NESR vs. VLUE
NESR (National Energy Services Reunited Corp.) is a stock, while VLUE (iShares Edge MSCI USA Value Factor ETF) is Large Cap Value Equities fund tracking the MSCI USA Value Weighted Index. Over the past 5 years, NESR returned 11.77%/yr vs 16.06%/yr for VLUE. At a 0.34 correlation, their price movements are largely independent.
Performance
NESR vs. VLUE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, NESR achieves a 61.75% return, which is significantly higher than VLUE's 47.08% return.
NESR
- 1D
- 1.32%
- 1M
- 3.77%
- YTD
- 61.75%
- 6M
- 72.08%
- 1Y
- 351.52%
- 3Y*
- 105.71%
- 5Y*
- 11.77%
- 10Y*
- —
VLUE
- 1D
- -1.29%
- 1M
- 15.14%
- YTD
- 47.08%
- 6M
- 50.18%
- 1Y
- 89.43%
- 3Y*
- 33.96%
- 5Y*
- 16.06%
- 10Y*
- 15.20%
NESR vs. VLUE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NESR National Energy Services Reunited Corp. | 61.75% | 74.78% | 46.89% | -12.10% | -26.56% | -4.83% | 8.88% | 5.31% | -12.96% | 4.63% |
VLUE iShares Edge MSCI USA Value Factor ETF | 47.08% | 32.67% | 7.25% | 14.26% | -14.17% | 28.93% | -0.23% | 27.20% | -11.13% | 15.40% |
Correlation
The correlation between NESR and VLUE is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Jun 6, 2017 | 0.34 |
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
NESR vs. VLUE — Risk / Return Rank
NESR
VLUE
NESR vs. VLUE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for National Energy Services Reunited Corp. (NESR) and iShares Edge MSCI USA Value Factor ETF (VLUE). 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.
| NESR | VLUE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.51 | ||
| Sortino ratioReturn per unit of downside risk | -0.55 | ||
| Omega ratioGain probability vs. loss probability | 1.76 | 1.88 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 12.93 | 9.95 | +2.99 |
| Martin ratioReturn relative to average drawdown | 45.43 | 44.54 | +0.89 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| NESR | VLUE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 6.69 | 5.19 | +1.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.91 | -0.69 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.77 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.76 | -0.53 |
Drawdowns
NESR vs. VLUE - Drawdown Comparison
The maximum NESR drawdown since its inception was -83.12%, which is greater than VLUE's maximum drawdown of -39.47%. Use the drawdown chart below to compare losses from any high point for NESR and VLUE.
Loading charts...
Drawdown Indicators
| NESR | VLUE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.12% | -39.47% | -43.65% |
Max Drawdown (1Y)Largest decline over 1 year | -27.39% | -9.04% | -18.35% |
Max Drawdown (3Y)Largest decline over 3 years | -45.64% | -17.89% | -27.75% |
Max Drawdown (5Y)Largest decline over 5 years | -83.12% | -27.12% | -56.00% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.47% | — |
Current DrawdownCurrent decline from peak | -5.63% | -1.70% | -3.93% |
Average DrawdownAverage peak-to-trough decline | -35.99% | -6.01% | -29.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.78% | 2.01% | +5.77% |
Volatility
NESR vs. VLUE - Volatility Comparison
National Energy Services Reunited Corp. (NESR) has a higher volatility of 15.18% compared to iShares Edge MSCI USA Value Factor ETF (VLUE) at 7.83%. This indicates that NESR's price experiences larger fluctuations and is considered to be riskier than VLUE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| NESR | VLUE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.18% | 7.83% | +7.35% |
Volatility (6M)Calculated over the trailing 6-month period | 36.44% | 14.06% | +22.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 53.34% | 17.34% | +36.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 55.59% | 17.79% | +37.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 52.22% | 19.82% | +32.40% |
Dividends
NESR vs. VLUE - Dividend Comparison
NESR has not paid dividends to shareholders, while VLUE's dividend yield for the trailing twelve months is around 1.42%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NESR National Energy Services Reunited Corp. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VLUE iShares Edge MSCI USA Value Factor ETF | 1.42% | 2.11% | 2.73% | 2.66% | 3.18% | 2.22% | 2.42% | 2.61% | 2.70% | 2.14% | 2.07% | 2.39% |
Frequently Asked Questions
NESR and VLUE have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NESR has higher volatility (15.18%) compared to VLUE (7.83%). In terms of maximum drawdown, NESR dropped -83.12% vs VLUE's -39.47%.
NESR currently has the higher Sharpe Ratio (6.69 vs 5.19), 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.
Find the right allocation for NESR and VLUE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer