NVR vs. DGRW
Compare and contrast key facts about NVR, Inc. (NVR) and WisdomTree U.S. Dividend Growth Fund (DGRW).
DGRW is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree U.S. Dividend Growth Index. It was launched on May 22, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NVR or DGRW.
Key characteristics
| NVR | DGRW | |
|---|---|---|
| YTD Return | 32.12% | 22.87% |
| 1Y Return | 53.25% | 32.43% |
| 3Y Return (Ann) | 20.87% | 12.43% |
| 5Y Return (Ann) | 20.88% | 14.93% |
| 10Y Return (Ann) | 22.32% | 13.17% |
| Sharpe Ratio | 2.50 | 3.21 |
| Sortino Ratio | 3.33 | 4.45 |
| Omega Ratio | 1.42 | 1.61 |
| Calmar Ratio | 6.19 | 5.48 |
| Martin Ratio | 14.90 | 20.85 |
| Ulcer Index | 3.92% | 1.64% |
| Daily Std Dev | 23.26% | 10.63% |
| Max Drawdown | -97.91% | -32.04% |
| Current Drawdown | -6.80% | -0.41% |
Correlation
The correlation between NVR and DGRW is 0.46, 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
NVR vs. DGRW - Performance Comparison
In the year-to-date period, NVR achieves a 32.12% return, which is significantly higher than DGRW's 22.87% return. Over the past 10 years, NVR has outperformed DGRW with an annualized return of 22.32%, while DGRW has yielded a comparatively lower 13.17% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
NVR vs. DGRW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for NVR, Inc. (NVR) and WisdomTree U.S. Dividend Growth Fund (DGRW). 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.
Dividends
NVR vs. DGRW - Dividend Comparison
NVR has not paid dividends to shareholders, while DGRW's dividend yield for the trailing twelve months is around 1.49%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NVR NVR, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DGRW WisdomTree U.S. Dividend Growth Fund | 1.49% | 1.74% | 2.15% | 1.78% | 1.91% | 2.20% | 2.42% | 1.73% | 2.13% | 2.18% | 1.79% | 1.06% |
Drawdowns
NVR vs. DGRW - Drawdown Comparison
The maximum NVR drawdown since its inception was -97.91%, which is greater than DGRW's maximum drawdown of -32.04%. Use the drawdown chart below to compare losses from any high point for NVR and DGRW. For additional features, visit the drawdowns tool.
Volatility
NVR vs. DGRW - Volatility Comparison
NVR, Inc. (NVR) has a higher volatility of 6.68% compared to WisdomTree U.S. Dividend Growth Fund (DGRW) at 3.55%. This indicates that NVR's price experiences larger fluctuations and is considered to be riskier than DGRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.