NIXT vs. IMMR
NIXT (Research Affiliates Deletions ETF) is Mid Cap Value Equities fund tracking the Research Affiliates Deletions Index, while IMMR (Immersion Corporation) is a stock. Over the past year, NIXT returned 32.03% vs -14.13% for IMMR. A 0.53 correlation means they provide meaningful diversification when combined.
Performance
NIXT vs. IMMR - Performance Comparison
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Returns By Period
In the year-to-date period, NIXT achieves a 25.89% return, which is significantly higher than IMMR's -2.12% return.
NIXT
- 1D
- -0.76%
- 1M
- 6.45%
- 6M
- 20.40%
- YTD
- 25.89%
- 1Y
- 32.03%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 19.03%
IMMR
- 1D
- -2.06%
- 1M
- -2.64%
- 6M
- 1.39%
- YTD
- -2.12%
- 1Y
- -14.13%
- 3Y*
- 1.05%
- 5Y*
- -1.45%
- 10Y*
- -0.41%
- ALL TIME*
- -3.17%
NIXT vs. IMMR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
NIXT Research Affiliates Deletions ETF | 25.89% | 4.94% | 4.60% |
IMMR Immersion Corporation | -2.12% | -18.30% | -2.17% |
Correlation
The correlation between NIXT and IMMR is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Sep 10, 2024 | 0.53 |
The correlation between NIXT and IMMR has been stable across timeframes, ranging from 0.51 to 0.53 - a consistent structural relationship.
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Return for Risk
NIXT vs. IMMR — Risk / Return Rank
NIXT
IMMR
NIXT vs. IMMR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Research Affiliates Deletions ETF (NIXT) and Immersion Corporation (IMMR). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| NIXT | IMMR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.88 | ||
| Sortino ratioReturn per unit of downside risk | +2.52 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 0.97 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 2.75 | -0.56 | +3.30 |
| Martin ratioReturn relative to average drawdown | 9.32 | -1.22 | +10.53 |
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Drawdowns
NIXT vs. IMMR - Drawdown Comparison
The maximum NIXT drawdown since its inception was -27.75%, smaller than the maximum IMMR drawdown of -98.66%. Use the drawdown chart below to compare losses from any high point for NIXT and IMMR.
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Drawdown Indicators
| NIXT | IMMR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.75% | -98.66% | +70.91% |
Max Drawdown (1Y)Largest decline over 1 year | -11.71% | -25.48% | +13.77% |
Max Drawdown (3Y)Largest decline over 3 years | — | -56.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -56.90% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -74.29% | — |
Current DrawdownCurrent decline from peak | -1.29% | -89.91% | +88.62% |
Average DrawdownAverage peak-to-trough decline | -5.64% | -88.21% | +82.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.45% | 15.11% | -11.66% |
Volatility
NIXT vs. IMMR - Volatility Comparison
The current volatility for Research Affiliates Deletions ETF (NIXT) is 5.19%, while Immersion Corporation (IMMR) has a volatility of 11.39%. This indicates that NIXT experiences smaller price fluctuations and is considered to be less risky than IMMR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NIXT | IMMR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.19% | 11.39% | -6.20% |
Volatility (6M)Calculated over the trailing 6-month period | 14.63% | 27.95% | -13.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.09% | 40.69% | -19.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.02% | 45.82% | -22.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.02% | 50.93% | -27.91% |
Dividends
NIXT vs. IMMR - Dividend Comparison
NIXT's dividend yield for the trailing twelve months is around 1.30%, less than IMMR's 4.90% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
IMMR Immersion Corporation | 4.90% | 5.59% | 2.06% | 3.12% |
NIXT Research Affiliates Deletions ETF | 1.30% | 1.64% | 1.39% | 0.00% |
Frequently Asked Questions
NIXT and IMMR have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IMMR has higher volatility (11.39%) compared to NIXT (5.19%). In terms of maximum drawdown, NIXT dropped -27.75% vs IMMR's -98.66%.
NIXT currently has the higher Sharpe Ratio (1.53 vs -0.35), 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.
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