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NVR vs. GRNY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NVR vs. GRNY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NVR, Inc. (NVR) and Fundstrat Granny Shots U.S. Large Cap ETF (GRNY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NVR achieves a -15.11% return, which is significantly lower than GRNY's 9.21% return.


NVR

1D
0.14%
1M
3.63%
YTD
-15.11%
6M
-16.77%
1Y
-13.00%
3Y*
2.09%
5Y*
5.25%
10Y*
13.65%

GRNY

1D
0.52%
1M
0.19%
YTD
9.21%
6M
7.56%
1Y
26.59%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NVR vs. GRNY - Yearly Performance Comparison


2026 (YTD)20252024
NVR
NVR, Inc.
-15.11%-10.83%-11.30%
GRNY
Fundstrat Granny Shots U.S. Large Cap ETF
9.21%24.05%-1.09%

Correlation

The correlation between NVR and GRNY is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.16

Correlation (All Time)
Calculated using the full available price history since Nov 8, 2024

0.23

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Return for Risk

NVR vs. GRNY — Risk / Return Rank

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

NVR
NVR Risk / Return Rank: 2424
Overall Rank
NVR Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
NVR Sortino Ratio Rank: 2020
Sortino Ratio Rank
NVR Omega Ratio Rank: 2121
Omega Ratio Rank
NVR Calmar Ratio Rank: 3030
Calmar Ratio Rank
NVR Martin Ratio Rank: 2626
Martin Ratio Rank

GRNY
GRNY Risk / Return Rank: 4747
Overall Rank
GRNY Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
GRNY Sortino Ratio Rank: 4545
Sortino Ratio Rank
GRNY Omega Ratio Rank: 4444
Omega Ratio Rank
GRNY Calmar Ratio Rank: 5151
Calmar Ratio Rank
GRNY Martin Ratio Rank: 4646
Martin Ratio Rank
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.

NVR vs. GRNY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NVR, Inc. (NVR) and Fundstrat Granny Shots U.S. Large Cap ETF (GRNY). 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.


NVRGRNYDifference
Sharpe ratioReturn per unit of total volatility

-1.98

Sortino ratioReturn per unit of downside risk

-2.57

Omega ratioGain probability vs. loss probability

0.94

1.26

-0.32

Calmar ratioReturn relative to maximum drawdown

-0.37

2.30

-2.67

Martin ratioReturn relative to average drawdown

-0.84

7.00

-7.84

NVR vs. GRNY - Sharpe Ratio Comparison

The current NVR Sharpe Ratio is -0.48, which is lower than the GRNY Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of NVR and GRNY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


NVRGRNYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.48

1.50

-1.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

0.89

-0.84

Drawdowns

NVR vs. GRNY - Drawdown Comparison

The maximum NVR drawdown since its inception was -96.47%, which is greater than GRNY's maximum drawdown of -24.18%. Use the drawdown chart below to compare losses from any high point for NVR and GRNY.


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Drawdown Indicators


NVRGRNYDifference

Max Drawdown

Largest peak-to-trough decline

-96.47%

-24.18%

-72.29%

Max Drawdown (1Y)

Largest decline over 1 year

-34.88%

-11.63%

-23.25%

Max Drawdown (3Y)

Largest decline over 3 years

-43.94%

Max Drawdown (5Y)

Largest decline over 5 years

-43.94%

Max Drawdown (10Y)

Largest decline over 10 years

-46.13%

Current Drawdown

Current decline from peak

-37.62%

-2.59%

-35.03%

Average Drawdown

Average peak-to-trough decline

-23.55%

-4.01%

-19.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.45%

3.81%

+11.64%

Volatility

NVR vs. GRNY - Volatility Comparison

NVR, Inc. (NVR) has a higher volatility of 6.50% compared to Fundstrat Granny Shots U.S. Large Cap ETF (GRNY) at 5.02%. This indicates that NVR's price experiences larger fluctuations and is considered to be riskier than GRNY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NVRGRNYDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.50%

5.02%

+1.48%

Volatility (6M)

Calculated over the trailing 6-month period

19.81%

13.09%

+6.72%

Volatility (1Y)

Calculated over the trailing 1-year period

27.21%

17.86%

+9.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.54%

23.25%

+4.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.95%

23.25%

+8.70%

Dividends

NVR vs. GRNY - Dividend Comparison

Neither NVR nor GRNY has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


NVR and GRNY have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NVR has higher volatility (6.50%) compared to GRNY (5.02%). In terms of maximum drawdown, NVR dropped -96.47% vs GRNY's -24.18%.

GRNY currently has the higher Sharpe Ratio (1.50 vs -0.48), 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.

Portfolio Optimizer

Find the right allocation for NVR and GRNY

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