JWN vs. VIXM

Last updated Jun 4, 2026

JWN (Nordstrom, Inc.) is a stock, while VIXM (ProShares VIX Mid-Term Futures ETF) is Volatility fund tracking the S&P 500 VIX Mid-Term Futures Index. At a correlation of -0.36, they often move in opposite directions.

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.

Returns By Period

JWN

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

VIXM

• 1D: 0.39%
• 1M: -2.34%
• YTD: 1.31%
• 6M: -2.83%
• 1Y: -8.35%
• 3Y*: -13.22%
• 5Y*: -13.49%
• 10Y*: -11.17%

*Multi-year figures are annualized to reflect compound growth (CAGR)

JWN vs. VIXM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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	1.31%	5.60%	-13.67%	-44.83%	-0.69%	-16.70%	72.38%	-20.38%	26.43%	-50.05%

Correlation

The correlation between JWN and VIXM is -0.36, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (3Y) Calculated over the trailing 3-year period	-0.23
Correlation (5Y) Calculated over the trailing 5-year period	-0.37
Correlation (10Y) Calculated over the trailing 10-year period	-0.33
Correlation (All Time) Calculated using the full available price history since Jan 5, 2011	-0.36

The correlation between JWN and VIXM shifts across timeframes, from -0.37 (5 years) to -0.23 (3 years), reflecting how their relationship changes across market environments.

Return for Risk

JWN vs. VIXM — Risk / Return Rank

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

VIXM

VIXM Risk / Return Rank: 4
VIXM Sharpe Ratio Rank: 5
VIXM Sortino Ratio Rank: 5
VIXM Omega Ratio Rank: 4
VIXM Calmar Ratio Rank: 4
VIXM Martin Ratio Rank: 4

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.

Sharpe Ratios by Period

	JWN	VIXM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	-0.44	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.44	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	-0.34	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	-0.55	—

Drawdowns

Drawdown Indicators

	JWN	VIXM	Difference
Max Drawdown Largest peak-to-trough decline	—	-96.23%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-15.22%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-41.41%	—
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	—	-95.75%	—
Average Drawdown Average peak-to-trough decline	—	-81.52%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	8.74%	—

Volatility

Volatility by Period

	JWN	VIXM	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.19%	—
Volatility (6M) Calculated over the trailing 6-month period	—	13.91%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	18.98%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	30.68%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	32.90%	—

Dividends

JWN vs. VIXM - Dividend Comparison

Neither JWN nor VIXM has paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JWN Nordstrom, Inc.	0.00%	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%

Frequently Asked Questions

Can I hold both JWN and VIXM in my portfolio?

JWN and VIXM have a correlation of -0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.