NRR.L vs. DGRO
NRR.L (NewRiver REIT plc) is a stock, while DGRO (iShares Core Dividend Growth ETF) is Large Cap Growth Equities fund tracking the Morningstar US Dividend Growth Index. Over the past 10 years, NRR.L returned -6.74%/yr vs 14.22%/yr for DGRO. At a 0.09 correlation, their price movements are largely independent.
Performance
NRR.L vs. DGRO - Performance Comparison
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Different Trading Currencies
NRR.L is traded in GBp, while DGRO is traded in USD. To make them comparable, the DGRO values have been converted to GBp using the latest available exchange rates.
Returns By Period
The year-to-date returns for both investments are quite close, with NRR.L having a 9.55% return and DGRO slightly higher at 9.88%. Over the past 10 years, NRR.L has underperformed DGRO with an annualized return of -6.74%, while DGRO has yielded a comparatively higher 14.22% annualized return.
NRR.L
- 1D
- 0.93%
- 1M
- -0.39%
- YTD
- 9.55%
- 6M
- 7.48%
- 1Y
- 5.09%
- 3Y*
- 4.44%
- 5Y*
- 2.78%
- 10Y*
- -6.74%
DGRO
- 1D
- -0.16%
- 1M
- 4.10%
- YTD
- 9.88%
- 6M
- 9.05%
- 1Y
- 25.36%
- 3Y*
- 14.34%
- 5Y*
- 11.87%
- 10Y*
- 14.22%
NRR.L vs. DGRO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NRR.L NewRiver REIT plc | 9.55% | 3.12% | -3.46% | 13.82% | -4.09% | 12.94% | -57.81% | 5.20% | -31.21% | 5.79% |
DGRO iShares Core Dividend Growth ETF | 9.88% | 7.45% | 18.66% | 4.95% | 3.04% | 27.84% | 6.28% | 24.93% | 3.41% | 12.36% |
Correlation
The correlation between NRR.L and DGRO is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Jun 13, 2014 | 0.09 |
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Return for Risk
NRR.L vs. DGRO — Risk / Return Rank
NRR.L
DGRO
NRR.L vs. DGRO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NewRiver REIT plc (NRR.L) and iShares Core Dividend Growth ETF (DGRO). 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.
| NRR.L | DGRO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.42 | ||
| Sortino ratioReturn per unit of downside risk | -3.09 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.47 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | 0.35 | 4.44 | -4.10 |
| Martin ratioReturn relative to average drawdown | 0.77 | 16.21 | -15.44 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NRR.L | DGRO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.22 | 2.64 | -2.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | 0.90 | -0.80 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.18 | 0.84 | -1.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.05 | 0.87 | -0.92 |
Drawdowns
NRR.L vs. DGRO - Drawdown Comparison
The maximum NRR.L drawdown since its inception was -84.84%, which is greater than DGRO's maximum drawdown of -27.11%. Use the drawdown chart below to compare losses from any high point for NRR.L and DGRO.
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Drawdown Indicators
| NRR.L | DGRO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.84% | -27.11% | -57.73% |
Max Drawdown (1Y)Largest decline over 1 year | -13.86% | -5.73% | -8.13% |
Max Drawdown (3Y)Largest decline over 3 years | -22.34% | -16.44% | -5.90% |
Max Drawdown (5Y)Largest decline over 5 years | -29.16% | -16.44% | -12.72% |
Max Drawdown (10Y)Largest decline over 10 years | -84.84% | -27.11% | -57.73% |
Current DrawdownCurrent decline from peak | -61.24% | -0.16% | -61.08% |
Average DrawdownAverage peak-to-trough decline | -36.89% | -3.25% | -33.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.23% | 1.57% | +4.66% |
Volatility
NRR.L vs. DGRO - Volatility Comparison
NewRiver REIT plc (NRR.L) has a higher volatility of 4.77% compared to iShares Core Dividend Growth ETF (DGRO) at 2.60%. This indicates that NRR.L's price experiences larger fluctuations and is considered to be riskier than DGRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NRR.L | DGRO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.77% | 2.60% | +2.17% |
Volatility (6M)Calculated over the trailing 6-month period | 15.52% | 7.21% | +8.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.30% | 9.67% | +12.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.02% | 13.17% | +13.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.79% | 16.97% | +19.82% |
Dividends
NRR.L vs. DGRO - Dividend Comparison
NRR.L's dividend yield for the trailing twelve months is around 8.72%, more than DGRO's 1.96% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGRO iShares Core Dividend Growth ETF | 1.96% | 2.09% | 2.26% | 2.45% | 2.34% | 1.93% | 2.30% | 2.21% | 2.44% | 2.03% | 2.27% | 2.52% |
NRR.L NewRiver REIT plc | 8.72% | 9.55% | 8.46% | 8.02% | 8.72% | 8.06% | 0.00% | 10.77% | 10.14% | 7.12% | 7.30% | 6.51% |
Frequently Asked Questions
NRR.L and DGRO have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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