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NJR vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NJR and VOO is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

NJR vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in New Jersey Resources Corporation (NJR) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

300.00%400.00%500.00%600.00%December2025FebruaryMarchAprilMay
320.92%
566.78%
NJR
VOO

Key characteristics

Sharpe Ratio

NJR:

0.73

VOO:

0.63

Sortino Ratio

NJR:

1.10

VOO:

1.00

Omega Ratio

NJR:

1.14

VOO:

1.15

Calmar Ratio

NJR:

0.63

VOO:

0.65

Martin Ratio

NJR:

2.74

VOO:

2.54

Ulcer Index

NJR:

4.99%

VOO:

4.78%

Daily Std Dev

NJR:

18.71%

VOO:

19.12%

Max Drawdown

NJR:

-50.72%

VOO:

-33.99%

Current Drawdown

NJR:

-5.26%

VOO:

-8.57%

Returns By Period

In the year-to-date period, NJR achieves a 5.48% return, which is significantly higher than VOO's -4.35% return. Over the past 10 years, NJR has underperformed VOO with an annualized return of 8.58%, while VOO has yielded a comparatively higher 12.23% annualized return.


NJR

YTD

5.48%

1M

1.84%

6M

8.70%

1Y

13.14%

5Y*

11.86%

10Y*

8.58%

VOO

YTD

-4.35%

1M

10.32%

6M

-2.47%

1Y

9.64%

5Y*

16.03%

10Y*

12.23%

*Annualized

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Risk-Adjusted Performance

NJR vs. VOO — Risk-Adjusted Performance Rank

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

NJR
The Risk-Adjusted Performance Rank of NJR is 7373
Overall Rank
The Sharpe Ratio Rank of NJR is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of NJR is 6767
Sortino Ratio Rank
The Omega Ratio Rank of NJR is 6666
Omega Ratio Rank
The Calmar Ratio Rank of NJR is 7676
Calmar Ratio Rank
The Martin Ratio Rank of NJR is 7777
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6060
Overall Rank
The Sharpe Ratio Rank of VOO is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 5858
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6363
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6161
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NJR vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for New Jersey Resources Corporation (NJR) and Vanguard S&P 500 ETF (VOO). 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 NJR Sharpe Ratio is 0.73, which is comparable to the VOO Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of NJR and VOO, 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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.73
0.63
NJR
VOO

Dividends

NJR vs. VOO - Dividend Comparison

NJR's dividend yield for the trailing twelve months is around 3.63%, more than VOO's 1.36% yield.


TTM20242023202220212020201920182017201620152014
NJR
New Jersey Resources Corporation
3.63%3.73%3.63%3.04%3.39%3.63%2.72%2.48%2.63%2.79%2.82%2.84%
VOO
Vanguard S&P 500 ETF
1.36%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

NJR vs. VOO - Drawdown Comparison

The maximum NJR drawdown since its inception was -50.72%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for NJR and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-5.26%
-8.57%
NJR
VOO

Volatility

NJR vs. VOO - Volatility Comparison

The current volatility for New Jersey Resources Corporation (NJR) is 4.79%, while Vanguard S&P 500 ETF (VOO) has a volatility of 11.27%. This indicates that NJR experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
4.79%
11.27%
NJR
VOO