NJR vs. VPU
Compare and contrast key facts about New Jersey Resources Corporation (NJR) and Vanguard Utilities ETF (VPU).
VPU is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Utilities 25/50 Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NJR or VPU.
Key characteristics
| NJR | VPU | |
|---|---|---|
| YTD Return | 9.15% | 26.03% |
| 1Y Return | 15.46% | 30.85% |
| 3Y Return (Ann) | 10.33% | 7.89% |
| 5Y Return (Ann) | 6.44% | 7.31% |
| 10Y Return (Ann) | 8.56% | 8.95% |
| Sharpe Ratio | 0.77 | 2.00 |
| Sortino Ratio | 1.20 | 2.75 |
| Omega Ratio | 1.15 | 1.35 |
| Calmar Ratio | 0.54 | 1.56 |
| Martin Ratio | 3.16 | 9.70 |
| Ulcer Index | 4.56% | 3.14% |
| Daily Std Dev | 18.61% | 15.27% |
| Max Drawdown | -50.72% | -46.31% |
| Current Drawdown | -9.83% | -4.74% |
Correlation
The correlation between NJR and VPU is 0.67, 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. VPU - Performance Comparison
In the year-to-date period, NJR achieves a 9.15% return, which is significantly lower than VPU's 26.03% return. Both investments have delivered pretty close results over the past 10 years, with NJR having a 8.56% annualized return and VPU not far ahead at 8.95%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
NJR vs. VPU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for New Jersey Resources Corporation (NJR) and Vanguard Utilities ETF (VPU). 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.
Dividends
NJR vs. VPU - Dividend Comparison
NJR's dividend yield for the trailing twelve months is around 3.62%, more than VPU's 2.94% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NJR New Jersey Resources Corporation | 3.62% | 3.63% | 3.04% | 3.39% | 3.63% | 2.72% | 2.48% | 2.63% | 2.79% | 2.82% | 2.84% | 3.55% |
VPU Vanguard Utilities ETF | 2.94% | 3.49% | 2.98% | 2.70% | 3.17% | 2.83% | 3.23% | 3.18% | 3.19% | 3.63% | 3.02% | 3.76% |
Drawdowns
NJR vs. VPU - Drawdown Comparison
The maximum NJR drawdown since its inception was -50.72%, which is greater than VPU's maximum drawdown of -46.31%. Use the drawdown chart below to compare losses from any high point for NJR and VPU. For additional features, visit the drawdowns tool.
Volatility
NJR vs. VPU - Volatility Comparison
New Jersey Resources Corporation (NJR) and Vanguard Utilities ETF (VPU) have volatilities of 4.85% and 4.89%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.