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NVR vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


NVRVOO
YTD Return32.12%27.26%
1Y Return53.25%37.86%
3Y Return (Ann)20.87%10.35%
5Y Return (Ann)20.88%16.03%
10Y Return (Ann)22.32%13.45%
Sharpe Ratio2.503.25
Sortino Ratio3.334.31
Omega Ratio1.421.61
Calmar Ratio6.194.74
Martin Ratio14.9021.63
Ulcer Index3.92%1.85%
Daily Std Dev23.26%12.25%
Max Drawdown-97.91%-33.99%
Current Drawdown-6.80%0.00%

Correlation

-0.50.00.51.00.5

The correlation between NVR and VOO is 0.47, 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. VOO - Performance Comparison

In the year-to-date period, NVR achieves a 32.12% return, which is significantly higher than VOO's 27.26% return. Over the past 10 years, NVR has outperformed VOO with an annualized return of 22.32%, while VOO has yielded a comparatively lower 13.45% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
22.39%
15.73%
NVR
VOO

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Risk-Adjusted Performance

NVR vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NVR, Inc. (NVR) and Vanguard S&P 500 ETF (VOO). 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.


NVR
Sharpe ratio
The chart of Sharpe ratio for NVR, currently valued at 2.50, compared to the broader market-4.00-2.000.002.004.002.50
Sortino ratio
The chart of Sortino ratio for NVR, currently valued at 3.33, compared to the broader market-4.00-2.000.002.004.006.003.33
Omega ratio
The chart of Omega ratio for NVR, currently valued at 1.42, compared to the broader market0.501.001.502.001.42
Calmar ratio
The chart of Calmar ratio for NVR, currently valued at 6.19, compared to the broader market0.002.004.006.006.19
Martin ratio
The chart of Martin ratio for NVR, currently valued at 14.90, compared to the broader market0.0010.0020.0030.0014.90
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 3.25, compared to the broader market-4.00-2.000.002.004.003.25
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 4.31, compared to the broader market-4.00-2.000.002.004.006.004.31
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.61, compared to the broader market0.501.001.502.001.61
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 4.74, compared to the broader market0.002.004.006.004.74
Martin ratio
The chart of Martin ratio for VOO, currently valued at 21.63, compared to the broader market0.0010.0020.0030.0021.63

NVR vs. VOO - Sharpe Ratio Comparison

The current NVR Sharpe Ratio is 2.50, which is comparable to the VOO Sharpe Ratio of 3.25. The chart below compares the historical Sharpe Ratios of NVR and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.003.504.00JuneJulyAugustSeptemberOctoberNovember
2.50
3.25
NVR
VOO

Dividends

NVR vs. VOO - Dividend Comparison

NVR has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.23%.


TTM20232022202120202019201820172016201520142013
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%
VOO
Vanguard S&P 500 ETF
1.23%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

NVR vs. VOO - Drawdown Comparison

The maximum NVR drawdown since its inception was -97.91%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for NVR and VOO. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-6.80%
0
NVR
VOO

Volatility

NVR vs. VOO - Volatility Comparison

NVR, Inc. (NVR) has a higher volatility of 6.68% compared to Vanguard S&P 500 ETF (VOO) at 3.92%. This indicates that NVR's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
6.68%
3.92%
NVR
VOO