SCRYY vs. NSGRX
Compare and contrast key facts about SCOR PK (SCRYY) and Northern Small Cap Core Fund (NSGRX).
NSGRX is managed by Northern Funds. It was launched on Sep 30, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SCRYY or NSGRX.
Key characteristics
| SCRYY | NSGRX | |
|---|---|---|
| YTD Return | -17.65% | 18.71% |
| 1Y Return | -19.56% | 39.02% |
| 3Y Return (Ann) | -6.74% | 3.30% |
| 5Y Return (Ann) | -5.26% | 10.66% |
| 10Y Return (Ann) | 2.94% | 8.98% |
| Sharpe Ratio | -0.44 | 1.88 |
| Sortino Ratio | -0.32 | 2.66 |
| Omega Ratio | 0.96 | 1.35 |
| Calmar Ratio | -0.27 | 1.75 |
| Martin Ratio | -0.96 | 11.61 |
| Ulcer Index | 21.12% | 3.25% |
| Daily Std Dev | 46.82% | 20.09% |
| Max Drawdown | -94.61% | -70.35% |
| Current Drawdown | -70.30% | -0.56% |
Correlation
The correlation between SCRYY and NSGRX is 0.28, 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
SCRYY vs. NSGRX - Performance Comparison
In the year-to-date period, SCRYY achieves a -17.65% return, which is significantly lower than NSGRX's 18.71% return. Over the past 10 years, SCRYY has underperformed NSGRX with an annualized return of 2.94%, while NSGRX has yielded a comparatively higher 8.98% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SCRYY vs. NSGRX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SCOR PK (SCRYY) and Northern Small Cap Core Fund (NSGRX). 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.
Dividends
SCRYY vs. NSGRX - Dividend Comparison
SCRYY's dividend yield for the trailing twelve months is around 8.65%, more than NSGRX's 1.70% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCRYY SCOR PK | 8.65% | 5.36% | 8.53% | 7.14% | 6.06% | 4.63% | 4.60% | 4.29% | 4.71% | 3.93% | 6.07% | 4.34% |
NSGRX Northern Small Cap Core Fund | 1.70% | 2.02% | 0.24% | 0.55% | 0.75% | 0.74% | 0.70% | 0.15% | 0.58% | 0.60% | 0.53% | 0.34% |
Drawdowns
SCRYY vs. NSGRX - Drawdown Comparison
The maximum SCRYY drawdown since its inception was -94.61%, which is greater than NSGRX's maximum drawdown of -70.35%. Use the drawdown chart below to compare losses from any high point for SCRYY and NSGRX. For additional features, visit the drawdowns tool.
Volatility
SCRYY vs. NSGRX - Volatility Comparison
SCOR PK (SCRYY) has a higher volatility of 9.50% compared to Northern Small Cap Core Fund (NSGRX) at 7.13%. This indicates that SCRYY's price experiences larger fluctuations and is considered to be riskier than NSGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.