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JWN vs. VTRS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between JWN and VTRS is 0.37, 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.


-0.50.00.51.00.4

Performance

JWN vs. VTRS - Performance Comparison

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

-20.00%0.00%20.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
43.84%
-8.10%
JWN
VTRS

Key characteristics

Sharpe Ratio

JWN:

0.96

VTRS:

0.83

Sortino Ratio

JWN:

1.48

VTRS:

1.48

Omega Ratio

JWN:

1.20

VTRS:

1.18

Calmar Ratio

JWN:

0.57

VTRS:

0.64

Martin Ratio

JWN:

5.37

VTRS:

2.03

Ulcer Index

JWN:

7.66%

VTRS:

12.18%

Daily Std Dev

JWN:

42.63%

VTRS:

29.96%

Max Drawdown

JWN:

-86.56%

VTRS:

-52.28%

Current Drawdown

JWN:

-57.69%

VTRS:

-22.22%

Fundamentals

Market Cap

JWN:

$3.82B

VTRS:

$15.03B

EPS

JWN:

$1.58

VTRS:

-$0.73

PEG Ratio

JWN:

0.31

VTRS:

0.08

Total Revenue (TTM)

JWN:

$15.11B

VTRS:

$15.02B

Gross Profit (TTM)

JWN:

$1.64B

VTRS:

$6.07B

EBITDA (TTM)

JWN:

$498.00M

VTRS:

$3.75B

Returns By Period

In the year-to-date period, JWN achieves a 37.84% return, which is significantly higher than VTRS's 20.36% return.


JWN

YTD

37.84%

1M

11.16%

6M

17.10%

1Y

37.99%

5Y*

-7.23%

10Y*

-7.80%

VTRS

YTD

20.36%

1M

-4.65%

6M

21.92%

1Y

22.39%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

JWN vs. VTRS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nordstrom, Inc. (JWN) and Viatris Inc. (VTRS). 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-4.00-2.000.002.000.960.83
The chart of Sortino ratio for JWN, currently valued at 1.48, compared to the broader market-4.00-2.000.002.004.001.481.48
The chart of Omega ratio for JWN, currently valued at 1.20, compared to the broader market0.501.001.502.001.201.18
The chart of Calmar ratio for JWN, currently valued at 0.69, compared to the broader market0.002.004.006.000.690.64
The chart of Martin ratio for JWN, currently valued at 5.37, compared to the broader market-5.000.005.0010.0015.0020.0025.005.372.03
JWN
VTRS

The current JWN Sharpe Ratio is 0.96, which is comparable to the VTRS Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of JWN and VTRS, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.96
0.83
JWN
VTRS

Dividends

JWN vs. VTRS - Dividend Comparison

JWN's dividend yield for the trailing twelve months is around 3.10%, less than VTRS's 3.83% yield.


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%
VTRS
Viatris Inc.
3.83%4.43%4.31%2.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

JWN vs. VTRS - Drawdown Comparison

The maximum JWN drawdown since its inception was -86.56%, which is greater than VTRS's maximum drawdown of -52.28%. Use the drawdown chart below to compare losses from any high point for JWN and VTRS. For additional features, visit the drawdowns tool.


-50.00%-45.00%-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%JulyAugustSeptemberOctoberNovemberDecember
-39.72%
-22.22%
JWN
VTRS

Volatility

JWN vs. VTRS - Volatility Comparison

Nordstrom, Inc. (JWN) has a higher volatility of 14.40% compared to Viatris Inc. (VTRS) at 7.03%. This indicates that JWN's price experiences larger fluctuations and is considered to be riskier than VTRS 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%JulyAugustSeptemberOctoberNovemberDecember
14.40%
7.03%
JWN
VTRS

Financials

JWN vs. VTRS - Financials Comparison

This section allows you to compare key financial metrics between Nordstrom, Inc. and Viatris 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
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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.

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