NCTWX vs. ^GSPC

In the year-to-date period, NCTWX achieves a -0.75% return, which is significantly lower than ^GSPC's 0.51% return. Over the past 10 years, NCTWX has underperformed ^GSPC with an annualized return of 8.80%, while ^GSPC has yielded a comparatively higher 10.85% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Nicholas II Fund (NCTWX) and S&P 500 (^GSPC). 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.

The current NCTWX Sharpe Ratio is 0.25, which is lower than the ^GSPC Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of NCTWX and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum NCTWX drawdown since its inception was -61.79%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for NCTWX and ^GSPC.

Nicholas II Fund (NCTWX) has a higher volatility of 5.42% compared to S&P 500 (^GSPC) at 4.77%. This indicates that NCTWX's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.