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

Correlation

The correlation between NWE and VOO is 0.40, 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.


Performance

NWE vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NorthWestern Corporation (NWE) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

NWE:

0.48

VOO:

0.60

Sortino Ratio

NWE:

0.71

VOO:

0.96

Omega Ratio

NWE:

1.09

VOO:

1.14

Calmar Ratio

NWE:

0.34

VOO:

0.62

Martin Ratio

NWE:

2.00

VOO:

2.35

Ulcer Index

NWE:

4.35%

VOO:

4.90%

Daily Std Dev

NWE:

20.49%

VOO:

19.45%

Max Drawdown

NWE:

-39.34%

VOO:

-33.99%

Current Drawdown

NWE:

-13.66%

VOO:

-4.58%

Returns By Period

In the year-to-date period, NWE achieves a 3.53% return, which is significantly higher than VOO's -0.17% return. Over the past 10 years, NWE has underperformed VOO with an annualized return of 4.55%, while VOO has yielded a comparatively higher 12.60% annualized return.


NWE

YTD

3.53%

1M

-6.96%

6M

-0.81%

1Y

9.78%

3Y*

1.17%

5Y*

3.49%

10Y*

4.55%

VOO

YTD

-0.17%

1M

10.68%

6M

-1.11%

1Y

11.53%

3Y*

15.43%

5Y*

16.33%

10Y*

12.60%

*Annualized

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NorthWestern Corporation

Vanguard S&P 500 ETF

Risk-Adjusted Performance

NWE vs. VOO — Risk-Adjusted Performance Rank

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

NWE
The Risk-Adjusted Performance Rank of NWE is 6565
Overall Rank
The Sharpe Ratio Rank of NWE is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of NWE is 5858
Sortino Ratio Rank
The Omega Ratio Rank of NWE is 5656
Omega Ratio Rank
The Calmar Ratio Rank of NWE is 6868
Calmar Ratio Rank
The Martin Ratio Rank of NWE is 7373
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6161
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6565
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6666
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NWE vs. VOO - Risk-Adjusted Performance Comparison

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


The current NWE Sharpe Ratio is 0.48, which is comparable to the VOO Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of NWE 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.


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Dividends

NWE vs. VOO - Dividend Comparison

NWE's dividend yield for the trailing twelve months is around 4.77%, more than VOO's 1.30% yield.


TTM20242023202220212020201920182017201620152014
NWE
NorthWestern Corporation
4.77%4.86%5.03%4.25%4.34%4.12%3.21%3.70%3.52%3.52%3.54%2.83%
VOO
Vanguard S&P 500 ETF
1.30%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

NWE vs. VOO - Drawdown Comparison

The maximum NWE drawdown since its inception was -39.34%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for NWE and VOO. For additional features, visit the drawdowns tool.


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Volatility

NWE vs. VOO - Volatility Comparison

NorthWestern Corporation (NWE) has a higher volatility of 5.23% compared to Vanguard S&P 500 ETF (VOO) at 4.67%. This indicates that NWE'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.


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