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RHI vs. NDMAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RHI and NDMAX is 0.55, 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%-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
11.37%
5.01%
RHI
NDMAX

Key characteristics

Sharpe Ratio

RHI:

-0.58

NDMAX:

1.46

Sortino Ratio

RHI:

-0.72

NDMAX:

2.01

Omega Ratio

RHI:

0.91

NDMAX:

1.27

Calmar Ratio

RHI:

-0.30

NDMAX:

2.20

Martin Ratio

RHI:

-0.74

NDMAX:

8.49

Ulcer Index

RHI:

19.83%

NDMAX:

1.71%

Daily Std Dev

RHI:

25.10%

NDMAX:

9.98%

Max Drawdown

RHI:

-68.80%

NDMAX:

-48.13%

Current Drawdown

RHI:

-38.25%

NDMAX:

-3.56%

Returns By Period

In the year-to-date period, RHI achieves a -16.39% return, which is significantly lower than NDMAX's 12.76% return. Over the past 10 years, RHI has underperformed NDMAX with an annualized return of 4.11%, while NDMAX has yielded a comparatively higher 7.18% annualized return.


RHI

YTD

-16.39%

1M

-1.07%

6M

11.37%

1Y

-15.33%

5Y*

5.22%

10Y*

4.11%

NDMAX

YTD

12.76%

1M

-0.85%

6M

5.01%

1Y

13.37%

5Y*

7.27%

10Y*

7.18%

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 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 -0.58, compared to the broader market-4.00-2.000.002.00-0.581.46
The chart of Sortino ratio for RHI, currently valued at -0.72, compared to the broader market-4.00-2.000.002.004.00-0.722.01
The chart of Omega ratio for RHI, currently valued at 0.91, compared to the broader market0.501.001.502.000.911.27
The chart of Calmar ratio for RHI, currently valued at -0.30, compared to the broader market0.002.004.006.00-0.302.20
The chart of Martin ratio for RHI, currently valued at -0.74, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.748.49
RHI
NDMAX

The current RHI Sharpe Ratio is -0.58, which is lower than the NDMAX Sharpe Ratio of 1.46. 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.58
1.46
RHI
NDMAX

Dividends

RHI vs. NDMAX - Dividend Comparison

RHI's dividend yield for the trailing twelve months is around 2.97%, more than NDMAX's 1.87% yield.


TTM20232022202120202019201820172016201520142013
RHI
Robert Half International Inc.
2.97%2.18%2.33%1.36%2.18%1.96%1.96%1.73%1.80%1.70%1.23%1.52%
NDMAX
Nationwide Investor Destinations Moderately Aggressive Fund
1.87%2.06%1.23%3.70%5.68%4.41%2.85%2.56%2.13%1.65%7.05%1.70%

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 -48.13%. 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%JulyAugustSeptemberOctoberNovemberDecember
-38.25%
-3.56%
RHI
NDMAX

Volatility

RHI vs. NDMAX - Volatility Comparison

Robert Half International Inc. (RHI) has a higher volatility of 6.33% compared to Nationwide Investor Destinations Moderately Aggressive Fund (NDMAX) at 3.13%. 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%JulyAugustSeptemberOctoberNovemberDecember
6.33%
3.13%
RHI
NDMAX
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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.

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