PortfoliosLab logoPortfoliosLab logo
NMIH vs. CATY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NMIH vs. CATY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NMI Holdings, Inc. (NMIH) and Cathay General Bancorp (CATY). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, NMIH achieves a -13.16% return, which is significantly lower than CATY's 18.41% return. Over the past 10 years, NMIH has outperformed CATY with an annualized return of 19.29%, while CATY has yielded a comparatively lower 9.68% annualized return.


NMIH

1D
-0.62%
1M
-4.17%
YTD
-13.16%
6M
-7.28%
1Y
-10.78%
3Y*
10.71%
5Y*
8.05%
10Y*
19.29%

CATY

1D
-2.06%
1M
0.88%
YTD
18.41%
6M
15.50%
1Y
34.33%
3Y*
24.43%
5Y*
9.37%
10Y*
9.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NMIH vs. CATY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NMIH
NMI Holdings, Inc.
-13.16%10.96%23.85%42.01%-4.35%-3.53%-31.74%85.88%5.00%59.62%
CATY
Cathay General Bancorp
18.41%4.64%10.34%13.49%-2.11%37.74%-11.64%17.48%-18.47%13.40%

Correlation

The correlation between NMIH and CATY is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.47

Correlation (3Y)
Calculated over the trailing 3-year period

0.52

Correlation (5Y)
Calculated over the trailing 5-year period

0.56

Correlation (10Y)
Calculated over the trailing 10-year period

0.52

Correlation (All Time)
Calculated using the full available price history since Nov 11, 2013

0.49

The correlation between NMIH and CATY has been stable across timeframes, ranging from 0.47 to 0.56 - a consistent structural relationship.

Fundamentals

Market Cap

NMIH:

$2.74B

CATY:

$3.81B

EPS

NMIH:

$1.27K

CATY:

$4.84

PE Ratio

NMIH:

0.03

CATY:

11.67

PEG Ratio

NMIH:

0.00

CATY:

1.91

PS Ratio

NMIH:

0.02

CATY:

2.82

PB Ratio

NMIH:

0.00

CATY:

1.28

Total Revenue (TTM)

NMIH:

$184.01B

CATY:

$1.38B

Gross Profit (TTM)

NMIH:

$479.49M

CATY:

$590.12M

EBITDA (TTM)

NMIH:

$395.48M

CATY:

$347.76M

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

NMIH vs. CATY — Risk / Return Rank

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

NMIH
NMIH Risk / Return Rank: 2121
Overall Rank
NMIH Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
NMIH Sortino Ratio Rank: 2121
Sortino Ratio Rank
NMIH Omega Ratio Rank: 2121
Omega Ratio Rank
NMIH Calmar Ratio Rank: 1919
Calmar Ratio Rank
NMIH Martin Ratio Rank: 2020
Martin Ratio Rank

CATY
CATY Risk / Return Rank: 7777
Overall Rank
CATY Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
CATY Sortino Ratio Rank: 7373
Sortino Ratio Rank
CATY Omega Ratio Rank: 7373
Omega Ratio Rank
CATY Calmar Ratio Rank: 8181
Calmar Ratio Rank
CATY Martin Ratio Rank: 8181
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.

NMIH vs. CATY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NMI Holdings, Inc. (NMIH) and Cathay General Bancorp (CATY). 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.


NMIHCATYDifference

Sharpe ratio

Return per unit of total volatility

-0.45

1.35

-1.80

Sortino ratio

Return per unit of downside risk

-0.46

1.88

-2.34

Omega ratio

Gain probability vs. loss probability

0.94

1.25

-0.31

Calmar ratio

Return relative to maximum drawdown

-0.60

2.80

-3.40

Martin ratio

Return relative to average drawdown

-0.99

7.14

-8.13

NMIH vs. CATY - Sharpe Ratio Comparison

The current NMIH Sharpe Ratio is -0.45, which is lower than the CATY Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of NMIH and CATY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


NMIHCATYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.45

1.35

-1.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.31

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.29

+0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.24

-0.04

Drawdowns

NMIH vs. CATY - Drawdown Comparison

The maximum NMIH drawdown since its inception was -73.07%, smaller than the maximum CATY drawdown of -80.65%. Use the drawdown chart below to compare losses from any high point for NMIH and CATY.


Loading charts...

Drawdown Indicators


NMIHCATYDifference

Max Drawdown

Largest peak-to-trough decline

-73.07%

-80.65%

+7.58%

Max Drawdown (1Y)

Largest decline over 1 year

-18.08%

-12.33%

-5.75%

Max Drawdown (3Y)

Largest decline over 3 years

-21.42%

-29.73%

+8.31%

Max Drawdown (5Y)

Largest decline over 5 years

-41.78%

-40.11%

-1.67%

Max Drawdown (10Y)

Largest decline over 10 years

-73.07%

-55.71%

-17.36%

Current Drawdown

Current decline from peak

-17.91%

-2.11%

-15.80%

Average Drawdown

Average peak-to-trough decline

-26.81%

-23.00%

-3.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.94%

4.82%

+6.12%

Volatility

NMIH vs. CATY - Volatility Comparison

NMI Holdings, Inc. (NMIH) has a higher volatility of 6.80% compared to Cathay General Bancorp (CATY) at 5.88%. This indicates that NMIH's price experiences larger fluctuations and is considered to be riskier than CATY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


NMIHCATYDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.80%

5.88%

+0.92%

Volatility (6M)

Calculated over the trailing 6-month period

19.12%

16.63%

+2.49%

Volatility (1Y)

Calculated over the trailing 1-year period

24.11%

25.63%

-1.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.01%

30.52%

-1.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.61%

33.58%

+7.03%

Dividends

NMIH vs. CATY - Dividend Comparison

NMIH has not paid dividends to shareholders, while CATY's dividend yield for the trailing twelve months is around 2.55%.


PositionTTM20252024202320222021202020192018201720162015
CATY
Cathay General Bancorp
2.55%2.81%2.86%3.05%3.33%2.95%3.85%3.26%3.07%2.06%1.97%1.79%
NMIH
NMI Holdings, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

NMIH vs. CATY - Financials Comparison

This section allows you to compare key financial metrics between NMI Holdings, Inc. and Cathay General Bancorp. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0050.00B100.00B150.00B200.00B20222023202420252026
183.48B
322.91M
(NMIH) Total Revenue
(CATY) Total Revenue
Values in USD except per share items

NMIH vs. CATY - Profitability Comparison

The chart below illustrates the profitability comparison between NMI Holdings, Inc. and Cathay General Bancorp over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%2022202320242025202600
Portfolio components
NMIH - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, NMI Holdings, Inc. reported a gross profit of 0.00 and revenue of 183.48B. Therefore, the gross margin over that period was 0.0%.

CATY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Cathay General Bancorp reported a gross profit of 0.00 and revenue of 322.91M. Therefore, the gross margin over that period was 0.0%.

NMIH - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, NMI Holdings, Inc. reported an operating income of 0.00 and revenue of 183.48B, resulting in an operating margin of 0.0%.

CATY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Cathay General Bancorp reported an operating income of 7.51M and revenue of 322.91M, resulting in an operating margin of 2.3%.

NMIH - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, NMI Holdings, Inc. reported a net income of 99.33B and revenue of 183.48B, resulting in a net margin of 54.1%.

CATY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Cathay General Bancorp reported a net income of 86.89M and revenue of 322.91M, resulting in a net margin of 26.9%.


Frequently Asked Questions


NMIH and CATY have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NMIH has higher volatility (6.80%) compared to CATY (5.88%). In terms of maximum drawdown, NMIH dropped -73.07% vs CATY's -80.65%.

CATY currently has the higher Sharpe Ratio (1.35 vs -0.45), 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.

Portfolio Optimizer

Find the right allocation for NMIH and CATY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer