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NXRT vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NXRT and SPY 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.


-0.50.00.51.0
Correlation: 0.4

Performance

NXRT vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NexPoint Residential Trust, Inc. (NXRT) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

200.00%250.00%300.00%350.00%December2025FebruaryMarchAprilMay
291.83%
222.97%
NXRT
SPY

Key characteristics

Sharpe Ratio

NXRT:

0.66

SPY:

0.72

Sortino Ratio

NXRT:

1.06

SPY:

1.13

Omega Ratio

NXRT:

1.14

SPY:

1.17

Calmar Ratio

NXRT:

0.30

SPY:

0.76

Martin Ratio

NXRT:

1.64

SPY:

3.04

Ulcer Index

NXRT:

11.06%

SPY:

4.72%

Daily Std Dev

NXRT:

27.53%

SPY:

20.06%

Max Drawdown

NXRT:

-70.30%

SPY:

-55.19%

Current Drawdown

NXRT:

-53.78%

SPY:

-7.25%

Returns By Period

In the year-to-date period, NXRT achieves a -6.31% return, which is significantly lower than SPY's -3.01% return. Over the past 10 years, NXRT has outperformed SPY with an annualized return of 14.97%, while SPY has yielded a comparatively lower 12.50% annualized return.


NXRT

YTD

-6.31%

1M

-0.05%

6M

-2.95%

1Y

16.10%

5Y*

9.51%

10Y*

14.97%

SPY

YTD

-3.01%

1M

5.60%

6M

-0.12%

1Y

12.26%

5Y*

16.60%

10Y*

12.50%

*Annualized

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Risk-Adjusted Performance

NXRT vs. SPY — Risk-Adjusted Performance Rank

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

NXRT
The Risk-Adjusted Performance Rank of NXRT is 6767
Overall Rank
The Sharpe Ratio Rank of NXRT is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of NXRT is 6666
Sortino Ratio Rank
The Omega Ratio Rank of NXRT is 6464
Omega Ratio Rank
The Calmar Ratio Rank of NXRT is 6464
Calmar Ratio Rank
The Martin Ratio Rank of NXRT is 6969
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 6767
Overall Rank
The Sharpe Ratio Rank of SPY is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 6565
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6868
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 7070
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6868
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.

NXRT vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NexPoint Residential Trust, Inc. (NXRT) and SPDR S&P 500 ETF (SPY). 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 chart of Sharpe ratio for NXRT, currently valued at 0.66, compared to the broader market-2.00-1.000.001.002.003.00
NXRT: 0.66
SPY: 0.72
The chart of Sortino ratio for NXRT, currently valued at 1.06, compared to the broader market-6.00-4.00-2.000.002.004.00
NXRT: 1.06
SPY: 1.13
The chart of Omega ratio for NXRT, currently valued at 1.14, compared to the broader market0.501.001.502.00
NXRT: 1.14
SPY: 1.17
The chart of Calmar ratio for NXRT, currently valued at 0.30, compared to the broader market0.001.002.003.004.005.00
NXRT: 0.30
SPY: 0.76
The chart of Martin ratio for NXRT, currently valued at 1.64, compared to the broader market-40.00-30.00-20.00-10.000.0010.0020.00
NXRT: 1.64
SPY: 3.04

The current NXRT Sharpe Ratio is 0.66, which is comparable to the SPY Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of NXRT and SPY, 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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.66
0.72
NXRT
SPY

Dividends

NXRT vs. SPY - Dividend Comparison

NXRT's dividend yield for the trailing twelve months is around 5.04%, more than SPY's 1.26% yield.


TTM20242023202220212020201920182017201620152014
NXRT
NexPoint Residential Trust, Inc.
5.04%4.54%5.00%3.58%1.67%3.03%2.53%2.92%3.26%3.75%4.72%0.00%
SPY
SPDR S&P 500 ETF
1.26%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

NXRT vs. SPY - Drawdown Comparison

The maximum NXRT drawdown since its inception was -70.30%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for NXRT and SPY. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-53.78%
-7.25%
NXRT
SPY

Volatility

NXRT vs. SPY - Volatility Comparison

NexPoint Residential Trust, Inc. (NXRT) and SPDR S&P 500 ETF (SPY) have volatilities of 15.64% and 15.07%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%December2025FebruaryMarchAprilMay
15.64%
15.07%
NXRT
SPY