NSRGY vs. JANW

Last updated Jun 5, 2026

NSRGY (Nestlé S.A.) is a stock, while JANW (AllianzIM U.S. Large Cap Buffer20 Jan ETF) is Options Trading fund actively managed by Allianz. Over the past 5 years, NSRGY returned -2.14%/yr vs 8.25%/yr for JANW. At a 0.21 correlation, their price movements are largely independent.

Performance

NSRGY vs. JANW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nestlé S.A. (NSRGY) and AllianzIM U.S. Large Cap Buffer20 Jan ETF (JANW). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, NSRGY achieves a 2.03% return, which is significantly lower than JANW's 4.57% return.

NSRGY

• 1D: -0.88%
• 1M: -2.65%
• YTD: 2.03%
• 6M: 2.16%
• 1Y: -5.11%
• 3Y*: -3.52%
• 5Y*: -2.14%
• 10Y*: 5.88%

JANW

• 1D: 0.17%
• 1M: 1.49%
• YTD: 4.57%
• 6M: 5.30%
• 1Y: 12.96%
• 3Y*: 10.98%
• 5Y*: 8.25%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

NSRGY vs. JANW - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
NSRGY Nestlé S.A.	2.03%	24.80%	-27.05%	2.88%	-15.94%	21.48%
JANW AllianzIM U.S. Large Cap Buffer20 Jan ETF	4.57%	10.05%	10.99%	14.56%	-0.60%	7.00%

Correlation

The correlation between NSRGY and JANW is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.11
Correlation (3Y) Calculated over the trailing 3-year period	0.09
Correlation (5Y) Calculated over the trailing 5-year period	0.21
Correlation (All Time) Calculated using the full available price history since Jan 5, 2021	0.21

The correlation between NSRGY and JANW shifts across timeframes, from 0.09 (3 years) to 0.21 (all time), reflecting how their relationship changes across market environments.

Return for Risk

NSRGY vs. JANW — Risk / Return Rank

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

NSRGY

NSRGY Risk / Return Rank: 30
NSRGY Sharpe Ratio Rank: 32
NSRGY Sortino Ratio Rank: 27
NSRGY Omega Ratio Rank: 27
NSRGY Calmar Ratio Rank: 33
NSRGY Martin Ratio Rank: 32

JANW

JANW Risk / Return Rank: 86
JANW Sharpe Ratio Rank: 87
JANW Sortino Ratio Rank: 91
JANW Omega Ratio Rank: 93
JANW Calmar Ratio Rank: 73
JANW Martin Ratio Rank: 89

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.

NSRGY vs. JANW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nestlé S.A. (NSRGY) and AllianzIM U.S. Large Cap Buffer20 Jan ETF (JANW). 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.

	NSRGY	JANW	Difference
Sharpe ratio: Return per unit of total volatility	-0.23	2.83	-3.06
Sortino ratio: Return per unit of downside risk	-0.18	4.27	-4.45
Omega ratio: Gain probability vs. loss probability	0.98	1.62	-0.64
Calmar ratio: Return relative to maximum drawdown	-0.29	3.57	-3.85
Martin ratio: Return relative to average drawdown	-0.54	19.70	-20.24
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

NSRGY vs. JANW - Sharpe Ratio Comparison

The current NSRGY Sharpe Ratio is -0.23, which is lower than the JANW Sharpe Ratio of 2.83. The chart below compares the historical Sharpe Ratios of NSRGY and JANW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	NSRGY	JANW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.23	2.83	-3.06
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.11	1.22	-1.33
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.32	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.12	1.28	-1.16

Drawdowns

NSRGY vs. JANW - Drawdown Comparison

The maximum NSRGY drawdown since its inception was -75.68%, which is greater than JANW's maximum drawdown of -9.69%. Use the drawdown chart below to compare losses from any high point for NSRGY and JANW.

Drawdown Indicators

	NSRGY	JANW	Difference
Max Drawdown Largest peak-to-trough decline	-75.68%	-9.69%	-65.99%
Max Drawdown (1Y) Largest decline over 1 year	-17.94%	-3.65%	-14.29%
Max Drawdown (3Y) Largest decline over 3 years	-32.79%	-8.66%	-24.13%
Max Drawdown (5Y) Largest decline over 5 years	-38.24%	-9.69%	-28.55%
Max Drawdown (10Y) Largest decline over 10 years	-38.24%	—	—
Current Drawdown Current decline from peak	-20.09%	0.00%	-20.09%
Average Drawdown Average peak-to-trough decline	-24.17%	-1.23%	-22.94%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.59%	0.66%	+8.93%

Volatility

NSRGY vs. JANW - Volatility Comparison

Nestlé S.A. (NSRGY) has a higher volatility of 5.92% compared to AllianzIM U.S. Large Cap Buffer20 Jan ETF (JANW) at 0.74%. This indicates that NSRGY's price experiences larger fluctuations and is considered to be riskier than JANW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	NSRGY	JANW	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.92%	0.74%	+5.18%
Volatility (6M) Calculated over the trailing 6-month period	14.87%	3.66%	+11.21%
Volatility (1Y) Calculated over the trailing 1-year period	22.75%	4.59%	+18.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.87%	6.77%	+13.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.44%	6.67%	+11.77%

Dividends

NSRGY vs. JANW - Dividend Comparison

NSRGY's dividend yield for the trailing twelve months is around 4.14%, while JANW has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JANW AllianzIM U.S. Large Cap Buffer20 Jan ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
NSRGY Nestlé S.A.	4.14%	3.44%	4.01%	2.86%	2.57%	2.18%	2.34%	2.28%	3.12%	5.64%	6.54%	3.13%

Frequently Asked Questions

Can I hold both NSRGY and JANW in my portfolio?

NSRGY and JANW have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, NSRGY or JANW?

NSRGY has higher volatility (5.92%) compared to JANW (0.74%). In terms of maximum drawdown, NSRGY dropped -75.68% vs JANW's -9.69%.

Which has better risk-adjusted returns?

JANW currently has the higher Sharpe Ratio (2.83 vs -0.23), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.