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NSANY vs. VOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NSANY vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nissan Motor Co Ltd ADR (NSANY) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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NSANY vs. VOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NSANY
Nissan Motor Co Ltd ADR
-13.41%-19.08%-22.39%24.75%-34.65%-10.94%-6.74%-27.42%-19.90%1.63%
VOO
Vanguard S&P 500 ETF
-4.42%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-4.50%21.77%

Returns By Period

In the year-to-date period, NSANY achieves a -13.41% return, which is significantly lower than VOO's -4.42% return. Over the past 10 years, NSANY has underperformed VOO with an annualized return of -13.03%, while VOO has yielded a comparatively higher 14.05% annualized return.


NSANY

1D
3.40%
1M
-21.69%
YTD
-13.41%
6M
-12.53%
1Y
-16.80%
3Y*
-17.44%
5Y*
-17.11%
10Y*
-13.03%

VOO

1D
2.86%
1M
-5.01%
YTD
-4.42%
6M
-1.84%
1Y
17.67%
3Y*
18.27%
5Y*
11.75%
10Y*
14.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Nissan Motor Co Ltd ADR

Vanguard S&P 500 ETF

Return for Risk

NSANY vs. VOO — Risk / Return Rank

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

NSANY
NSANY Risk / Return Rank: 1919
Overall Rank
NSANY Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
NSANY Sortino Ratio Rank: 2121
Sortino Ratio Rank
NSANY Omega Ratio Rank: 2121
Omega Ratio Rank
NSANY Calmar Ratio Rank: 2323
Calmar Ratio Rank
NSANY Martin Ratio Rank: 88
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 6565
Overall Rank
VOO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 6262
Sortino Ratio Rank
VOO Omega Ratio Rank: 6666
Omega Ratio Rank
VOO Calmar Ratio Rank: 6565
Calmar Ratio Rank
VOO Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NSANY vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nissan Motor Co Ltd ADR (NSANY) 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.


NSANYVOODifference

Sharpe ratio

Return per unit of total volatility

-0.44

0.98

-1.42

Sortino ratio

Return per unit of downside risk

-0.41

1.50

-1.90

Omega ratio

Gain probability vs. loss probability

0.95

1.23

-0.27

Calmar ratio

Return relative to maximum drawdown

-0.54

1.53

-2.07

Martin ratio

Return relative to average drawdown

-1.54

7.29

-8.84

NSANY vs. VOO - Sharpe Ratio Comparison

The current NSANY Sharpe Ratio is -0.44, which is lower than the VOO Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of NSANY 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.


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Sharpe Ratios by Period


NSANYVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.44

0.98

-1.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.47

0.70

-1.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.40

0.78

-1.18

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.22

0.83

-1.05

Correlation

The correlation between NSANY and VOO is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

NSANY vs. VOO - Dividend Comparison

NSANY has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.19%.


TTM20252024202320222021202020192018201720162015
NSANY
Nissan Motor Co Ltd ADR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%2.15%4.10%0.00%
VOO
Vanguard S&P 500 ETF
1.19%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Drawdowns

NSANY vs. VOO - Drawdown Comparison

The maximum NSANY drawdown since its inception was -81.42%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for NSANY and VOO.


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Drawdown Indicators


NSANYVOODifference

Max Drawdown

Largest peak-to-trough decline

-81.42%

-33.99%

-47.43%

Max Drawdown (1Y)

Largest decline over 1 year

-31.90%

-11.98%

-19.92%

Max Drawdown (5Y)

Largest decline over 5 years

-64.54%

-24.52%

-40.02%

Max Drawdown (10Y)

Largest decline over 10 years

-81.19%

-33.99%

-47.20%

Current Drawdown

Current decline from peak

-80.79%

-6.29%

-74.50%

Average Drawdown

Average peak-to-trough decline

-34.50%

-3.72%

-30.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.09%

2.52%

+8.57%

Volatility

NSANY vs. VOO - Volatility Comparison

Nissan Motor Co Ltd ADR (NSANY) has a higher volatility of 12.16% compared to Vanguard S&P 500 ETF (VOO) at 5.29%. This indicates that NSANY'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.


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Volatility by Period


NSANYVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

12.16%

5.29%

+6.87%

Volatility (6M)

Calculated over the trailing 6-month period

28.25%

9.44%

+18.81%

Volatility (1Y)

Calculated over the trailing 1-year period

38.21%

18.10%

+20.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.24%

16.82%

+19.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.85%

17.99%

+14.86%