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NWE vs. COR
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NWE vs. COR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NorthWestern Corporation (NWE) and Cencora Inc. (COR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NWE achieves a 8.24% return, which is significantly higher than COR's -21.63% return. Over the past 10 years, NWE has underperformed COR with an annualized return of 5.81%, while COR has yielded a comparatively higher 16.54% annualized return.


NWE

1D
-0.92%
1M
-3.85%
YTD
8.24%
6M
5.73%
1Y
34.06%
3Y*
11.42%
5Y*
6.43%
10Y*
5.81%

COR

1D
-0.45%
1M
-12.98%
YTD
-21.63%
6M
-21.06%
1Y
-8.89%
3Y*
15.73%
5Y*
19.66%
10Y*
16.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NWE vs. COR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NWE
NorthWestern Corporation
8.24%26.40%10.51%-10.12%8.49%2.10%-15.15%24.50%3.52%8.74%
COR
Cencora Inc.
-21.63%51.48%10.37%25.33%26.26%44.09%23.37%23.51%-17.57%19.51%

Correlation

The correlation between NWE and COR is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

Correlation (3Y)
Calculated over the trailing 3-year period

0.21

Correlation (5Y)
Calculated over the trailing 5-year period

0.27

Correlation (10Y)
Calculated over the trailing 10-year period

0.24

Correlation (All Time)
Calculated using the full available price history since Dec 31, 2007

0.30

Fundamentals

Market Cap

NWE:

$4.25B

COR:

$51.51B

EPS

NWE:

$2.72

COR:

$13.07

PE Ratio

NWE:

25.42

COR:

20.17

PS Ratio

NWE:

2.59

COR:

0.16

PB Ratio

NWE:

1.46

COR:

15.16

Total Revenue (TTM)

NWE:

$1.64B

COR:

$328.68B

Gross Profit (TTM)

NWE:

$1.15B

COR:

$11.66B

EBITDA (TTM)

NWE:

$510.42M

COR:

$3.64B

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Return for Risk

NWE vs. COR — Risk / Return Rank

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

NWE
NWE Risk / Return Rank: 8383
Overall Rank
NWE Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
NWE Sortino Ratio Rank: 8080
Sortino Ratio Rank
NWE Omega Ratio Rank: 7878
Omega Ratio Rank
NWE Calmar Ratio Rank: 8484
Calmar Ratio Rank
NWE Martin Ratio Rank: 8989
Martin Ratio Rank

COR
COR Risk / Return Rank: 2727
Overall Rank
COR Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
COR Sortino Ratio Rank: 2525
Sortino Ratio Rank
COR Omega Ratio Rank: 2525
Omega Ratio Rank
COR Calmar Ratio Rank: 3131
Calmar Ratio Rank
COR Martin Ratio Rank: 2525
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.

NWE vs. COR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NorthWestern Corporation (NWE) and Cencora Inc. (COR). 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.


NWECORDifference
Sharpe ratioReturn per unit of total volatility

+1.90

Sortino ratioReturn per unit of downside risk

+2.51

Omega ratioGain probability vs. loss probability

1.29

0.97

+0.32

Calmar ratioReturn relative to maximum drawdown

3.39

-0.28

+3.67

Martin ratioReturn relative to average drawdown

11.34

-0.82

+12.16

NWE vs. COR - Sharpe Ratio Comparison

The current NWE Sharpe Ratio is 1.60, which is higher than the COR Sharpe Ratio of -0.30. The chart below compares the historical Sharpe Ratios of NWE and COR, 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


NWECORDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.60

-0.30

+1.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.89

-0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

0.60

-0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.54

-0.15

Drawdowns

NWE vs. COR - Drawdown Comparison

The maximum NWE drawdown since its inception was -39.34%, smaller than the maximum COR drawdown of -71.01%. Use the drawdown chart below to compare losses from any high point for NWE and COR.


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Drawdown Indicators


NWECORDifference

Max Drawdown

Largest peak-to-trough decline

-39.34%

-71.01%

+31.67%

Max Drawdown (1Y)

Largest decline over 1 year

-10.09%

-32.44%

+22.35%

Max Drawdown (3Y)

Largest decline over 3 years

-19.73%

-32.44%

+12.71%

Max Drawdown (5Y)

Largest decline over 5 years

-21.97%

-32.44%

+10.47%

Max Drawdown (10Y)

Largest decline over 10 years

-39.34%

-32.44%

-6.90%

Current Drawdown

Current decline from peak

-5.73%

-29.37%

+23.64%

Average Drawdown

Average peak-to-trough decline

-10.77%

-13.62%

+2.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.14%

10.87%

-7.73%

Volatility

NWE vs. COR - Volatility Comparison

The current volatility for NorthWestern Corporation (NWE) is 6.68%, while Cencora Inc. (COR) has a volatility of 20.43%. This indicates that NWE experiences smaller price fluctuations and is considered to be less risky than COR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NWECORDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.68%

20.43%

-13.75%

Volatility (6M)

Calculated over the trailing 6-month period

16.06%

27.13%

-11.07%

Volatility (1Y)

Calculated over the trailing 1-year period

21.39%

30.05%

-8.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.05%

22.30%

-1.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.72%

27.47%

-2.75%

Dividends

NWE vs. COR - Dividend Comparison

NWE's dividend yield for the trailing twelve months is around 3.83%, more than COR's 0.89% yield.


PositionTTM20252024202320222021202020192018201720162015
COR
Cencora Inc.
0.89%0.67%0.93%0.96%1.13%5.13%6.74%7.48%2.07%1.61%1.77%1.17%
NWE
NorthWestern Corporation
3.83%4.09%4.86%5.03%4.25%4.34%4.12%3.21%3.70%3.52%3.52%3.54%

Financials

NWE vs. COR - Financials Comparison

This section allows you to compare key financial metrics between NorthWestern Corporation and Cencora Inc.. 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


0.0020.00B40.00B60.00B80.00B20222023202420252026
497.57M
78.36B
(NWE) Total Revenue
(COR) Total Revenue
Values in USD except per share items

NWE vs. COR - Profitability Comparison

The chart below illustrates the profitability comparison between NorthWestern Corporation and Cencora Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%20222023202420252026
85.0%
4.6%
Portfolio components
NWE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, NorthWestern Corporation reported a gross profit of 423.03M and revenue of 497.57M. Therefore, the gross margin over that period was 85.0%.

COR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Cencora Inc. reported a gross profit of 3.59B and revenue of 78.36B. Therefore, the gross margin over that period was 4.6%.

NWE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, NorthWestern Corporation reported an operating income of 114.11M and revenue of 497.57M, resulting in an operating margin of 22.9%.

COR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Cencora Inc. reported an operating income of 1.14B and revenue of 78.36B, resulting in an operating margin of 1.5%.

NWE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, NorthWestern Corporation reported a net income of 63.46M and revenue of 497.57M, resulting in a net margin of 12.8%.

COR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Cencora Inc. reported a net income of 1.64B and revenue of 78.36B, resulting in a net margin of 2.1%.


Frequently Asked Questions


NWE and COR have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

COR has higher volatility (20.43%) compared to NWE (6.68%). In terms of maximum drawdown, NWE dropped -39.34% vs COR's -71.01%.

NWE currently has the higher Sharpe Ratio (1.60 vs -0.30), 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.

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