NU vs. STIP
NU (Nu Holdings Ltd.) is a stock, while STIP (iShares 0-5 Year TIPS Bond ETF) is Inflation-Protected Bonds fund tracking the Bloomberg US Treasury Inflation-Protected Securities (TIPS) 0-5 Years Index (Series-L). Over the past 3 years, NU returned 18.12%/yr vs 5.01%/yr for STIP. At a 0.06 correlation, their price movements are largely independent.
Performance
NU vs. STIP - Performance Comparison
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Returns By Period
In the year-to-date period, NU achieves a -25.57% return, which is significantly lower than STIP's 1.39% return.
NU
- 1D
- -1.03%
- 1M
- -2.12%
- YTD
- -25.57%
- 6M
- -25.57%
- 1Y
- -7.22%
- 3Y*
- 18.12%
- 5Y*
- —
- 10Y*
- —
STIP
- 1D
- 0.05%
- 1M
- -0.24%
- YTD
- 1.39%
- 6M
- 1.47%
- 1Y
- 3.65%
- 3Y*
- 5.01%
- 5Y*
- 3.28%
- 10Y*
- 3.08%
NU vs. STIP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
NU Nu Holdings Ltd. | -25.57% | 61.58% | 24.37% | 104.67% | -56.61% | -16.62% |
STIP iShares 0-5 Year TIPS Bond ETF | 1.39% | 6.03% | 4.77% | 4.63% | -3.02% | 0.26% |
Correlation
The correlation between NU and STIP is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Dec 9, 2021 | 0.06 |
The correlation between NU and STIP shifts across timeframes, from -0.12 (1 year) to 0.06 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
NU vs. STIP — Risk / Return Rank
NU
STIP
NU vs. STIP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nu Holdings Ltd. (NU) and iShares 0-5 Year TIPS Bond ETF (STIP). 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.
| NU | STIP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.58 | ||
| Sortino ratioReturn per unit of downside risk | -3.78 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.50 | -0.50 |
| Calmar ratioReturn relative to maximum drawdown | -0.19 | 5.05 | -5.24 |
| Martin ratioReturn relative to average drawdown | -0.44 | 18.15 | -18.60 |
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Drawdowns
NU vs. STIP - Drawdown Comparison
The maximum NU drawdown since its inception was -72.07%, which is greater than STIP's maximum drawdown of -5.50%. Use the drawdown chart below to compare losses from any high point for NU and STIP.
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Drawdown Indicators
| NU | STIP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.07% | -5.50% | -66.57% |
Max Drawdown (1Y)Largest decline over 1 year | -38.17% | -0.73% | -37.44% |
Max Drawdown (3Y)Largest decline over 3 years | -39.58% | -0.95% | -38.63% |
Max Drawdown (5Y)Largest decline over 5 years | — | -5.50% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -5.50% | — |
Current DrawdownCurrent decline from peak | -33.58% | -0.67% | -32.91% |
Average DrawdownAverage peak-to-trough decline | -29.79% | -0.99% | -28.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.29% | 0.20% | +16.09% |
Volatility
NU vs. STIP - Volatility Comparison
Nu Holdings Ltd. (NU) has a higher volatility of 12.77% compared to iShares 0-5 Year TIPS Bond ETF (STIP) at 0.65%. This indicates that NU's price experiences larger fluctuations and is considered to be riskier than STIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NU | STIP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.77% | 0.65% | +12.12% |
Volatility (6M)Calculated over the trailing 6-month period | 28.85% | 1.14% | +27.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.16% | 1.53% | +36.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 58.33% | 2.74% | +55.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 58.33% | 2.45% | +55.88% |
Dividends
NU vs. STIP - Dividend Comparison
NU has not paid dividends to shareholders, while STIP's dividend yield for the trailing twelve months is around 4.33%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
NU Nu Holdings Ltd. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
STIP iShares 0-5 Year TIPS Bond ETF | 4.33% | 4.11% | 2.62% | 2.84% | 6.04% | 4.15% | 1.40% | 2.06% | 2.44% | 1.59% | 0.89% |
Frequently Asked Questions
NU and STIP have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NU has higher volatility (12.77%) compared to STIP (0.65%). In terms of maximum drawdown, NU dropped -72.07% vs STIP's -5.50%.
STIP currently has the higher Sharpe Ratio (2.39 vs -0.20), 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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