JWN vs. VIXM
Compare and contrast key facts about Nordstrom, Inc. (JWN) and ProShares VIX Mid-Term Futures ETF (VIXM).
VIXM is a passively managed fund by ProShares that tracks the performance of the S&P 500 VIX Mid-Term Futures Index. It was launched on Jan 4, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JWN or VIXM.
Correlation
The correlation between JWN and VIXM is -0.37. 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.
Performance
JWN vs. VIXM - Performance Comparison
Key characteristics
JWN:
0.84
VIXM:
-0.20
JWN:
1.34
VIXM:
-0.04
JWN:
1.18
VIXM:
1.00
JWN:
0.50
VIXM:
-0.08
JWN:
4.65
VIXM:
-0.40
JWN:
7.66%
VIXM:
19.13%
JWN:
42.65%
VIXM:
38.26%
JWN:
-86.56%
VIXM:
-96.23%
JWN:
-58.50%
VIXM:
-95.79%
Returns By Period
In the year-to-date period, JWN achieves a 35.20% return, which is significantly higher than VIXM's -8.36% return. Over the past 10 years, JWN has outperformed VIXM with an annualized return of -7.84%, while VIXM has yielded a comparatively lower -13.04% annualized return.
JWN
35.20%
7.01%
15.39%
38.43%
-7.59%
-7.84%
VIXM
-8.36%
9.25%
6.67%
-9.55%
-6.10%
-13.04%
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Risk-Adjusted Performance
JWN vs. VIXM - Risk-Adjusted Performance 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.
Dividends
JWN vs. VIXM - Dividend Comparison
JWN's dividend yield for the trailing twelve months is around 3.16%, while VIXM has not paid dividends to shareholders.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Nordstrom, Inc. | 3.16% | 4.12% | 4.71% | 0.00% | 1.19% | 3.62% | 3.18% | 3.12% | 3.09% | 12.71% | 1.66% | 1.94% |
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
The maximum JWN drawdown since its inception was -86.56%, smaller than the maximum VIXM drawdown of -96.23%. Use the drawdown chart below to compare losses from any high point for JWN and VIXM. For additional features, visit the drawdowns tool.
Volatility
JWN vs. VIXM - Volatility Comparison
Nordstrom, Inc. (JWN) has a higher volatility of 14.51% compared to ProShares VIX Mid-Term Futures ETF (VIXM) at 6.60%. This indicates that JWN's price experiences larger fluctuations and is considered to be riskier than VIXM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.