PortfoliosLab logoPortfoliosLab logo
NBR vs. VIGIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NBR vs. VIGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nabors Industries Ltd. (NBR) and Vanguard Growth Index Fund Institutional Shares (VIGIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

NBR vs. VIGIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NBR
Nabors Industries Ltd.
58.49%-5.02%-29.96%-47.29%90.99%39.26%-58.62%46.33%-69.27%-57.05%
VIGIX
Vanguard Growth Index Fund Institutional Shares
-13.83%19.44%32.68%46.77%-33.13%27.27%40.19%37.26%-3.34%27.81%

Returns By Period

In the year-to-date period, NBR achieves a 58.49% return, which is significantly higher than VIGIX's -13.83% return. Over the past 10 years, NBR has underperformed VIGIX with an annualized return of -14.04%, while VIGIX has yielded a comparatively higher 15.58% annualized return.


NBR

1D
-1.57%
1M
10.16%
YTD
58.49%
6M
110.57%
1Y
106.33%
3Y*
-10.96%
5Y*
-2.72%
10Y*
-14.04%

VIGIX

1D
-0.57%
1M
-8.83%
YTD
-13.83%
6M
-12.31%
1Y
13.73%
3Y*
19.57%
5Y*
10.94%
10Y*
15.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

NBR vs. VIGIX — Risk / Return Rank

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

NBR
NBR Risk / Return Rank: 8080
Overall Rank
NBR Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
NBR Sortino Ratio Rank: 7878
Sortino Ratio Rank
NBR Omega Ratio Rank: 7878
Omega Ratio Rank
NBR Calmar Ratio Rank: 8282
Calmar Ratio Rank
NBR Martin Ratio Rank: 7979
Martin Ratio Rank

VIGIX
VIGIX Risk / Return Rank: 2626
Overall Rank
VIGIX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
VIGIX Sortino Ratio Rank: 3030
Sortino Ratio Rank
VIGIX Omega Ratio Rank: 2929
Omega Ratio Rank
VIGIX Calmar Ratio Rank: 2323
Calmar Ratio Rank
VIGIX Martin Ratio Rank: 2222
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.

NBR vs. VIGIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nabors Industries Ltd. (NBR) and Vanguard Growth Index Fund Institutional Shares (VIGIX). 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.


NBRVIGIXDifference

Sharpe ratio

Return per unit of total volatility

1.46

0.61

+0.84

Sortino ratio

Return per unit of downside risk

2.00

1.04

+0.96

Omega ratio

Gain probability vs. loss probability

1.27

1.15

+0.13

Calmar ratio

Return relative to maximum drawdown

2.49

0.66

+1.84

Martin ratio

Return relative to average drawdown

5.63

2.38

+3.25

NBR vs. VIGIX - Sharpe Ratio Comparison

The current NBR Sharpe Ratio is 1.46, which is higher than the VIGIX Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of NBR and VIGIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


NBRVIGIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.46

0.61

+0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

0.49

-0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.17

0.73

-0.90

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.03

0.43

-0.46

Correlation

The correlation between NBR and VIGIX is 0.34, 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.


Dividends

NBR vs. VIGIX - Dividend Comparison

NBR has not paid dividends to shareholders, while VIGIX's dividend yield for the trailing twelve months is around 0.47%.


TTM20252024202320222021202020192018201720162015
NBR
Nabors Industries Ltd.
0.00%0.00%0.00%0.00%0.00%0.00%0.86%1.39%12.00%3.51%1.46%2.82%
VIGIX
Vanguard Growth Index Fund Institutional Shares
0.47%0.41%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.15%1.40%1.31%

Drawdowns

NBR vs. VIGIX - Drawdown Comparison

The maximum NBR drawdown since its inception was -99.51%, which is greater than VIGIX's maximum drawdown of -56.95%. Use the drawdown chart below to compare losses from any high point for NBR and VIGIX.


Loading graphics...

Drawdown Indicators


NBRVIGIXDifference

Max Drawdown

Largest peak-to-trough decline

-99.51%

-56.95%

-42.56%

Max Drawdown (1Y)

Largest decline over 1 year

-42.58%

-16.51%

-26.07%

Max Drawdown (5Y)

Largest decline over 5 years

-87.70%

-35.62%

-52.08%

Max Drawdown (10Y)

Largest decline over 10 years

-98.73%

-35.62%

-63.11%

Current Drawdown

Current decline from peak

-95.85%

-16.51%

-79.34%

Average Drawdown

Average peak-to-trough decline

-52.52%

-16.36%

-36.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.87%

4.56%

+14.31%

Volatility

NBR vs. VIGIX - Volatility Comparison

Nabors Industries Ltd. (NBR) has a higher volatility of 11.72% compared to Vanguard Growth Index Fund Institutional Shares (VIGIX) at 5.52%. This indicates that NBR's price experiences larger fluctuations and is considered to be riskier than VIGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


NBRVIGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.72%

5.52%

+6.20%

Volatility (6M)

Calculated over the trailing 6-month period

40.31%

12.10%

+28.21%

Volatility (1Y)

Calculated over the trailing 1-year period

73.39%

22.69%

+50.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

67.84%

22.30%

+45.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

82.12%

21.49%

+60.63%