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NAT vs. VINIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

NAT vs. VINIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nordic American Tankers Limited (NAT) and Vanguard Institutional Index Fund Institutional Shares (VINIX). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-25.16%
11.90%
NAT
VINIX

Returns By Period

In the year-to-date period, NAT achieves a -20.29% return, which is significantly lower than VINIX's 25.52% return. Over the past 10 years, NAT has underperformed VINIX with an annualized return of -3.21%, while VINIX has yielded a comparatively higher 13.15% annualized return.


NAT

YTD

-20.29%

1M

-14.57%

6M

-25.16%

1Y

-22.46%

5Y (annualized)

4.30%

10Y (annualized)

-3.21%

VINIX

YTD

25.52%

1M

0.99%

6M

11.90%

1Y

31.89%

5Y (annualized)

15.62%

10Y (annualized)

13.15%

Key characteristics


NATVINIX
Sharpe Ratio-0.722.68
Sortino Ratio-0.923.58
Omega Ratio0.891.50
Calmar Ratio-0.303.89
Martin Ratio-1.7917.51
Ulcer Index12.55%1.88%
Daily Std Dev31.07%12.25%
Max Drawdown-90.41%-55.19%
Current Drawdown-73.16%-1.36%

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Correlation

-0.50.00.51.00.3

The correlation between NAT and VINIX is 0.29, 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.

Risk-Adjusted Performance

NAT vs. VINIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nordic American Tankers Limited (NAT) and Vanguard Institutional Index Fund Institutional Shares (VINIX). 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 NAT, currently valued at -0.72, compared to the broader market-4.00-2.000.002.004.00-0.722.68
The chart of Sortino ratio for NAT, currently valued at -0.92, compared to the broader market-4.00-2.000.002.004.00-0.923.58
The chart of Omega ratio for NAT, currently valued at 0.89, compared to the broader market0.501.001.502.000.891.50
The chart of Calmar ratio for NAT, currently valued at -0.30, compared to the broader market0.002.004.006.00-0.303.89
The chart of Martin ratio for NAT, currently valued at -1.79, compared to the broader market-10.000.0010.0020.0030.00-1.7917.51
NAT
VINIX

The current NAT Sharpe Ratio is -0.72, which is lower than the VINIX Sharpe Ratio of 2.68. The chart below compares the historical Sharpe Ratios of NAT and VINIX, 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-1.000.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
-0.72
2.68
NAT
VINIX

Dividends

NAT vs. VINIX - Dividend Comparison

NAT's dividend yield for the trailing twelve months is around 13.77%, more than VINIX's 1.26% yield.


TTM20232022202120202019201820172016201520142013
NAT
Nordic American Tankers Limited
13.77%11.67%3.59%3.55%15.25%1.42%3.50%21.42%16.62%9.05%6.13%6.63%
VINIX
Vanguard Institutional Index Fund Institutional Shares
1.26%1.47%1.74%1.28%1.59%1.91%2.13%1.82%2.07%2.45%1.88%1.85%

Drawdowns

NAT vs. VINIX - Drawdown Comparison

The maximum NAT drawdown since its inception was -90.41%, which is greater than VINIX's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for NAT and VINIX. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-73.16%
-1.36%
NAT
VINIX

Volatility

NAT vs. VINIX - Volatility Comparison

Nordic American Tankers Limited (NAT) has a higher volatility of 9.84% compared to Vanguard Institutional Index Fund Institutional Shares (VINIX) at 4.06%. This indicates that NAT's price experiences larger fluctuations and is considered to be riskier than VINIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JuneJulyAugustSeptemberOctoberNovember
9.84%
4.06%
NAT
VINIX