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NBR vs. VIGIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.3

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.

0.00%200.00%400.00%600.00%800.00%1,000.00%JulyAugustSeptemberOctoberNovemberDecember
-84.01%
957.00%
NBR
VIGIX

Key characteristics

Sharpe Ratio

NBR:

-0.65

VIGIX:

2.09

Sortino Ratio

NBR:

-0.75

VIGIX:

2.68

Omega Ratio

NBR:

0.92

VIGIX:

1.38

Calmar Ratio

NBR:

-0.37

VIGIX:

2.81

Martin Ratio

NBR:

-1.68

VIGIX:

10.99

Ulcer Index

NBR:

21.72%

VIGIX:

3.31%

Daily Std Dev

NBR:

56.09%

VIGIX:

17.44%

Max Drawdown

NBR:

-99.51%

VIGIX:

-57.17%

Current Drawdown

NBR:

-97.41%

VIGIX:

-2.51%

Returns By Period

In the year-to-date period, NBR achieves a -34.13% return, which is significantly lower than VIGIX's 34.77% return. Over the past 10 years, NBR has underperformed VIGIX with an annualized return of -20.64%, while VIGIX has yielded a comparatively higher 15.88% annualized return.


NBR

YTD

-34.13%

1M

-25.88%

6M

-20.21%

1Y

-37.02%

5Y*

-18.09%

10Y*

-20.64%

VIGIX

YTD

34.77%

1M

3.33%

6M

12.01%

1Y

34.91%

5Y*

18.89%

10Y*

15.88%

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Risk-Adjusted Performance

NBR vs. VIGIX - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for NBR, currently valued at -0.65, compared to the broader market-4.00-2.000.002.00-0.652.09
The chart of Sortino ratio for NBR, currently valued at -0.75, compared to the broader market-4.00-2.000.002.004.00-0.752.68
The chart of Omega ratio for NBR, currently valued at 0.92, compared to the broader market0.501.001.502.000.921.38
The chart of Calmar ratio for NBR, currently valued at -0.37, compared to the broader market0.002.004.006.00-0.372.81
The chart of Martin ratio for NBR, currently valued at -1.68, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.6810.99
NBR
VIGIX

The current NBR Sharpe Ratio is -0.65, which is lower than the VIGIX Sharpe Ratio of 2.09. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.65
2.09
NBR
VIGIX

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 0.33%.


TTM20232022202120202019201820172016201520142013
NBR
Nabors Industries Ltd.
0.00%0.00%0.00%0.00%0.86%1.39%12.00%3.51%1.46%2.82%1.54%0.94%
VIGIX
Vanguard Growth Index Fund Institutional Shares
0.33%0.58%0.70%0.48%0.66%0.95%1.32%1.15%1.40%1.31%1.22%1.20%

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 -57.17%. Use the drawdown chart below to compare losses from any high point for NBR and VIGIX. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-97.41%
-2.51%
NBR
VIGIX

Volatility

NBR vs. VIGIX - Volatility Comparison

Nabors Industries Ltd. (NBR) has a higher volatility of 11.69% compared to Vanguard Growth Index Fund Institutional Shares (VIGIX) at 4.92%. 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.


5.00%10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
11.69%
4.92%
NBR
VIGIX
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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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