NSSC vs. GREK
NSSC (Napco Security Technologies, Inc.) is a stock, while GREK (Global X MSCI Greece ETF) is Emerging Markets Equities fund tracking the MSCI All Greece Select 25-50. Over the past 10 years, NSSC returned 28.00%/yr vs 16.01%/yr for GREK. At a 0.18 correlation, their price movements are largely independent.
Performance
NSSC vs. GREK - Performance Comparison
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Returns By Period
In the year-to-date period, NSSC achieves a -10.06% return, which is significantly lower than GREK's 15.45% return. Over the past 10 years, NSSC has outperformed GREK with an annualized return of 28.00%, while GREK has yielded a comparatively lower 16.01% annualized return.
NSSC
- 1D
- 2.59%
- 1M
- -1.36%
- YTD
- -10.06%
- 6M
- -10.89%
- 1Y
- 33.60%
- 3Y*
- -1.04%
- 5Y*
- 17.77%
- 10Y*
- 28.00%
GREK
- 1D
- 0.87%
- 1M
- 5.63%
- YTD
- 15.45%
- 6M
- 15.54%
- 1Y
- 38.63%
- 3Y*
- 32.67%
- 5Y*
- 24.30%
- 10Y*
- 16.01%
NSSC vs. GREK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NSSC Napco Security Technologies, Inc. | -10.06% | 19.22% | 4.97% | 25.59% | 9.96% | 90.62% | -10.79% | 86.60% | 80.00% | 2.94% |
GREK Global X MSCI Greece ETF | 15.45% | 76.11% | 9.53% | 42.72% | 3.64% | 6.14% | -13.89% | 50.20% | -31.25% | 34.80% |
Correlation
The correlation between NSSC and GREK is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Dec 8, 2011 | 0.18 |
The correlation between NSSC and GREK shifts across timeframes, from 0.18 (all time) to 0.32 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
NSSC vs. GREK — Risk / Return Rank
NSSC
GREK
NSSC vs. GREK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Napco Security Technologies, Inc. (NSSC) and Global X MSCI Greece ETF (GREK). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| NSSC | GREK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.80 | ||
| Sortino ratioReturn per unit of downside risk | -1.06 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.28 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.31 | 1.82 | -0.51 |
| Martin ratioReturn relative to average drawdown | 3.54 | 5.62 | -2.08 |
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Drawdowns
NSSC vs. GREK - Drawdown Comparison
The maximum NSSC drawdown since its inception was -93.20%, which is greater than GREK's maximum drawdown of -79.50%. Use the drawdown chart below to compare losses from any high point for NSSC and GREK.
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Drawdown Indicators
| NSSC | GREK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.20% | -79.50% | -13.70% |
Max Drawdown (1Y)Largest decline over 1 year | -25.72% | -21.32% | -4.40% |
Max Drawdown (3Y)Largest decline over 3 years | -65.43% | -22.63% | -42.80% |
Max Drawdown (5Y)Largest decline over 5 years | -65.43% | -30.46% | -34.97% |
Max Drawdown (10Y)Largest decline over 10 years | -65.43% | -57.04% | -8.39% |
Current DrawdownCurrent decline from peak | -33.82% | -1.44% | -32.38% |
Average DrawdownAverage peak-to-trough decline | -38.20% | -45.25% | +7.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.52% | 6.90% | +2.62% |
Volatility
NSSC vs. GREK - Volatility Comparison
Napco Security Technologies, Inc. (NSSC) has a higher volatility of 10.62% compared to Global X MSCI Greece ETF (GREK) at 8.69%. This indicates that NSSC's price experiences larger fluctuations and is considered to be riskier than GREK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NSSC | GREK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.62% | 8.69% | +1.93% |
Volatility (6M)Calculated over the trailing 6-month period | 32.37% | 20.65% | +11.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.31% | 24.35% | +17.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 50.99% | 24.44% | +26.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.57% | 29.71% | +19.86% |
Dividends
NSSC vs. GREK - Dividend Comparison
NSSC's dividend yield for the trailing twelve months is around 1.56%, less than GREK's 3.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GREK Global X MSCI Greece ETF | 3.00% | 3.46% | 4.63% | 2.61% | 2.82% | 2.16% | 2.62% | 2.25% | 2.41% | 2.13% | 1.95% | 1.52% |
NSSC Napco Security Technologies, Inc. | 1.56% | 1.31% | 1.27% | 0.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
NSSC and GREK have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NSSC has higher volatility (10.62%) compared to GREK (8.69%). In terms of maximum drawdown, NSSC dropped -93.20% vs GREK's -79.50%.
GREK currently has the higher Sharpe Ratio (1.59 vs 0.80), 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.
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