PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
NWBI vs. DLX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NWBI and DLX 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.


-0.50.00.51.00.4

Performance

NWBI vs. DLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Northwest Bancshares, Inc. (NWBI) and Deluxe Corporation (DLX). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
24.44%
6.30%
NWBI
DLX

Key characteristics

Sharpe Ratio

NWBI:

0.43

DLX:

0.46

Sortino Ratio

NWBI:

0.91

DLX:

0.91

Omega Ratio

NWBI:

1.11

DLX:

1.11

Calmar Ratio

NWBI:

0.50

DLX:

0.24

Martin Ratio

NWBI:

1.43

DLX:

1.42

Ulcer Index

NWBI:

8.61%

DLX:

11.69%

Daily Std Dev

NWBI:

28.60%

DLX:

35.82%

Max Drawdown

NWBI:

-64.95%

DLX:

-84.62%

Current Drawdown

NWBI:

-12.61%

DLX:

-61.42%

Fundamentals

Market Cap

NWBI:

$1.80B

DLX:

$1.03B

EPS

NWBI:

$0.76

DLX:

$1.24

PE Ratio

NWBI:

18.59

DLX:

18.77

PEG Ratio

NWBI:

1.87

DLX:

0.55

Total Revenue (TTM)

NWBI:

$671.08M

DLX:

$2.14B

Gross Profit (TTM)

NWBI:

$652.34M

DLX:

$1.14B

EBITDA (TTM)

NWBI:

$43.32M

DLX:

$388.41M

Returns By Period

In the year-to-date period, NWBI achieves a 12.49% return, which is significantly higher than DLX's 10.38% return. Over the past 10 years, NWBI has outperformed DLX with an annualized return of 5.99%, while DLX has yielded a comparatively lower -6.50% annualized return.


NWBI

YTD

12.49%

1M

-8.73%

6M

24.33%

1Y

13.68%

5Y*

1.50%

10Y*

5.99%

DLX

YTD

10.38%

1M

-1.58%

6M

6.75%

1Y

18.08%

5Y*

-10.91%

10Y*

-6.50%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

NWBI vs. DLX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Northwest Bancshares, Inc. (NWBI) and Deluxe Corporation (DLX). 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 NWBI, currently valued at 0.43, compared to the broader market-4.00-2.000.002.000.430.46
The chart of Sortino ratio for NWBI, currently valued at 0.91, compared to the broader market-4.00-2.000.002.004.000.910.91
The chart of Omega ratio for NWBI, currently valued at 1.11, compared to the broader market0.501.001.502.001.111.11
The chart of Calmar ratio for NWBI, currently valued at 0.50, compared to the broader market0.002.004.006.000.500.24
The chart of Martin ratio for NWBI, currently valued at 1.43, compared to the broader market0.0010.0020.001.431.42
NWBI
DLX

The current NWBI Sharpe Ratio is 0.43, which is comparable to the DLX Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of NWBI and DLX, 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 Ratio0.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.43
0.46
NWBI
DLX

Dividends

NWBI vs. DLX - Dividend Comparison

NWBI's dividend yield for the trailing twelve months is around 6.07%, more than DLX's 5.36% yield.


TTM20232022202120202019201820172016201520142013
NWBI
Northwest Bancshares, Inc.
6.07%6.41%5.72%5.58%5.97%4.33%4.01%3.83%3.33%4.18%12.93%3.38%
DLX
Deluxe Corporation
5.36%5.59%7.07%3.74%4.11%2.40%3.12%1.56%1.68%2.20%1.85%1.92%

Drawdowns

NWBI vs. DLX - Drawdown Comparison

The maximum NWBI drawdown since its inception was -64.95%, smaller than the maximum DLX drawdown of -84.62%. Use the drawdown chart below to compare losses from any high point for NWBI and DLX. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-12.61%
-61.42%
NWBI
DLX

Volatility

NWBI vs. DLX - Volatility Comparison

The current volatility for Northwest Bancshares, Inc. (NWBI) is 7.26%, while Deluxe Corporation (DLX) has a volatility of 8.83%. This indicates that NWBI experiences smaller price fluctuations and is considered to be less risky than DLX 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%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
7.26%
8.83%
NWBI
DLX

Financials

NWBI vs. DLX - Financials Comparison

This section allows you to compare key financial metrics between Northwest Bancshares, Inc. and Deluxe Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab