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

Performance

NVR vs. XLK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NVR, Inc. (NVR) and Technology Select Sector SPDR Fund (XLK). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
20.68%
7.81%
NVR
XLK

Returns By Period

In the year-to-date period, NVR achieves a 28.56% return, which is significantly higher than XLK's 20.71% return. Over the past 10 years, NVR has outperformed XLK with an annualized return of 22.07%, while XLK has yielded a comparatively lower 20.26% annualized return.


NVR

YTD

28.56%

1M

-6.79%

6M

20.68%

1Y

44.13%

5Y (annualized)

19.59%

10Y (annualized)

22.07%

XLK

YTD

20.71%

1M

-0.37%

6M

7.81%

1Y

26.58%

5Y (annualized)

22.92%

10Y (annualized)

20.26%

Key characteristics


NVRXLK
Sharpe Ratio1.851.18
Sortino Ratio2.561.64
Omega Ratio1.321.22
Calmar Ratio4.001.51
Martin Ratio10.195.19
Ulcer Index4.19%4.92%
Daily Std Dev23.07%21.69%
Max Drawdown-97.91%-82.05%
Current Drawdown-9.31%-2.65%

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Correlation

-0.50.00.51.00.4

The correlation between NVR and XLK is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

NVR vs. XLK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NVR, Inc. (NVR) and Technology Select Sector SPDR Fund (XLK). 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.


Sharpe ratio
The chart of Sharpe ratio for NVR, currently valued at 1.85, compared to the broader market-4.00-2.000.002.004.001.851.18
The chart of Sortino ratio for NVR, currently valued at 2.56, compared to the broader market-4.00-2.000.002.004.002.561.64
The chart of Omega ratio for NVR, currently valued at 1.32, compared to the broader market0.501.001.502.001.321.22
The chart of Calmar ratio for NVR, currently valued at 4.00, compared to the broader market0.002.004.006.004.001.51
The chart of Martin ratio for NVR, currently valued at 10.19, compared to the broader market-10.000.0010.0020.0030.0010.195.19
NVR
XLK

The current NVR Sharpe Ratio is 1.85, which is higher than the XLK Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of NVR and XLK, 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 Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.85
1.18
NVR
XLK

Dividends

NVR vs. XLK - Dividend Comparison

NVR has not paid dividends to shareholders, while XLK's dividend yield for the trailing twelve months is around 0.67%.


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%
XLK
Technology Select Sector SPDR Fund
0.67%0.76%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%1.75%1.70%

Drawdowns

NVR vs. XLK - Drawdown Comparison

The maximum NVR drawdown since its inception was -97.91%, which is greater than XLK's maximum drawdown of -82.05%. Use the drawdown chart below to compare losses from any high point for NVR and XLK. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-9.31%
-2.65%
NVR
XLK

Volatility

NVR vs. XLK - Volatility Comparison

The current volatility for NVR, Inc. (NVR) is 5.64%, while Technology Select Sector SPDR Fund (XLK) has a volatility of 6.36%. This indicates that NVR experiences smaller price fluctuations and is considered to be less risky than XLK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
5.64%
6.36%
NVR
XLK