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NMBL vs. ENDW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NMBL vs. ENDW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NovaTide Flexible Allocation ETF (NMBL) and Cambria Endowment Style ETF (ENDW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NMBL achieves a 5.30% return, which is significantly lower than ENDW's 10.76% return.


NMBL

1D
-1.07%
1M
0.88%
YTD
5.30%
6M
5.30%
1Y
3Y*
5Y*
10Y*

ENDW

1D
-0.63%
1M
1.86%
YTD
10.76%
6M
11.08%
1Y
27.79%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NMBL vs. ENDW - Yearly Performance Comparison


2026 (YTD)2025
NMBL
NovaTide Flexible Allocation ETF
5.30%-0.27%
ENDW
Cambria Endowment Style ETF
10.76%1.95%

Correlation

The correlation between NMBL and ENDW is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 3, 2025

0.84

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Return for Risk

NMBL vs. ENDW — Risk / Return Rank

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

NMBL

ENDW
ENDW Risk / Return Rank: 8383
Overall Rank
ENDW Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
ENDW Sortino Ratio Rank: 8383
Sortino Ratio Rank
ENDW Omega Ratio Rank: 8282
Omega Ratio Rank
ENDW Calmar Ratio Rank: 8282
Calmar Ratio Rank
ENDW Martin Ratio Rank: 8585
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.

NMBL vs. ENDW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NovaTide Flexible Allocation ETF (NMBL) and Cambria Endowment Style ETF (ENDW). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

NMBL vs. ENDW - Sharpe Ratio Comparison


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Sharpe Ratios by Period


NMBLENDWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

3.50

-2.76

Drawdowns

NMBL vs. ENDW - Drawdown Comparison

The maximum NMBL drawdown since its inception was -8.05%, which is greater than ENDW's maximum drawdown of -6.44%. Use the drawdown chart below to compare losses from any high point for NMBL and ENDW.


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Drawdown Indicators


NMBLENDWDifference

Max Drawdown

Largest peak-to-trough decline

-8.05%

-6.44%

-1.61%

Max Drawdown (1Y)

Largest decline over 1 year

-6.44%

Current Drawdown

Current decline from peak

-1.36%

-0.63%

-0.73%

Average Drawdown

Average peak-to-trough decline

-1.93%

-0.81%

-1.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.57%

Volatility

NMBL vs. ENDW - Volatility Comparison


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Volatility by Period


NMBLENDWDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.78%

Volatility (6M)

Calculated over the trailing 6-month period

7.62%

Volatility (1Y)

Calculated over the trailing 1-year period

11.91%

10.13%

+1.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.91%

11.00%

+0.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.91%

11.00%

+0.91%

NMBL vs. ENDW - Expense Ratio Comparison

NMBL has a 1.99% expense ratio, which is higher than ENDW's 0.29% expense ratio.


Dividends

NMBL vs. ENDW - Dividend Comparison

NMBL's dividend yield for the trailing twelve months is around 0.88%, less than ENDW's 2.18% yield.


PositionTTM2025
ENDW
Cambria Endowment Style ETF
2.18%1.91%
NMBL
NovaTide Flexible Allocation ETF
0.88%0.93%

Frequently Asked Questions


NMBL and ENDW have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ENDW is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ENDW is cheaper with a 0.29% expense ratio, compared with 1.99% for NMBL.

ENDW has the higher dividend yield at 2.18%, compared with 0.88% for NMBL.

They also come from different issuers: NovaTide and Cambria. Their fees differ too: 1.99% for NMBL and 0.29% for ENDW.

Portfolio Optimizer

Find the right allocation for NMBL and ENDW

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