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NMIH vs. NTB
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NMIH vs. NTB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NMI Holdings, Inc. (NMIH) and The Bank of N.T. Butterfield & Son Limited (NTB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NMIH achieves a -13.16% return, which is significantly lower than NTB's 13.80% 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%

NTB

1D
-3.74%
1M
2.57%
YTD
13.80%
6M
17.43%
1Y
34.56%
3Y*
33.79%
5Y*
13.92%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NMIH vs. NTB - 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%
NTB
The Bank of N.T. Butterfield & Son Limited
13.80%42.51%20.23%14.28%-17.47%28.34%-10.09%24.14%-10.70%19.79%

Correlation

The correlation between NMIH and NTB is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.51

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

0.54

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

0.54

Correlation (All Time)
Calculated using the full available price history since Sep 19, 2016

0.47

The correlation between NMIH and NTB has been stable across timeframes, ranging from 0.47 to 0.54 - a consistent structural relationship.

Fundamentals

Market Cap

NMIH:

$2.74B

NTB:

$2.28B

EPS

NMIH:

$1.27K

NTB:

$5.78

PE Ratio

NMIH:

0.03

NTB:

9.63

PEG Ratio

NMIH:

0.00

NTB:

0.65

PS Ratio

NMIH:

0.02

NTB:

3.06

PB Ratio

NMIH:

0.00

NTB:

2.00

Total Revenue (TTM)

NMIH:

$184.01B

NTB:

$757.47M

Gross Profit (TTM)

NMIH:

$479.49M

NTB:

$613.13M

EBITDA (TTM)

NMIH:

$395.48M

NTB:

$263.27M

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Return for Risk

NMIH vs. NTB — 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

NTB
NTB Risk / Return Rank: 8383
Overall Rank
NTB Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
NTB Sortino Ratio Rank: 8282
Sortino Ratio Rank
NTB Omega Ratio Rank: 7979
Omega Ratio Rank
NTB Calmar Ratio Rank: 8282
Calmar Ratio Rank
NTB Martin Ratio Rank: 8686
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. NTB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NMI Holdings, Inc. (NMIH) and The Bank of N.T. Butterfield & Son Limited (NTB). 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.


NMIHNTBDifference

Sharpe ratio

Return per unit of total volatility

-0.45

1.75

-2.20

Sortino ratio

Return per unit of downside risk

-0.46

2.50

-2.96

Omega ratio

Gain probability vs. loss probability

0.94

1.30

-0.36

Calmar ratio

Return relative to maximum drawdown

-0.60

3.03

-3.63

Martin ratio

Return relative to average drawdown

-0.99

9.48

-10.47

NMIH vs. NTB - Sharpe Ratio Comparison

The current NMIH Sharpe Ratio is -0.45, which is lower than the NTB Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of NMIH and NTB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


NMIHNTBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.45

1.75

-2.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.49

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.41

-0.21

Drawdowns

NMIH vs. NTB - Drawdown Comparison

The maximum NMIH drawdown since its inception was -73.07%, roughly equal to the maximum NTB drawdown of -69.74%. Use the drawdown chart below to compare losses from any high point for NMIH and NTB.


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Drawdown Indicators


NMIHNTBDifference

Max Drawdown

Largest peak-to-trough decline

-73.07%

-69.74%

-3.33%

Max Drawdown (1Y)

Largest decline over 1 year

-18.08%

-11.44%

-6.64%

Max Drawdown (3Y)

Largest decline over 3 years

-21.42%

-21.89%

+0.47%

Max Drawdown (5Y)

Largest decline over 5 years

-41.78%

-39.96%

-1.82%

Max Drawdown (10Y)

Largest decline over 10 years

-73.07%

Current Drawdown

Current decline from peak

-17.91%

-3.74%

-14.17%

Average Drawdown

Average peak-to-trough decline

-26.81%

-18.74%

-8.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.94%

3.66%

+7.28%

Volatility

NMIH vs. NTB - Volatility Comparison

NMI Holdings, Inc. (NMIH) and The Bank of N.T. Butterfield & Son Limited (NTB) have volatilities of 6.80% and 6.79%, 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


NMIHNTBDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.80%

6.79%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

19.12%

13.31%

+5.81%

Volatility (1Y)

Calculated over the trailing 1-year period

24.11%

19.87%

+4.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.01%

28.77%

+0.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.61%

34.74%

+5.87%

Dividends

NMIH vs. NTB - Dividend Comparison

NMIH has not paid dividends to shareholders, while NTB's dividend yield for the trailing twelve months is around 3.59%.


PositionTTM2025202420232022202120202019201820172016
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%
NTB
The Bank of N.T. Butterfield & Son Limited
3.59%3.77%4.82%5.50%5.90%4.62%5.65%4.75%4.85%3.53%0.32%

Financials

NMIH vs. NTB - Financials Comparison

This section allows you to compare key financial metrics between NMI Holdings, Inc. and The Bank of N.T. Butterfield & Son Limited. 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
155.90M
(NMIH) Total Revenue
(NTB) Total Revenue
Values in USD except per share items

NMIH vs. NTB - Profitability Comparison

The chart below illustrates the profitability comparison between NMI Holdings, Inc. and The Bank of N.T. Butterfield & Son Limited 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%202220232024202520260
99.1%
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%.

NTB - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Bank of N.T. Butterfield & Son Limited reported a gross profit of 154.50M and revenue of 155.90M. Therefore, the gross margin over that period was 99.1%.

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%.

NTB - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Bank of N.T. Butterfield & Son Limited reported an operating income of 64.00M and revenue of 155.90M, resulting in an operating margin of 41.1%.

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%.

NTB - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Bank of N.T. Butterfield & Son Limited reported a net income of 62.60M and revenue of 155.90M, resulting in a net margin of 40.2%.


Frequently Asked Questions


NMIH and NTB have a correlation of 0.51, 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 NTB (6.79%). In terms of maximum drawdown, NMIH dropped -73.07% vs NTB's -69.74%.

NTB currently has the higher Sharpe Ratio (1.75 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.

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