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NRIM vs. NOBL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NRIM vs. NOBL - Performance Comparison

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

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NRIM vs. NOBL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NRIM
Northrim BanCorp, Inc.
-11.44%40.49%41.92%10.39%30.72%32.47%-7.18%20.60%-0.26%10.12%
NOBL
ProShares S&P 500 Dividend Aristocrats ETF
2.32%6.84%6.72%8.09%-6.52%25.46%8.35%27.39%-3.26%21.02%

Returns By Period

In the year-to-date period, NRIM achieves a -11.44% return, which is significantly lower than NOBL's 2.32% return. Over the past 10 years, NRIM has outperformed NOBL with an annualized return of 19.13%, while NOBL has yielded a comparatively lower 9.54% annualized return.


NRIM

1D
2.32%
1M
-1.89%
YTD
-11.44%
6M
10.61%
1Y
29.95%
3Y*
30.62%
5Y*
21.09%
10Y*
19.13%

NOBL

1D
-0.04%
1M
-6.79%
YTD
2.32%
6M
4.06%
1Y
6.18%
3Y*
7.40%
5Y*
6.30%
10Y*
9.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

NRIM vs. NOBL — Risk / Return Rank

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

NRIM
NRIM Risk / Return Rank: 6565
Overall Rank
NRIM Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
NRIM Sortino Ratio Rank: 6060
Sortino Ratio Rank
NRIM Omega Ratio Rank: 6363
Omega Ratio Rank
NRIM Calmar Ratio Rank: 6767
Calmar Ratio Rank
NRIM Martin Ratio Rank: 6666
Martin Ratio Rank

NOBL
NOBL Risk / Return Rank: 2323
Overall Rank
NOBL Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
NOBL Sortino Ratio Rank: 2323
Sortino Ratio Rank
NOBL Omega Ratio Rank: 2222
Omega Ratio Rank
NOBL Calmar Ratio Rank: 2424
Calmar Ratio Rank
NOBL Martin Ratio Rank: 2525
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.

NRIM vs. NOBL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Northrim BanCorp, Inc. (NRIM) and ProShares S&P 500 Dividend Aristocrats ETF (NOBL). 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.


NRIMNOBLDifference

Sharpe ratio

Return per unit of total volatility

0.83

0.41

+0.42

Sortino ratio

Return per unit of downside risk

1.23

0.70

+0.53

Omega ratio

Gain probability vs. loss probability

1.18

1.09

+0.09

Calmar ratio

Return relative to maximum drawdown

1.26

0.54

+0.72

Martin ratio

Return relative to average drawdown

2.84

1.89

+0.95

NRIM vs. NOBL - Sharpe Ratio Comparison

The current NRIM Sharpe Ratio is 0.83, which is higher than the NOBL Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of NRIM and NOBL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


NRIMNOBLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

0.41

+0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.44

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.58

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.64

-0.36

Correlation

The correlation between NRIM and NOBL is 0.43, 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.


Dividends

NRIM vs. NOBL - Dividend Comparison

NRIM's dividend yield for the trailing twelve months is around 2.73%, more than NOBL's 2.14% yield.


TTM20252024202320222021202020192018201720162015
NRIM
Northrim BanCorp, Inc.
2.73%2.41%3.16%4.20%3.34%3.45%4.06%3.29%3.10%2.54%2.47%2.78%
NOBL
ProShares S&P 500 Dividend Aristocrats ETF
2.14%2.14%2.05%2.09%1.94%1.89%2.14%1.89%2.37%1.74%2.13%2.02%

Drawdowns

NRIM vs. NOBL - Drawdown Comparison

The maximum NRIM drawdown since its inception was -74.58%, which is greater than NOBL's maximum drawdown of -35.43%. Use the drawdown chart below to compare losses from any high point for NRIM and NOBL.


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Drawdown Indicators


NRIMNOBLDifference

Max Drawdown

Largest peak-to-trough decline

-74.58%

-35.43%

-39.15%

Max Drawdown (1Y)

Largest decline over 1 year

-24.94%

-11.20%

-13.74%

Max Drawdown (5Y)

Largest decline over 5 years

-37.20%

-17.92%

-19.28%

Max Drawdown (10Y)

Largest decline over 10 years

-54.04%

-35.43%

-18.61%

Current Drawdown

Current decline from peak

-20.82%

-7.07%

-13.75%

Average Drawdown

Average peak-to-trough decline

-17.31%

-3.45%

-13.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.04%

3.18%

+7.86%

Volatility

NRIM vs. NOBL - Volatility Comparison

Northrim BanCorp, Inc. (NRIM) has a higher volatility of 7.09% compared to ProShares S&P 500 Dividend Aristocrats ETF (NOBL) at 3.55%. This indicates that NRIM's price experiences larger fluctuations and is considered to be riskier than NOBL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NRIMNOBLDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.09%

3.55%

+3.54%

Volatility (6M)

Calculated over the trailing 6-month period

29.25%

8.06%

+21.19%

Volatility (1Y)

Calculated over the trailing 1-year period

36.27%

15.24%

+21.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.42%

14.39%

+19.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.37%

16.59%

+20.78%