474
Overall Rank
The Sharpe Ratio Rank of JWN is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of JWN is 7171
Sortino Ratio Rank
The Omega Ratio Rank of JWN is 7272
Omega Ratio Rank
The Calmar Ratio Rank of JWN is 6969
Calmar Ratio Rank
The Martin Ratio Rank of JWN is 8282
Martin Ratio Rank

CBRL
The Risk-Adjusted Performance Rank of CBRL is 2727
Overall Rank
The Sharpe Ratio Rank of CBRL is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of CBRL is 2424
Sortino Ratio Rank
The Omega Ratio Rank of CBRL is 2525
Omega Ratio Rank
The Calmar Ratio Rank of CBRL is 2929
Calmar Ratio Rank
The Martin Ratio Rank of CBRL is 3434
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

JWN vs. CBRL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nordstrom, Inc. (JWN) and Cracker Barrel Old Country Store, Inc. (CBRL). 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.


Sharpe ratio
The chart of Sharpe ratio for JWN, currently valued at 0.95, compared to the broader market-2.000.002.004.000.95-0.42
The chart of Sortino ratio for JWN, currently valued at 1.46, compared to the broader market-4.00-2.000.002.004.001.46-0.31
The chart of Omega ratio for JWN, currently valued at 1.20, compared to the broader market0.501.001.502.001.200.96
The chart of Calmar ratio for JWN, currently valued at 0.54, compared to the broader market0.002.004.006.000.54-0.27
The chart of Martin ratio for JWN, currently valued at 5.16, compared to the broader market-10.000.0010.0020.0030.005.16-0.56
JWN
CBRL

The current JWN Sharpe Ratio is 0.95, which is higher than the CBRL Sharpe Ratio of -0.42. The chart below compares the historical Sharpe Ratios of JWN and CBRL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.50-1.00-0.500.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.95
-0.42
JWN
CBRL

Dividends

JWN vs. CBRL - Dividend Comparison

JWN's dividend yield for the trailing twelve months is around 3.15%, less than CBRL's 3.75% yield.


TTM20242023202220212020201920182017201620152014
JWN
Nordstrom, Inc.
3.15%3.15%4.12%4.71%0.00%1.19%3.62%3.18%3.12%3.09%12.71%1.66%
CBRL
Cracker Barrel Old Country Store, Inc.
3.75%5.86%6.75%5.49%1.79%2.96%5.27%5.41%5.16%4.64%5.68%3.02%

Drawdowns

JWN vs. CBRL - Drawdown Comparison

The maximum JWN drawdown since its inception was -86.56%, which is greater than CBRL's maximum drawdown of -80.15%. Use the drawdown chart below to compare losses from any high point for JWN and CBRL. For additional features, visit the drawdowns tool.


-75.00%-70.00%-65.00%-60.00%AugustSeptemberOctoberNovemberDecember2025
-58.43%
-63.37%
JWN
CBRL

Volatility

JWN vs. CBRL - Volatility Comparison

The current volatility for Nordstrom, Inc. (JWN) is 5.90%, while Cracker Barrel Old Country Store, Inc. (CBRL) has a volatility of 13.99%. This indicates that JWN experiences smaller price fluctuations and is considered to be less risky than CBRL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%AugustSeptemberOctoberNovemberDecember2025
5.90%
13.99%
JWN
CBRL

Financials

JWN vs. CBRL - Financials Comparison

This section allows you to compare key financial metrics between Nordstrom, Inc. and Cracker Barrel Old Country Store, 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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab