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NBIS vs. VRIG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NBIS vs. VRIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nebius Group N.V. (NBIS) and Invesco Variable Rate Investment Grade ETF (VRIG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NBIS achieves a 160.44% return, which is significantly higher than VRIG's 1.87% return.


NBIS

1D
-4.31%
1M
23.13%
YTD
160.44%
6M
117.28%
1Y
351.53%
3Y*
5Y*
10Y*

VRIG

1D
0.04%
1M
0.39%
YTD
1.87%
6M
2.24%
1Y
4.97%
3Y*
5.96%
5Y*
4.44%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NBIS vs. VRIG - Yearly Performance Comparison


2026 (YTD)20252024
NBIS
Nebius Group N.V.
160.44%202.18%46.25%
VRIG
Invesco Variable Rate Investment Grade ETF
1.87%5.05%1.31%

Correlation

The correlation between NBIS and VRIG is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.01

Correlation (All Time)
Calculated using the full available price history since Oct 18, 2024

0.09

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Return for Risk

NBIS vs. VRIG — Risk / Return Rank

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

NBIS
NBIS Risk / Return Rank: 9494
Overall Rank
NBIS Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
NBIS Sortino Ratio Rank: 9494
Sortino Ratio Rank
NBIS Omega Ratio Rank: 9090
Omega Ratio Rank
NBIS Calmar Ratio Rank: 9696
Calmar Ratio Rank
NBIS Martin Ratio Rank: 9595
Martin Ratio Rank

VRIG
VRIG Risk / Return Rank: 9999
Overall Rank
VRIG Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
VRIG Sortino Ratio Rank: 9999
Sortino Ratio Rank
VRIG Omega Ratio Rank: 9999
Omega Ratio Rank
VRIG Calmar Ratio Rank: 9999
Calmar Ratio Rank
VRIG Martin Ratio Rank: 9999
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.

NBIS vs. VRIG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nebius Group N.V. (NBIS) and Invesco Variable Rate Investment Grade ETF (VRIG). 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.


NBISVRIGDifference
Sharpe ratioReturn per unit of total volatility

-6.70

Sortino ratioReturn per unit of downside risk

-20.66

Omega ratioGain probability vs. loss probability

1.41

5.29

-3.87

Calmar ratioReturn relative to maximum drawdown

7.79

62.49

-54.69

Martin ratioReturn relative to average drawdown

17.86

318.26

-300.39

NBIS vs. VRIG - Sharpe Ratio Comparison

The current NBIS Sharpe Ratio is 3.39, which is lower than the VRIG Sharpe Ratio of 10.08. The chart below compares the historical Sharpe Ratios of NBIS and VRIG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


NBISVRIGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.39

10.08

-6.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

3.46

Sharpe Ratio (All Time)

Calculated using the full available price history

3.19

0.91

+2.27

Drawdowns

NBIS vs. VRIG - Drawdown Comparison

The maximum NBIS drawdown since its inception was -58.27%, which is greater than VRIG's maximum drawdown of -13.04%. Use the drawdown chart below to compare losses from any high point for NBIS and VRIG.


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Drawdown Indicators


NBISVRIGDifference

Max Drawdown

Largest peak-to-trough decline

-58.27%

-13.04%

-45.23%

Max Drawdown (1Y)

Largest decline over 1 year

-45.47%

-0.08%

-45.39%

Max Drawdown (3Y)

Largest decline over 3 years

-0.78%

Max Drawdown (5Y)

Largest decline over 5 years

-2.28%

Current Drawdown

Current decline from peak

-17.58%

0.00%

-17.58%

Average Drawdown

Average peak-to-trough decline

-19.02%

-0.27%

-18.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.79%

0.02%

+19.77%

Volatility

NBIS vs. VRIG - Volatility Comparison

Nebius Group N.V. (NBIS) has a higher volatility of 33.60% compared to Invesco Variable Rate Investment Grade ETF (VRIG) at 0.11%. This indicates that NBIS's price experiences larger fluctuations and is considered to be riskier than VRIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NBISVRIGDifference

Volatility (1M)

Calculated over the trailing 1-month period

33.60%

0.11%

+33.49%

Volatility (6M)

Calculated over the trailing 6-month period

71.53%

0.36%

+71.17%

Volatility (1Y)

Calculated over the trailing 1-year period

104.78%

0.50%

+104.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

110.72%

1.29%

+109.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

110.72%

3.80%

+106.92%

Dividends

NBIS vs. VRIG - Dividend Comparison

NBIS has not paid dividends to shareholders, while VRIG's dividend yield for the trailing twelve months is around 4.79%.


PositionTTM2025202420232022202120202019201820172016
NBIS
Nebius Group N.V.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VRIG
Invesco Variable Rate Investment Grade ETF
4.79%4.99%6.09%5.97%2.39%0.78%1.57%3.12%2.89%2.31%0.60%

Frequently Asked Questions


NBIS and VRIG have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NBIS has higher volatility (33.60%) compared to VRIG (0.11%). In terms of maximum drawdown, NBIS dropped -58.27% vs VRIG's -13.04%.

VRIG currently has the higher Sharpe Ratio (10.08 vs 3.39), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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