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NICSX vs. NCTWX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NICSX vs. NCTWX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nicholas Fund (NICSX) and Nicholas II Fund (NCTWX). The values are adjusted to include any dividend payments, if applicable.

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NICSX vs. NCTWX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NICSX
Nicholas Fund
-10.51%4.45%11.80%34.17%-18.15%26.58%18.91%33.68%-3.71%17.55%
NCTWX
Nicholas II Fund
-10.04%-1.27%6.74%19.89%-18.03%21.58%15.73%34.90%-4.20%25.65%

Returns By Period

The year-to-date returns for both investments are quite close, with NICSX having a -10.51% return and NCTWX slightly higher at -10.04%. Over the past 10 years, NICSX has outperformed NCTWX with an annualized return of 10.26%, while NCTWX has yielded a comparatively lower 8.25% annualized return.


NICSX

1D
0.30%
1M
-7.85%
YTD
-10.51%
6M
-10.20%
1Y
-2.60%
3Y*
8.62%
5Y*
6.92%
10Y*
10.26%

NCTWX

1D
0.38%
1M
-10.44%
YTD
-10.04%
6M
-11.77%
1Y
-7.34%
3Y*
2.46%
5Y*
1.52%
10Y*
8.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NICSX vs. NCTWX - Expense Ratio Comparison

NICSX has a 0.71% expense ratio, which is higher than NCTWX's 0.59% expense ratio.


Return for Risk

NICSX vs. NCTWX — Risk / Return Rank

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

NICSX
NICSX Risk / Return Rank: 33
Overall Rank
NICSX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
NICSX Sortino Ratio Rank: 44
Sortino Ratio Rank
NICSX Omega Ratio Rank: 44
Omega Ratio Rank
NICSX Calmar Ratio Rank: 33
Calmar Ratio Rank
NICSX Martin Ratio Rank: 22
Martin Ratio Rank

NCTWX
NCTWX Risk / Return Rank: 22
Overall Rank
NCTWX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
NCTWX Sortino Ratio Rank: 22
Sortino Ratio Rank
NCTWX Omega Ratio Rank: 22
Omega Ratio Rank
NCTWX Calmar Ratio Rank: 11
Calmar Ratio Rank
NCTWX Martin Ratio Rank: 11
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.

NICSX vs. NCTWX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nicholas Fund (NICSX) and Nicholas II Fund (NCTWX). 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.


NICSXNCTWXDifference

Sharpe ratio

Return per unit of total volatility

-0.13

-0.36

+0.24

Sortino ratio

Return per unit of downside risk

-0.07

-0.40

+0.34

Omega ratio

Gain probability vs. loss probability

0.99

0.95

+0.04

Calmar ratio

Return relative to maximum drawdown

-0.30

-0.58

+0.28

Martin ratio

Return relative to average drawdown

-1.08

-1.73

+0.65

NICSX vs. NCTWX - Sharpe Ratio Comparison

The current NICSX Sharpe Ratio is -0.13, which is higher than the NCTWX Sharpe Ratio of -0.36. The chart below compares the historical Sharpe Ratios of NICSX and NCTWX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


NICSXNCTWXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.13

-0.36

+0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

0.08

+0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.45

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.57

+0.06

Correlation

The correlation between NICSX and NCTWX is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

NICSX vs. NCTWX - Dividend Comparison

NICSX's dividend yield for the trailing twelve months is around 10.30%, less than NCTWX's 13.82% yield.


TTM20252024202320222021202020192018201720162015
NICSX
Nicholas Fund
10.30%9.22%3.97%6.81%2.26%11.84%6.76%8.13%5.38%15.55%3.63%6.19%
NCTWX
Nicholas II Fund
13.82%12.43%5.21%0.72%3.92%9.86%3.79%11.36%12.57%11.02%5.11%6.40%

Drawdowns

NICSX vs. NCTWX - Drawdown Comparison

The maximum NICSX drawdown since its inception was -50.20%, which is greater than NCTWX's maximum drawdown of -46.46%. Use the drawdown chart below to compare losses from any high point for NICSX and NCTWX.


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Drawdown Indicators


NICSXNCTWXDifference

Max Drawdown

Largest peak-to-trough decline

-50.20%

-46.46%

-3.74%

Max Drawdown (1Y)

Largest decline over 1 year

-13.20%

-15.43%

+2.23%

Max Drawdown (5Y)

Largest decline over 5 years

-25.32%

-25.89%

+0.57%

Max Drawdown (10Y)

Largest decline over 10 years

-33.44%

-36.61%

+3.17%

Current Drawdown

Current decline from peak

-12.94%

-17.46%

+4.52%

Average Drawdown

Average peak-to-trough decline

-7.66%

-6.87%

-0.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.71%

5.20%

-1.49%

Volatility

NICSX vs. NCTWX - Volatility Comparison

The current volatility for Nicholas Fund (NICSX) is 4.10%, while Nicholas II Fund (NCTWX) has a volatility of 4.76%. This indicates that NICSX experiences smaller price fluctuations and is considered to be less risky than NCTWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NICSXNCTWXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.10%

4.76%

-0.66%

Volatility (6M)

Calculated over the trailing 6-month period

8.86%

11.19%

-2.33%

Volatility (1Y)

Calculated over the trailing 1-year period

16.96%

19.68%

-2.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.33%

18.01%

-0.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.93%

18.24%

-0.31%