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NMR vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NMR and VOO is 0.49, 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.


-0.50.00.51.00.5

Performance

NMR vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nomura Holdings, Inc. (NMR) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
0.88%
8.66%
NMR
VOO

Key characteristics

Sharpe Ratio

NMR:

0.88

VOO:

2.21

Sortino Ratio

NMR:

1.38

VOO:

2.93

Omega Ratio

NMR:

1.19

VOO:

1.41

Calmar Ratio

NMR:

0.43

VOO:

3.25

Martin Ratio

NMR:

2.60

VOO:

14.47

Ulcer Index

NMR:

11.49%

VOO:

1.90%

Daily Std Dev

NMR:

34.10%

VOO:

12.43%

Max Drawdown

NMR:

-86.15%

VOO:

-33.99%

Current Drawdown

NMR:

-61.67%

VOO:

-2.87%

Returns By Period

The year-to-date returns for both stocks are quite close, with NMR having a 26.16% return and VOO slightly lower at 25.49%. Over the past 10 years, NMR has underperformed VOO with an annualized return of 2.31%, while VOO has yielded a comparatively higher 13.04% annualized return.


NMR

YTD

26.16%

1M

-5.48%

6M

0.89%

1Y

28.44%

5Y*

4.63%

10Y*

2.31%

VOO

YTD

25.49%

1M

0.01%

6M

8.65%

1Y

27.45%

5Y*

14.70%

10Y*

13.04%

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

NMR vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nomura Holdings, Inc. (NMR) and Vanguard S&P 500 ETF (VOO). 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.


Sharpe ratio
The chart of Sharpe ratio for NMR, currently valued at 0.83, compared to the broader market-4.00-2.000.002.000.832.21
The chart of Sortino ratio for NMR, currently valued at 1.33, compared to the broader market-4.00-2.000.002.004.001.332.93
The chart of Omega ratio for NMR, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.41
The chart of Calmar ratio for NMR, currently valued at 0.77, compared to the broader market0.002.004.006.000.773.25
The chart of Martin ratio for NMR, currently valued at 2.47, compared to the broader market0.0010.0020.002.4714.47
NMR
VOO

The current NMR Sharpe Ratio is 0.88, which is lower than the VOO Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of NMR and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
0.83
2.21
NMR
VOO

Dividends

NMR vs. VOO - Dividend Comparison

NMR has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 0.91%.


TTM20232022202120202019201820172016201520142013
NMR
Nomura Holdings, Inc.
0.00%0.00%3.86%4.79%4.45%3.19%3.41%3.07%1.79%3.34%2.44%2.73%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

NMR vs. VOO - Drawdown Comparison

The maximum NMR drawdown since its inception was -86.15%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for NMR and VOO. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-19.25%
-2.87%
NMR
VOO

Volatility

NMR vs. VOO - Volatility Comparison

Nomura Holdings, Inc. (NMR) has a higher volatility of 6.25% compared to Vanguard S&P 500 ETF (VOO) at 3.64%. This indicates that NMR's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
6.25%
3.64%
NMR
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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