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NOBL vs. EMR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NOBL vs. EMR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares S&P 500 Dividend Aristocrats ETF (NOBL) and Emerson Electric Co. (EMR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NOBL achieves a 7.43% return, which is significantly lower than EMR's 8.65% return. Over the past 10 years, NOBL has underperformed EMR with an annualized return of 9.94%, while EMR has yielded a comparatively higher 13.44% annualized return.


NOBL

1D
0.54%
1M
4.72%
YTD
7.43%
6M
6.43%
1Y
13.97%
3Y*
8.55%
5Y*
5.94%
10Y*
9.94%

EMR

1D
0.69%
1M
4.18%
YTD
8.65%
6M
5.53%
1Y
15.82%
3Y*
20.61%
5Y*
10.27%
10Y*
13.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NOBL vs. EMR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NOBL
ProShares S&P 500 Dividend Aristocrats ETF
7.43%6.84%6.72%8.09%-6.52%25.46%8.35%27.39%-3.26%21.02%
EMR
Emerson Electric Co.
8.65%8.92%29.73%3.75%5.74%18.19%8.61%31.53%-11.87%29.05%

Correlation

The correlation between NOBL and EMR is 0.56, 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

0.56

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

0.58

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

0.67

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

0.70

Correlation (All Time)
Calculated using the full available price history since Oct 10, 2013

0.70

The correlation between NOBL and EMR shifts across timeframes, from 0.56 (1 year) to 0.70 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

NOBL vs. EMR — Risk / Return Rank

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

NOBL
NOBL Risk / Return Rank: 3232
Overall Rank
NOBL Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
NOBL Sortino Ratio Rank: 3636
Sortino Ratio Rank
NOBL Omega Ratio Rank: 3131
Omega Ratio Rank
NOBL Calmar Ratio Rank: 3232
Calmar Ratio Rank
NOBL Martin Ratio Rank: 2828
Martin Ratio Rank

EMR
EMR Risk / Return Rank: 5656
Overall Rank
EMR Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
EMR Sortino Ratio Rank: 5353
Sortino Ratio Rank
EMR Omega Ratio Rank: 5252
Omega Ratio Rank
EMR Calmar Ratio Rank: 5757
Calmar Ratio Rank
EMR Martin Ratio Rank: 5757
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.

NOBL vs. EMR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares S&P 500 Dividend Aristocrats ETF (NOBL) and Emerson Electric Co. (EMR). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


NOBLEMRDifference
Sharpe ratioReturn per unit of total volatility

+0.61

Sortino ratioReturn per unit of downside risk

+0.80

Omega ratioGain probability vs. loss probability

1.19

1.11

+0.08

Calmar ratioReturn relative to maximum drawdown

1.38

0.63

+0.75

Martin ratioReturn relative to average drawdown

3.53

1.37

+2.16

NOBL vs. EMR - Sharpe Ratio Comparison

The current NOBL Sharpe Ratio is 1.09, which is higher than the EMR Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of NOBL and EMR, 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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Drawdowns

NOBL vs. EMR - Drawdown Comparison

The maximum NOBL drawdown since its inception was -35.43%, smaller than the maximum EMR drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for NOBL and EMR.


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Drawdown Indicators


NOBLEMRDifference

Max Drawdown

Largest peak-to-trough decline

-35.43%

-59.05%

+23.62%

Max Drawdown (1Y)

Largest decline over 1 year

-9.11%

-23.45%

+14.34%

Max Drawdown (3Y)

Largest decline over 3 years

-15.36%

-29.62%

+14.26%

Max Drawdown (5Y)

Largest decline over 5 years

-17.92%

-29.62%

+11.70%

Max Drawdown (10Y)

Largest decline over 10 years

-35.43%

-50.77%

+15.34%

Current Drawdown

Current decline from peak

-2.43%

-10.82%

+8.39%

Average Drawdown

Average peak-to-trough decline

-3.48%

-14.11%

+10.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.56%

10.79%

-7.23%

Volatility

NOBL vs. EMR - Volatility Comparison

The current volatility for ProShares S&P 500 Dividend Aristocrats ETF (NOBL) is 2.95%, while Emerson Electric Co. (EMR) has a volatility of 9.08%. This indicates that NOBL experiences smaller price fluctuations and is considered to be less risky than EMR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NOBLEMRDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.95%

9.08%

-6.13%

Volatility (6M)

Calculated over the trailing 6-month period

8.11%

25.24%

-17.13%

Volatility (1Y)

Calculated over the trailing 1-year period

11.52%

30.47%

-18.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.41%

27.36%

-12.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.61%

29.14%

-12.53%

Dividends

NOBL vs. EMR - Dividend Comparison

NOBL's dividend yield for the trailing twelve months is around 2.04%, more than EMR's 1.53% yield.


PositionTTM20252024202320222021202020192018201720162015
EMR
Emerson Electric Co.
1.53%1.61%1.70%2.14%2.15%2.18%2.49%2.58%3.26%2.76%3.42%3.94%
NOBL
ProShares S&P 500 Dividend Aristocrats ETF
2.04%2.14%2.05%2.09%1.94%1.89%2.14%1.89%2.37%1.74%2.13%2.02%

Frequently Asked Questions


NOBL and EMR have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EMR has higher volatility (9.08%) compared to NOBL (2.95%). In terms of maximum drawdown, NOBL dropped -35.43% vs EMR's -59.05%.

NOBL currently has the higher Sharpe Ratio (1.09 vs 0.49), 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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