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REMIX vs. NU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

REMIX vs. NU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Standpoint Multi-Asset Fund Investor Class (REMIX) and Nu Holdings Ltd. (NU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, REMIX achieves a 13.77% return, which is significantly higher than NU's -30.70% return.


REMIX

1D
-2.27%
1M
-1.70%
YTD
13.77%
6M
15.58%
1Y
27.65%
3Y*
10.77%
5Y*
8.63%
10Y*

NU

1D
-3.09%
1M
-15.94%
YTD
-30.70%
6M
-30.20%
1Y
-4.53%
3Y*
15.70%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

REMIX vs. NU - Yearly Performance Comparison


2026 (YTD)20252024202320222021
REMIX
Standpoint Multi-Asset Fund Investor Class
13.77%3.85%12.92%5.53%3.44%0.62%
NU
Nu Holdings Ltd.
-30.70%61.58%24.37%104.67%-56.61%-9.20%

Correlation

The correlation between REMIX and NU is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.30

Correlation (All Time)
Calculated using the full available price history since Dec 10, 2021

0.29

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Return for Risk

REMIX vs. NU — Risk / Return Rank

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

REMIX
REMIX Risk / Return Rank: 7070
Overall Rank
REMIX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
REMIX Sortino Ratio Rank: 5151
Sortino Ratio Rank
REMIX Omega Ratio Rank: 5454
Omega Ratio Rank
REMIX Calmar Ratio Rank: 9696
Calmar Ratio Rank
REMIX Martin Ratio Rank: 9292
Martin Ratio Rank

NU
NU Risk / Return Rank: 3636
Overall Rank
NU Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
NU Sortino Ratio Rank: 3333
Sortino Ratio Rank
NU Omega Ratio Rank: 3333
Omega Ratio Rank
NU Calmar Ratio Rank: 3838
Calmar Ratio Rank
NU Martin Ratio Rank: 3737
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.

REMIX vs. NU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Standpoint Multi-Asset Fund Investor Class (REMIX) and Nu Holdings Ltd. (NU). 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.


REMIXNUDifference
Sharpe ratioReturn per unit of total volatility

+2.28

Sortino ratioReturn per unit of downside risk

+2.73

Omega ratioGain probability vs. loss probability

1.38

1.01

+0.37

Calmar ratioReturn relative to maximum drawdown

5.83

-0.12

+5.95

Martin ratioReturn relative to average drawdown

18.59

-0.31

+18.89

REMIX vs. NU - Sharpe Ratio Comparison

The current REMIX Sharpe Ratio is 2.16, which is higher than the NU Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of REMIX and NU, 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


REMIXNUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.16

-0.12

+2.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.99

0.05

+0.94

Drawdowns

REMIX vs. NU - Drawdown Comparison

The maximum REMIX drawdown since its inception was -17.89%, smaller than the maximum NU drawdown of -72.07%. Use the drawdown chart below to compare losses from any high point for REMIX and NU.


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Drawdown Indicators


REMIXNUDifference

Max Drawdown

Largest peak-to-trough decline

-17.89%

-72.07%

+54.18%

Max Drawdown (1Y)

Largest decline over 1 year

-4.78%

-38.17%

+33.39%

Max Drawdown (3Y)

Largest decline over 3 years

-17.89%

-39.58%

+21.69%

Max Drawdown (5Y)

Largest decline over 5 years

-17.89%

Current Drawdown

Current decline from peak

-3.90%

-38.17%

+34.27%

Average Drawdown

Average peak-to-trough decline

-3.29%

-29.77%

+26.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.50%

14.69%

-13.19%

Volatility

REMIX vs. NU - Volatility Comparison

The current volatility for Standpoint Multi-Asset Fund Investor Class (REMIX) is 3.71%, while Nu Holdings Ltd. (NU) has a volatility of 14.24%. This indicates that REMIX experiences smaller price fluctuations and is considered to be less risky than NU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


REMIXNUDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.71%

14.24%

-10.53%

Volatility (6M)

Calculated over the trailing 6-month period

9.77%

28.87%

-19.10%

Volatility (1Y)

Calculated over the trailing 1-year period

12.90%

39.10%

-26.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.71%

58.43%

-46.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.79%

58.43%

-46.64%

Dividends

REMIX vs. NU - Dividend Comparison

REMIX's dividend yield for the trailing twelve months is around 0.41%, while NU has not paid dividends to shareholders.


PositionTTM202520242023202220212020
NU
Nu Holdings Ltd.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
REMIX
Standpoint Multi-Asset Fund Investor Class
0.41%0.47%5.52%3.46%2.48%6.04%1.09%

Frequently Asked Questions


REMIX and NU have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NU has higher volatility (14.24%) compared to REMIX (3.71%). In terms of maximum drawdown, REMIX dropped -17.89% vs NU's -72.07%.

REMIX currently has the higher Sharpe Ratio (2.16 vs -0.12), 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.

Portfolio Optimizer

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