NNI vs. VUG

In the year-to-date period, NNI achieves a 10.45% return, which is significantly higher than VUG's 0.89% return. Over the past 10 years, NNI has underperformed VUG with an annualized return of 12.16%, while VUG has yielded a comparatively higher 15.28% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Nelnet, Inc. (NNI) and Vanguard Growth ETF (VUG). 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.

The current NNI Sharpe Ratio is 0.31, which is lower than the VUG Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of NNI and VUG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

NNI's dividend yield for the trailing twelve months is around 0.95%, more than VUG's 0.47% yield.

The maximum NNI drawdown since its inception was -89.95%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for NNI and VUG. For additional features, visit the drawdowns tool.

Nelnet, Inc. (NNI) has a higher volatility of 8.86% compared to Vanguard Growth ETF (VUG) at 7.89%. This indicates that NNI's price experiences larger fluctuations and is considered to be riskier than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.