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JWN vs. VIXM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JWN vs. VIXM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nordstrom, Inc. (JWN) and ProShares VIX Mid-Term Futures ETF (VIXM). The values are adjusted to include any dividend payments, if applicable.

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JWN vs. VIXM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JWN
Nordstrom, Inc.
0.00%4.23%35.73%19.92%-26.18%-27.52%-22.76%-8.38%1.14%2.30%
VIXM
ProShares VIX Mid-Term Futures ETF
12.31%5.60%-13.67%-44.83%-0.69%-16.70%72.38%-20.38%26.43%-50.05%

Returns By Period


JWN

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

VIXM

1D
-2.72%
1M
9.31%
YTD
12.31%
6M
8.41%
1Y
8.20%
3Y*
-13.85%
5Y*
-12.86%
10Y*
-10.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

JWN vs. VIXM — Risk / Return Rank

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

JWN

VIXM
VIXM Risk / Return Rank: 2121
Overall Rank
VIXM Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
VIXM Sortino Ratio Rank: 2424
Sortino Ratio Rank
VIXM Omega Ratio Rank: 2424
Omega Ratio Rank
VIXM Calmar Ratio Rank: 2121
Calmar Ratio Rank
VIXM Martin Ratio Rank: 1616
Martin Ratio Rank
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.

JWN vs. VIXM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nordstrom, Inc. (JWN) and ProShares VIX Mid-Term Futures ETF (VIXM). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

JWN vs. VIXM - Sharpe Ratio Comparison


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Sharpe Ratios by Period


JWNVIXMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.53

Correlation

The correlation between JWN and VIXM is -0.36. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

JWN vs. VIXM - Dividend Comparison

JWN's dividend yield for the trailing twelve months is around 1.01%, while VIXM has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
JWN
Nordstrom, Inc.
1.01%2.03%3.15%4.12%4.71%0.00%1.19%3.62%3.18%3.12%3.09%12.71%
VIXM
ProShares VIX Mid-Term Futures ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

JWN vs. VIXM - Drawdown Comparison


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Drawdown Indicators


JWNVIXMDifference

Max Drawdown

Largest peak-to-trough decline

-96.23%

Max Drawdown (1Y)

Largest decline over 1 year

-23.73%

Max Drawdown (5Y)

Largest decline over 5 years

-63.40%

Max Drawdown (10Y)

Largest decline over 10 years

-75.72%

Current Drawdown

Current decline from peak

-95.29%

Average Drawdown

Average peak-to-trough decline

-81.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.12%

Volatility

JWN vs. VIXM - Volatility Comparison


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Volatility by Period


JWNVIXMDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.86%

Volatility (6M)

Calculated over the trailing 6-month period

15.23%

Volatility (1Y)

Calculated over the trailing 1-year period

29.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.06%