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

Correlation

The correlation between VTRS and JWN is 0.36, 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

VTRS vs. JWN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Viatris Inc. (VTRS) and Nordstrom, Inc. (JWN). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%NovemberDecember2025FebruaryMarchApril
-43.36%
37.93%
VTRS
JWN

Key characteristics

Sharpe Ratio

VTRS:

-1.03

JWN:

0.83

Sortino Ratio

VTRS:

-1.44

JWN:

1.38

Omega Ratio

VTRS:

0.81

JWN:

1.19

Calmar Ratio

VTRS:

-0.65

JWN:

0.38

Martin Ratio

VTRS:

-2.60

JWN:

5.10

Ulcer Index

VTRS:

13.01%

JWN:

5.26%

Daily Std Dev

VTRS:

32.95%

JWN:

32.11%

Max Drawdown

VTRS:

-52.28%

JWN:

-86.56%

Current Drawdown

VTRS:

-52.06%

JWN:

-59.43%

Fundamentals

Market Cap

VTRS:

$9.10B

JWN:

$3.90B

EPS

VTRS:

-$0.53

JWN:

$1.74

PEG Ratio

VTRS:

0.13

JWN:

0.31

Total Revenue (TTM)

VTRS:

$11.06B

JWN:

$15.02B

Gross Profit (TTM)

VTRS:

$4.17B

JWN:

$5.62B

EBITDA (TTM)

VTRS:

$1.79B

JWN:

-$540.70M

Returns By Period

In the year-to-date period, VTRS achieves a -38.02% return, which is significantly lower than JWN's -2.60% return.


VTRS

YTD

-38.02%

1M

-18.61%

6M

-32.82%

1Y

-32.36%

5Y*

N/A

10Y*

N/A

JWN

YTD

-2.60%

1M

-3.44%

6M

7.96%

1Y

32.51%

5Y*

15.24%

10Y*

-8.37%

*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

VTRS vs. JWN — Risk-Adjusted Performance Rank

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

VTRS
The Risk-Adjusted Performance Rank of VTRS is 88
Overall Rank
The Sharpe Ratio Rank of VTRS is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of VTRS is 99
Sortino Ratio Rank
The Omega Ratio Rank of VTRS is 99
Omega Ratio Rank
The Calmar Ratio Rank of VTRS is 1515
Calmar Ratio Rank
The Martin Ratio Rank of VTRS is 00
Martin Ratio Rank

JWN
The Risk-Adjusted Performance Rank of JWN is 8080
Overall Rank
The Sharpe Ratio Rank of JWN is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of JWN is 7777
Sortino Ratio Rank
The Omega Ratio Rank of JWN is 7878
Omega Ratio Rank
The Calmar Ratio Rank of JWN is 7373
Calmar Ratio Rank
The Martin Ratio Rank of JWN is 8888
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.

VTRS vs. JWN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Viatris Inc. (VTRS) and Nordstrom, Inc. (JWN). 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 VTRS, currently valued at -1.03, compared to the broader market-2.00-1.000.001.002.00
VTRS: -1.03
JWN: 0.83
The chart of Sortino ratio for VTRS, currently valued at -1.44, compared to the broader market-6.00-4.00-2.000.002.004.00
VTRS: -1.44
JWN: 1.38
The chart of Omega ratio for VTRS, currently valued at 0.81, compared to the broader market0.501.001.502.00
VTRS: 0.81
JWN: 1.19
The chart of Calmar ratio for VTRS, currently valued at -0.65, compared to the broader market0.001.002.003.004.00
VTRS: -0.65
JWN: 0.47
The chart of Martin ratio for VTRS, currently valued at -2.60, compared to the broader market-10.000.0010.0020.00
VTRS: -2.60
JWN: 5.10

The current VTRS Sharpe Ratio is -1.03, which is lower than the JWN Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of VTRS and JWN, 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-1.50-1.00-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-1.03
0.83
VTRS
JWN

Dividends

VTRS vs. JWN - Dividend Comparison

VTRS's dividend yield for the trailing twelve months is around 6.30%, more than JWN's 3.26% yield.


TTM20242023202220212020201920182017201620152014
VTRS
Viatris Inc.
6.30%3.86%4.43%4.31%2.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JWN
Nordstrom, Inc.
3.26%3.15%4.12%4.71%0.00%1.19%3.62%3.18%3.12%3.09%12.71%1.66%

Drawdowns

VTRS vs. JWN - Drawdown Comparison

The maximum VTRS drawdown since its inception was -52.28%, smaller than the maximum JWN drawdown of -86.56%. Use the drawdown chart below to compare losses from any high point for VTRS and JWN. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%NovemberDecember2025FebruaryMarchApril
-52.06%
-42.19%
VTRS
JWN

Volatility

VTRS vs. JWN - Volatility Comparison

Viatris Inc. (VTRS) has a higher volatility of 11.42% compared to Nordstrom, Inc. (JWN) at 3.34%. This indicates that VTRS's price experiences larger fluctuations and is considered to be riskier than JWN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
11.42%
3.34%
VTRS
JWN

Financials

VTRS vs. JWN - Financials Comparison

This section allows you to compare key financial metrics between Viatris Inc. and Nordstrom, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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