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NNN vs. NU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

NNN vs. NU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in National Retail Properties, Inc. (NNN) and Nu Holdings Ltd. (NU). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
7.46%
13.84%
NNN
NU

Returns By Period

In the year-to-date period, NNN achieves a 7.45% return, which is significantly lower than NU's 59.90% return.


NNN

YTD

7.45%

1M

-7.85%

6M

7.46%

1Y

18.23%

5Y (annualized)

0.58%

10Y (annualized)

6.45%

NU

YTD

59.90%

1M

-8.39%

6M

13.85%

1Y

63.24%

5Y (annualized)

N/A

10Y (annualized)

N/A

Fundamentals


NNNNU
Market Cap$8.14B$64.02B
EPS$2.16$0.36
PE Ratio20.1137.00
Total Revenue (TTM)$867.02M$10.71B
Gross Profit (TTM)$651.12M$5.39B
EBITDA (TTM)$811.83M$2.66B

Key characteristics


NNNNU
Sharpe Ratio1.051.72
Sortino Ratio1.492.34
Omega Ratio1.191.29
Calmar Ratio1.012.00
Martin Ratio4.4410.60
Ulcer Index4.24%5.99%
Daily Std Dev17.93%36.80%
Max Drawdown-56.17%-72.07%
Current Drawdown-9.88%-16.17%

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Correlation

-0.50.00.51.00.2

The correlation between NNN and NU is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

NNN vs. NU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for National Retail Properties, Inc. (NNN) and Nu Holdings Ltd. (NU). 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 NNN, currently valued at 1.05, compared to the broader market-4.00-2.000.002.004.001.051.72
The chart of Sortino ratio for NNN, currently valued at 1.49, compared to the broader market-4.00-2.000.002.004.001.492.34
The chart of Omega ratio for NNN, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.29
The chart of Calmar ratio for NNN, currently valued at 1.26, compared to the broader market0.002.004.006.001.262.00
The chart of Martin ratio for NNN, currently valued at 4.44, compared to the broader market-10.000.0010.0020.0030.004.4410.60
NNN
NU

The current NNN Sharpe Ratio is 1.05, which is lower than the NU Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of NNN and NU, 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 Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.05
1.72
NNN
NU

Dividends

NNN vs. NU - Dividend Comparison

NNN's dividend yield for the trailing twelve months is around 5.21%, while NU has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
NNN
National Retail Properties, Inc.
5.21%5.17%4.72%4.37%5.06%3.79%4.02%4.31%4.03%4.27%4.19%5.28%
NU
Nu Holdings Ltd.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

NNN vs. NU - Drawdown Comparison

The maximum NNN drawdown since its inception was -56.17%, smaller than the maximum NU drawdown of -72.07%. Use the drawdown chart below to compare losses from any high point for NNN and NU. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-9.88%
-16.17%
NNN
NU

Volatility

NNN vs. NU - Volatility Comparison

The current volatility for National Retail Properties, Inc. (NNN) is 7.63%, while Nu Holdings Ltd. (NU) has a volatility of 13.40%. This indicates that NNN experiences smaller price fluctuations and is considered to be less risky than NU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JuneJulyAugustSeptemberOctoberNovember
7.63%
13.40%
NNN
NU

Financials

NNN vs. NU - Financials Comparison

This section allows you to compare key financial metrics between National Retail Properties, Inc. and Nu Holdings Ltd.. 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


Values in USD except per share items