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

Correlation

The correlation between RHI and NDMAX is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

RHI vs. NDMAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Robert Half International Inc. (RHI) and Nationwide Investor Destinations Moderately Aggressive Fund (NDMAX). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%SeptemberOctoberNovemberDecember2025February
-5.25%
-7.84%
RHI
NDMAX

Key characteristics

Sharpe Ratio

RHI:

-0.88

NDMAX:

0.05

Sortino Ratio

RHI:

-1.20

NDMAX:

0.15

Omega Ratio

RHI:

0.85

NDMAX:

1.03

Calmar Ratio

RHI:

-0.47

NDMAX:

0.05

Martin Ratio

RHI:

-1.42

NDMAX:

0.14

Ulcer Index

RHI:

16.52%

NDMAX:

5.59%

Daily Std Dev

RHI:

26.59%

NDMAX:

15.22%

Max Drawdown

RHI:

-68.80%

NDMAX:

-52.67%

Current Drawdown

RHI:

-48.03%

NDMAX:

-12.08%

Returns By Period

In the year-to-date period, RHI achieves a -14.80% return, which is significantly lower than NDMAX's 3.75% return. Over the past 10 years, RHI has outperformed NDMAX with an annualized return of 1.72%, while NDMAX has yielded a comparatively lower 0.71% annualized return.


RHI

YTD

-14.80%

1M

-15.81%

6M

-1.82%

1Y

-22.66%

5Y*

2.62%

10Y*

1.72%

NDMAX

YTD

3.75%

1M

0.97%

6M

-6.59%

1Y

1.19%

5Y*

3.04%

10Y*

0.71%

*Annualized

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

RHI vs. NDMAX — Risk-Adjusted Performance Rank

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

RHI
The Risk-Adjusted Performance Rank of RHI is 1010
Overall Rank
The Sharpe Ratio Rank of RHI is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of RHI is 88
Sortino Ratio Rank
The Omega Ratio Rank of RHI is 99
Omega Ratio Rank
The Calmar Ratio Rank of RHI is 1919
Calmar Ratio Rank
The Martin Ratio Rank of RHI is 77
Martin Ratio Rank

NDMAX
The Risk-Adjusted Performance Rank of NDMAX is 88
Overall Rank
The Sharpe Ratio Rank of NDMAX is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of NDMAX is 77
Sortino Ratio Rank
The Omega Ratio Rank of NDMAX is 88
Omega Ratio Rank
The Calmar Ratio Rank of NDMAX is 88
Calmar Ratio Rank
The Martin Ratio Rank of NDMAX is 88
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.

RHI vs. NDMAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Robert Half International Inc. (RHI) and Nationwide Investor Destinations Moderately Aggressive Fund (NDMAX). 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 RHI, currently valued at -0.88, compared to the broader market-2.000.002.00-0.880.05
The chart of Sortino ratio for RHI, currently valued at -1.20, compared to the broader market-4.00-2.000.002.004.006.00-1.200.15
The chart of Omega ratio for RHI, currently valued at 0.85, compared to the broader market0.501.001.502.000.851.03
The chart of Calmar ratio for RHI, currently valued at -0.47, compared to the broader market0.002.004.006.00-0.470.05
The chart of Martin ratio for RHI, currently valued at -1.42, compared to the broader market-10.000.0010.0020.0030.00-1.420.14
RHI
NDMAX

The current RHI Sharpe Ratio is -0.88, which is lower than the NDMAX Sharpe Ratio of 0.05. The chart below compares the historical Sharpe Ratios of RHI and NDMAX, 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 Ratio-1.00-0.500.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
-0.88
0.05
RHI
NDMAX

Dividends

RHI vs. NDMAX - Dividend Comparison

RHI's dividend yield for the trailing twelve months is around 3.53%, more than NDMAX's 2.71% yield.


TTM20242023202220212020201920182017201620152014
RHI
Robert Half International Inc.
2.65%3.01%2.18%2.33%1.36%2.18%1.96%1.96%1.73%1.80%1.70%1.23%
NDMAX
Nationwide Investor Destinations Moderately Aggressive Fund
2.71%2.81%2.06%1.23%3.70%5.68%4.41%2.85%2.56%2.13%1.65%7.05%

Drawdowns

RHI vs. NDMAX - Drawdown Comparison

The maximum RHI drawdown since its inception was -68.80%, which is greater than NDMAX's maximum drawdown of -52.67%. Use the drawdown chart below to compare losses from any high point for RHI and NDMAX. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-48.03%
-12.08%
RHI
NDMAX

Volatility

RHI vs. NDMAX - Volatility Comparison

Robert Half International Inc. (RHI) has a higher volatility of 8.73% compared to Nationwide Investor Destinations Moderately Aggressive Fund (NDMAX) at 2.38%. This indicates that RHI's price experiences larger fluctuations and is considered to be riskier than NDMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%SeptemberOctoberNovemberDecember2025February
8.73%
2.38%
RHI
NDMAX
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 © 2025 PortfoliosLab