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NSSC vs. MAGS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NSSC and MAGS is 0.51, 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.


Performance

NSSC vs. MAGS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Napco Security Technologies, Inc. (NSSC) and Roundhill Magnificent Seven ETF (MAGS). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

NSSC:

-0.75

MAGS:

0.63

Sortino Ratio

NSSC:

-0.84

MAGS:

1.05

Omega Ratio

NSSC:

0.87

MAGS:

1.14

Calmar Ratio

NSSC:

-0.64

MAGS:

0.67

Martin Ratio

NSSC:

-1.10

MAGS:

1.86

Ulcer Index

NSSC:

37.74%

MAGS:

10.77%

Daily Std Dev

NSSC:

53.49%

MAGS:

33.27%

Max Drawdown

NSSC:

-93.16%

MAGS:

-29.91%

Current Drawdown

NSSC:

-54.00%

MAGS:

-17.12%

Returns By Period

In the year-to-date period, NSSC achieves a -25.47% return, which is significantly lower than MAGS's -12.00% return.


NSSC

YTD

-25.47%

1M

25.51%

6M

-31.23%

1Y

-39.79%

5Y*

19.14%

10Y*

26.38%

MAGS

YTD

-12.00%

1M

8.79%

6M

-7.02%

1Y

21.27%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

NSSC vs. MAGS — Risk-Adjusted Performance Rank

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

NSSC
The Risk-Adjusted Performance Rank of NSSC is 1515
Overall Rank
The Sharpe Ratio Rank of NSSC is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of NSSC is 1616
Sortino Ratio Rank
The Omega Ratio Rank of NSSC is 1313
Omega Ratio Rank
The Calmar Ratio Rank of NSSC is 1212
Calmar Ratio Rank
The Martin Ratio Rank of NSSC is 2323
Martin Ratio Rank

MAGS
The Risk-Adjusted Performance Rank of MAGS is 6767
Overall Rank
The Sharpe Ratio Rank of MAGS is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of MAGS is 6969
Sortino Ratio Rank
The Omega Ratio Rank of MAGS is 6767
Omega Ratio Rank
The Calmar Ratio Rank of MAGS is 7474
Calmar Ratio Rank
The Martin Ratio Rank of MAGS is 5959
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.

NSSC vs. MAGS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Napco Security Technologies, Inc. (NSSC) and Roundhill Magnificent Seven ETF (MAGS). 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.


The current NSSC Sharpe Ratio is -0.75, which is lower than the MAGS Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of NSSC and MAGS, 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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Dividends

NSSC vs. MAGS - Dividend Comparison

NSSC's dividend yield for the trailing twelve months is around 1.80%, more than MAGS's 0.92% yield.


TTM20242023
NSSC
Napco Security Technologies, Inc.
1.80%1.27%0.65%
MAGS
Roundhill Magnificent Seven ETF
0.92%0.81%0.44%

Drawdowns

NSSC vs. MAGS - Drawdown Comparison

The maximum NSSC drawdown since its inception was -93.16%, which is greater than MAGS's maximum drawdown of -29.91%. Use the drawdown chart below to compare losses from any high point for NSSC and MAGS. For additional features, visit the drawdowns tool.


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Volatility

NSSC vs. MAGS - Volatility Comparison

The current volatility for Napco Security Technologies, Inc. (NSSC) is 9.51%, while Roundhill Magnificent Seven ETF (MAGS) has a volatility of 11.07%. This indicates that NSSC experiences smaller price fluctuations and is considered to be less risky than MAGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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