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.
Performance
NJR vs. VPU - Performance Comparison
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NJR vs. VPU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NJR New Jersey Resources Corporation | 20.28% | 2.91% | 8.72% | -6.94% | 24.93% | 19.60% | -16.86% | 0.13% | 16.57% | 16.18% |
VPU Vanguard Utilities ETF | 8.24% | 16.46% | 23.04% | -7.45% | 1.06% | 17.40% | -0.74% | 24.89% | 4.38% | 12.44% |
Returns By Period
In the year-to-date period, NJR achieves a 20.28% return, which is significantly higher than VPU's 8.24% return. Over the past 10 years, NJR has underperformed VPU with an annualized return of 7.64%, while VPU has yielded a comparatively higher 9.67% annualized return.
NJR
- 1D
- 0.13%
- 1M
- 1.81%
- YTD
- 20.28%
- 6M
- 17.59%
- 1Y
- 16.48%
- 3Y*
- 5.05%
- 5Y*
- 10.57%
- 10Y*
- 7.64%
VPU
- 1D
- 0.42%
- 1M
- -2.05%
- YTD
- 8.24%
- 6M
- 5.69%
- 1Y
- 19.37%
- 3Y*
- 13.96%
- 5Y*
- 10.58%
- 10Y*
- 9.67%
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Return for Risk
NJR vs. VPU — Risk / Return Rank
NJR
VPU
NJR vs. VPU - Risk-Adjusted Trends 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.
| NJR | VPU | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 1.25 | -0.29 |
Sortino ratioReturn per unit of downside risk | 1.40 | 1.71 | -0.31 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.23 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.56 | 2.22 | -0.66 |
Martin ratioReturn relative to average drawdown | 3.01 | 5.27 | -2.27 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NJR | VPU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 1.25 | -0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.63 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.27 | 0.51 | -0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.55 | -0.02 |
Correlation
The correlation between NJR and VPU is 0.65, 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.
Dividends
NJR vs. VPU - Dividend Comparison
NJR's dividend yield for the trailing twelve months is around 3.41%, more than VPU's 2.56% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NJR New Jersey Resources Corporation | 3.41% | 4.01% | 3.73% | 3.63% | 3.03% | 3.39% | 3.63% | 2.71% | 2.47% | 2.62% | 2.79% | 2.82% |
VPU Vanguard Utilities ETF | 2.56% | 2.73% | 3.02% | 3.49% | 2.98% | 2.70% | 3.17% | 2.83% | 3.23% | 3.18% | 3.19% | 3.63% |
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.
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Drawdown Indicators
| NJR | VPU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.72% | -46.31% | -4.41% |
Max Drawdown (1Y)Largest decline over 1 year | -10.65% | -8.90% | -1.75% |
Max Drawdown (5Y)Largest decline over 5 years | -27.79% | -25.15% | -2.64% |
Max Drawdown (10Y)Largest decline over 10 years | -50.72% | -36.42% | -14.30% |
Current DrawdownCurrent decline from peak | -0.81% | -2.71% | +1.90% |
Average DrawdownAverage peak-to-trough decline | -7.56% | -7.82% | +0.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.52% | 3.74% | +1.78% |
Volatility
NJR vs. VPU - Volatility Comparison
New Jersey Resources Corporation (NJR) and Vanguard Utilities ETF (VPU) have volatilities of 4.88% and 4.99%, 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.
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Volatility by Period
| NJR | VPU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.88% | 4.99% | -0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 12.64% | 10.18% | +2.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.24% | 15.51% | +1.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.90% | 16.91% | +3.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.07% | 19.07% | +9.00% |