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

Key characteristics


NRIMVOO
YTD Return38.49%27.26%
1Y Return82.01%37.86%
3Y Return (Ann)23.70%10.35%
5Y Return (Ann)19.76%16.03%
10Y Return (Ann)14.38%13.45%
Sharpe Ratio2.113.25
Sortino Ratio2.954.31
Omega Ratio1.361.61
Calmar Ratio3.674.74
Martin Ratio7.7721.63
Ulcer Index11.18%1.85%
Daily Std Dev41.12%12.25%
Max Drawdown-74.59%-33.99%
Current Drawdown-1.44%0.00%

Correlation

-0.50.00.51.00.3

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

In the year-to-date period, NRIM achieves a 38.49% return, which is significantly higher than VOO's 27.26% return. Over the past 10 years, NRIM has outperformed VOO with an annualized return of 14.38%, while VOO has yielded a comparatively lower 13.45% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%10.00%20.00%30.00%40.00%50.00%JuneJulyAugustSeptemberOctoberNovember
49.62%
15.73%
NRIM
VOO

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Risk-Adjusted Performance

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.


NRIM
Sharpe ratio
The chart of Sharpe ratio for NRIM, currently valued at 2.11, compared to the broader market-4.00-2.000.002.004.002.11
Sortino ratio
The chart of Sortino ratio for NRIM, currently valued at 2.95, compared to the broader market-4.00-2.000.002.004.006.002.95
Omega ratio
The chart of Omega ratio for NRIM, currently valued at 1.36, compared to the broader market0.501.001.502.001.36
Calmar ratio
The chart of Calmar ratio for NRIM, currently valued at 3.67, compared to the broader market0.002.004.006.003.67
Martin ratio
The chart of Martin ratio for NRIM, currently valued at 7.77, compared to the broader market0.0010.0020.0030.007.77
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 3.25, compared to the broader market-4.00-2.000.002.004.003.25
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 4.31, compared to the broader market-4.00-2.000.002.004.006.004.31
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.61, compared to the broader market0.501.001.502.001.61
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 4.74, compared to the broader market0.002.004.006.004.74
Martin ratio
The chart of Martin ratio for VOO, currently valued at 21.63, compared to the broader market0.0010.0020.0030.0021.63

NRIM vs. VOO - Sharpe Ratio Comparison

The current NRIM Sharpe Ratio is 2.11, which is lower than the VOO Sharpe Ratio of 3.25. 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.003.504.00JuneJulyAugustSeptemberOctoberNovember
2.11
3.25
NRIM
VOO

Dividends

NRIM vs. VOO - Dividend Comparison

NRIM's dividend yield for the trailing twelve months is around 3.18%, more than VOO's 1.23% yield.


TTM20232022202120202019201820172016201520142013
NRIM
Northrim BanCorp, Inc.
3.18%4.20%3.34%3.45%4.06%3.29%3.10%2.54%2.47%2.78%2.67%2.44%
VOO
Vanguard S&P 500 ETF
1.23%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

NRIM vs. VOO - Drawdown Comparison

The maximum NRIM drawdown since its inception was -74.59%, 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.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.44%
0
NRIM
VOO

Volatility

NRIM vs. VOO - Volatility Comparison

Northrim BanCorp, Inc. (NRIM) has a higher volatility of 18.97% compared to Vanguard S&P 500 ETF (VOO) at 3.92%. This indicates that NRIM's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
18.97%
3.92%
NRIM
VOO