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

Correlation

The correlation between NRIM and VOO is 0.35, 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.


Performance

NRIM vs. VOO - Performance Comparison

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

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Key characteristics

Sharpe Ratio

NRIM:

1.82

VOO:

0.74

Sortino Ratio

NRIM:

2.48

VOO:

1.15

Omega Ratio

NRIM:

1.31

VOO:

1.17

Calmar Ratio

NRIM:

2.87

VOO:

0.77

Martin Ratio

NRIM:

7.16

VOO:

2.94

Ulcer Index

NRIM:

9.79%

VOO:

4.87%

Daily Std Dev

NRIM:

39.41%

VOO:

19.40%

Max Drawdown

NRIM:

-74.58%

VOO:

-33.99%

Current Drawdown

NRIM:

-3.95%

VOO:

-3.97%

Returns By Period

In the year-to-date period, NRIM achieves a 11.57% return, which is significantly higher than VOO's 0.46% return. Over the past 10 years, NRIM has outperformed VOO with an annualized return of 17.42%, while VOO has yielded a comparatively lower 12.74% annualized return.


NRIM

YTD

11.57%

1M

25.75%

6M

10.73%

1Y

71.07%

5Y*

40.40%

10Y*

17.42%

VOO

YTD

0.46%

1M

9.97%

6M

-1.04%

1Y

14.18%

5Y*

17.41%

10Y*

12.74%

*Annualized

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Risk-Adjusted Performance

NRIM vs. VOO — Risk-Adjusted Performance Rank

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

NRIM
The Risk-Adjusted Performance Rank of NRIM is 9292
Overall Rank
The Sharpe Ratio Rank of NRIM is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of NRIM is 9191
Sortino Ratio Rank
The Omega Ratio Rank of NRIM is 8888
Omega Ratio Rank
The Calmar Ratio Rank of NRIM is 9696
Calmar Ratio Rank
The Martin Ratio Rank of NRIM is 9191
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6969
Overall Rank
The Sharpe Ratio Rank of VOO is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6767
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7070
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7171
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 7070
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NRIM vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Northrim BanCorp, Inc. (NRIM) 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.


The current NRIM Sharpe Ratio is 1.82, which is higher than the VOO Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of NRIM 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.


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Dividends

NRIM vs. VOO - Dividend Comparison

NRIM's dividend yield for the trailing twelve months is around 2.89%, more than VOO's 1.29% yield.


TTM20242023202220212020201920182017201620152014
NRIM
Northrim BanCorp, Inc.
2.89%3.16%4.20%3.34%3.45%4.06%3.29%3.10%2.54%2.47%2.78%2.67%
VOO
Vanguard S&P 500 ETF
1.29%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

NRIM vs. VOO - Drawdown Comparison

The maximum NRIM drawdown since its inception was -74.58%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for NRIM and VOO. For additional features, visit the drawdowns tool.


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Volatility

NRIM vs. VOO - Volatility Comparison

Northrim BanCorp, Inc. (NRIM) and Vanguard S&P 500 ETF (VOO) have volatilities of 6.12% and 6.22%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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