NRIM vs. VOO
Compare and contrast key facts about Northrim BanCorp, Inc. (NRIM) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NRIM or VOO.
Performance
NRIM vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, NRIM achieves a 53.70% return, which is significantly higher than VOO's 26.16% return. Over the past 10 years, NRIM has outperformed VOO with an annualized return of 15.90%, while VOO has yielded a comparatively lower 13.18% annualized return.
NRIM
53.70%
22.59%
63.83%
81.02%
22.86%
15.90%
VOO
26.16%
1.77%
13.62%
32.33%
15.68%
13.18%
Key characteristics
| NRIM | VOO | |
|---|---|---|
| Sharpe Ratio | 1.97 | 2.70 |
| Sortino Ratio | 2.77 | 3.60 |
| Omega Ratio | 1.33 | 1.50 |
| Calmar Ratio | 3.39 | 3.90 |
| Martin Ratio | 7.18 | 17.65 |
| Ulcer Index | 11.18% | 1.86% |
| Daily Std Dev | 40.66% | 12.19% |
| Max Drawdown | -74.59% | -33.99% |
| Current Drawdown | 0.00% | -0.86% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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.
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.
Dividends
NRIM vs. VOO - Dividend Comparison
NRIM's dividend yield for the trailing twelve months is around 2.87%, more than VOO's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NRIM Northrim BanCorp, Inc. | 2.87% | 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 | 1.24% | 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.
Volatility
NRIM vs. VOO - Volatility Comparison
Northrim BanCorp, Inc. (NRIM) has a higher volatility of 19.13% compared to Vanguard S&P 500 ETF (VOO) at 3.99%. 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.