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

Correlation

The correlation between JWN and DXC is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

JWN vs. DXC - Performance Comparison

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

-60.00%-55.00%-50.00%-45.00%-40.00%-35.00%-30.00%-25.00%JulyAugustSeptemberOctoberNovemberDecember
-29.17%
-52.00%
JWN
DXC

Key characteristics

Sharpe Ratio

JWN:

0.96

DXC:

-0.16

Sortino Ratio

JWN:

1.48

DXC:

0.05

Omega Ratio

JWN:

1.20

DXC:

1.01

Calmar Ratio

JWN:

0.57

DXC:

-0.08

Martin Ratio

JWN:

5.37

DXC:

-0.37

Ulcer Index

JWN:

7.66%

DXC:

17.03%

Daily Std Dev

JWN:

42.63%

DXC:

39.69%

Max Drawdown

JWN:

-86.56%

DXC:

-90.12%

Current Drawdown

JWN:

-57.69%

DXC:

-77.70%

Fundamentals

Market Cap

JWN:

$3.82B

DXC:

$3.89B

EPS

JWN:

$1.58

DXC:

$0.18

PE Ratio

JWN:

14.66

DXC:

119.28

PEG Ratio

JWN:

0.31

DXC:

0.28

Total Revenue (TTM)

JWN:

$15.11B

DXC:

$13.26B

Gross Profit (TTM)

JWN:

$1.64B

DXC:

$2.41B

EBITDA (TTM)

JWN:

$498.00M

DXC:

$1.73B

Returns By Period

In the year-to-date period, JWN achieves a 37.84% return, which is significantly higher than DXC's -9.93% return.


JWN

YTD

37.84%

1M

11.16%

6M

17.10%

1Y

37.99%

5Y*

-7.23%

10Y*

-7.80%

DXC

YTD

-9.93%

1M

-2.69%

6M

9.93%

1Y

-8.85%

5Y*

-11.00%

10Y*

N/A

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. DXC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nordstrom, Inc. (JWN) and DXC Technology Company (DXC). 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 0.96, compared to the broader market-4.00-2.000.002.000.96-0.16
The chart of Sortino ratio for JWN, currently valued at 1.48, compared to the broader market-4.00-2.000.002.004.001.480.05
The chart of Omega ratio for JWN, currently valued at 1.20, compared to the broader market0.501.001.502.001.201.01
The chart of Calmar ratio for JWN, currently valued at 0.58, compared to the broader market0.002.004.006.000.58-0.08
The chart of Martin ratio for JWN, currently valued at 5.37, compared to the broader market-5.000.005.0010.0015.0020.0025.005.37-0.37
JWN
DXC

The current JWN Sharpe Ratio is 0.96, which is higher than the DXC Sharpe Ratio of -0.16. The chart below compares the historical Sharpe Ratios of JWN and DXC, 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-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.96
-0.16
JWN
DXC

Dividends

JWN vs. DXC - Dividend Comparison

JWN's dividend yield for the trailing twelve months is around 3.10%, while DXC has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
JWN
Nordstrom, Inc.
3.10%4.12%4.71%0.00%1.19%3.62%3.18%3.12%3.09%12.71%1.66%1.94%
DXC
DXC Technology Company
0.00%0.00%0.00%0.00%0.82%2.18%24.74%0.72%0.00%0.00%0.00%0.00%

Drawdowns

JWN vs. DXC - Drawdown Comparison

The maximum JWN drawdown since its inception was -86.56%, roughly equal to the maximum DXC drawdown of -90.12%. Use the drawdown chart below to compare losses from any high point for JWN and DXC. For additional features, visit the drawdowns tool.


-80.00%-75.00%-70.00%-65.00%-60.00%JulyAugustSeptemberOctoberNovemberDecember
-56.45%
-77.70%
JWN
DXC

Volatility

JWN vs. DXC - Volatility Comparison

Nordstrom, Inc. (JWN) has a higher volatility of 14.40% compared to DXC Technology Company (DXC) at 8.41%. This indicates that JWN's price experiences larger fluctuations and is considered to be riskier than DXC 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%JulyAugustSeptemberOctoberNovemberDecember
14.40%
8.41%
JWN
DXC

Financials

JWN vs. DXC - Financials Comparison

This section allows you to compare key financial metrics between Nordstrom, Inc. and DXC Technology Company. 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 © 2024 PortfoliosLab