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NRIX vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NRIX and SPY is 0.33, 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

NRIX vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nurix Therapeutics, Inc. (NRIX) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
-7.10%
16.77%
NRIX
SPY

Key characteristics

Sharpe Ratio

NRIX:

1.74

SPY:

1.93

Sortino Ratio

NRIX:

2.59

SPY:

2.59

Omega Ratio

NRIX:

1.30

SPY:

1.35

Calmar Ratio

NRIX:

1.53

SPY:

2.93

Martin Ratio

NRIX:

7.96

SPY:

12.16

Ulcer Index

NRIX:

16.08%

SPY:

2.02%

Daily Std Dev

NRIX:

73.77%

SPY:

12.73%

Max Drawdown

NRIX:

-91.53%

SPY:

-55.19%

Current Drawdown

NRIX:

-62.95%

SPY:

-1.31%

Returns By Period

In the year-to-date period, NRIX achieves a -1.33% return, which is significantly lower than SPY's 2.68% return.


NRIX

YTD

-1.33%

1M

-5.68%

6M

-12.27%

1Y

121.05%

5Y*

N/A

10Y*

N/A

SPY

YTD

2.68%

1M

1.66%

6M

15.99%

1Y

23.74%

5Y*

14.27%

10Y*

13.34%

*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

NRIX vs. SPY — Risk-Adjusted Performance Rank

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

NRIX
The Risk-Adjusted Performance Rank of NRIX is 8888
Overall Rank
The Sharpe Ratio Rank of NRIX is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of NRIX is 8888
Sortino Ratio Rank
The Omega Ratio Rank of NRIX is 8484
Omega Ratio Rank
The Calmar Ratio Rank of NRIX is 8787
Calmar Ratio Rank
The Martin Ratio Rank of NRIX is 8989
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 8080
Overall Rank
The Sharpe Ratio Rank of SPY is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 7878
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 8080
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 8181
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 8383
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.

NRIX vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nurix Therapeutics, Inc. (NRIX) and SPDR S&P 500 ETF (SPY). 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 NRIX, currently valued at 1.74, compared to the broader market-2.000.002.004.001.741.93
The chart of Sortino ratio for NRIX, currently valued at 2.59, compared to the broader market-4.00-2.000.002.004.002.592.59
The chart of Omega ratio for NRIX, currently valued at 1.30, compared to the broader market0.501.001.502.001.301.35
The chart of Calmar ratio for NRIX, currently valued at 1.53, compared to the broader market0.002.004.006.001.532.93
The chart of Martin ratio for NRIX, currently valued at 7.96, compared to the broader market-10.000.0010.0020.007.9612.16
NRIX
SPY

The current NRIX Sharpe Ratio is 1.74, which is comparable to the SPY Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of NRIX and SPY, 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 Ratio1.002.003.004.005.006.00SeptemberOctoberNovemberDecember2025February
1.74
1.93
NRIX
SPY

Dividends

NRIX vs. SPY - Dividend Comparison

NRIX has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.17%.


TTM20242023202220212020201920182017201620152014
NRIX
Nurix Therapeutics, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPY
SPDR S&P 500 ETF
1.17%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

NRIX vs. SPY - Drawdown Comparison

The maximum NRIX drawdown since its inception was -91.53%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for NRIX and SPY. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-62.95%
-1.31%
NRIX
SPY

Volatility

NRIX vs. SPY - Volatility Comparison

Nurix Therapeutics, Inc. (NRIX) has a higher volatility of 14.48% compared to SPDR S&P 500 ETF (SPY) at 4.03%. This indicates that NRIX's price experiences larger fluctuations and is considered to be riskier than SPY 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
14.48%
4.03%
NRIX
SPY
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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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