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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.


-0.50.00.51.00.3

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.

500.00%550.00%600.00%650.00%700.00%750.00%800.00%SeptemberOctoberNovemberDecember2025February
701.14%
606.85%
NRIM
VOO

Key characteristics

Sharpe Ratio

NRIM:

1.92

VOO:

1.47

Sortino Ratio

NRIM:

2.71

VOO:

1.99

Omega Ratio

NRIM:

1.32

VOO:

1.27

Calmar Ratio

NRIM:

3.15

VOO:

2.23

Martin Ratio

NRIM:

11.04

VOO:

9.05

Ulcer Index

NRIM:

6.76%

VOO:

2.08%

Daily Std Dev

NRIM:

38.93%

VOO:

12.84%

Max Drawdown

NRIM:

-74.58%

VOO:

-33.99%

Current Drawdown

NRIM:

-9.10%

VOO:

-3.08%

Returns By Period

In the year-to-date period, NRIM achieves a 5.59% return, which is significantly higher than VOO's 1.40% return. Over the past 10 years, NRIM has outperformed VOO with an annualized return of 17.33%, while VOO has yielded a comparatively lower 13.00% annualized return.


NRIM

YTD

5.59%

1M

-3.32%

6M

21.40%

1Y

76.70%

5Y*

23.67%

10Y*

17.33%

VOO

YTD

1.40%

1M

-1.27%

6M

6.13%

1Y

17.41%

5Y*

16.49%

10Y*

13.00%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of NRIM is 9090
Sortino Ratio Rank
The Omega Ratio Rank of NRIM is 8686
Omega Ratio Rank
The Calmar Ratio Rank of NRIM is 9696
Calmar Ratio Rank
The Martin Ratio Rank of NRIM is 9494
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7373
Overall Rank
The Sharpe Ratio Rank of VOO is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6868
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7171
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7777
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 7878
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.


Sharpe ratio
The chart of Sharpe ratio for NRIM, currently valued at 1.92, compared to the broader market-3.00-2.00-1.000.001.002.003.001.921.47
The chart of Sortino ratio for NRIM, currently valued at 2.71, compared to the broader market-4.00-2.000.002.004.002.711.99
The chart of Omega ratio for NRIM, currently valued at 1.32, compared to the broader market0.501.001.502.001.321.27
The chart of Calmar ratio for NRIM, currently valued at 3.15, compared to the broader market0.001.002.003.004.005.006.003.152.23
The chart of Martin ratio for NRIM, currently valued at 11.04, compared to the broader market-5.000.005.0010.0015.0020.0025.0011.049.05
NRIM
VOO

The current NRIM Sharpe Ratio is 1.92, which is higher than the VOO Sharpe Ratio of 1.47. 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 Ratio1.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.92
1.47
NRIM
VOO

Dividends

NRIM vs. VOO - Dividend Comparison

NRIM's dividend yield for the trailing twelve months is around 2.99%, more than VOO's 1.23% yield.


TTM20242023202220212020201920182017201620152014
NRIM
Northrim BanCorp, Inc.
2.99%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
1.23%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.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-9.10%
-3.08%
NRIM
VOO

Volatility

NRIM vs. VOO - Volatility Comparison

Northrim BanCorp, Inc. (NRIM) has a higher volatility of 8.87% compared to Vanguard S&P 500 ETF (VOO) at 3.70%. 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%SeptemberOctoberNovemberDecember2025February
8.87%
3.70%
NRIM
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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