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XAR vs. NRIM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XAR vs. NRIM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Aerospace & Defense ETF (XAR) and Northrim BanCorp, Inc. (NRIM). The values are adjusted to include any dividend payments, if applicable.

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XAR vs. NRIM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XAR
SPDR S&P Aerospace & Defense ETF
7.80%46.15%23.32%23.79%-5.02%2.31%6.18%39.33%-4.58%33.00%
NRIM
Northrim BanCorp, Inc.
-11.44%40.49%41.92%10.39%30.72%32.47%-7.18%20.60%-0.26%10.12%

Returns By Period

In the year-to-date period, XAR achieves a 7.80% return, which is significantly higher than NRIM's -11.44% return. Both investments have delivered pretty close results over the past 10 years, with XAR having a 18.34% annualized return and NRIM not far ahead at 19.13%.


XAR

1D
2.35%
1M
-10.28%
YTD
7.80%
6M
10.02%
1Y
61.14%
3Y*
31.26%
5Y*
16.10%
10Y*
18.34%

NRIM

1D
2.32%
1M
-1.89%
YTD
-11.44%
6M
10.61%
1Y
29.95%
3Y*
30.62%
5Y*
21.09%
10Y*
19.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

XAR vs. NRIM — Risk / Return Rank

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

XAR
XAR Risk / Return Rank: 9191
Overall Rank
XAR Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
XAR Sortino Ratio Rank: 9393
Sortino Ratio Rank
XAR Omega Ratio Rank: 8787
Omega Ratio Rank
XAR Calmar Ratio Rank: 9393
Calmar Ratio Rank
XAR Martin Ratio Rank: 9191
Martin Ratio Rank

NRIM
NRIM Risk / Return Rank: 6565
Overall Rank
NRIM Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
NRIM Sortino Ratio Rank: 6060
Sortino Ratio Rank
NRIM Omega Ratio Rank: 6363
Omega Ratio Rank
NRIM Calmar Ratio Rank: 6767
Calmar Ratio Rank
NRIM Martin Ratio Rank: 6666
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.

XAR vs. NRIM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Aerospace & Defense ETF (XAR) and Northrim BanCorp, Inc. (NRIM). 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.


XARNRIMDifference

Sharpe ratio

Return per unit of total volatility

2.17

0.83

+1.34

Sortino ratio

Return per unit of downside risk

2.84

1.23

+1.62

Omega ratio

Gain probability vs. loss probability

1.36

1.18

+0.19

Calmar ratio

Return relative to maximum drawdown

3.62

1.26

+2.37

Martin ratio

Return relative to average drawdown

12.65

2.84

+9.81

XAR vs. NRIM - Sharpe Ratio Comparison

The current XAR Sharpe Ratio is 2.17, which is higher than the NRIM Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of XAR and NRIM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XARNRIMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.17

0.83

+1.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.63

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.51

+0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

0.28

+0.56

Correlation

The correlation between XAR and NRIM is 0.39, 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.


Dividends

XAR vs. NRIM - Dividend Comparison

XAR's dividend yield for the trailing twelve months is around 0.34%, less than NRIM's 2.73% yield.


TTM20252024202320222021202020192018201720162015
XAR
SPDR S&P Aerospace & Defense ETF
0.34%0.40%0.66%0.54%0.50%0.83%0.63%0.75%1.19%0.76%1.09%2.31%
NRIM
Northrim BanCorp, Inc.
2.73%2.41%3.16%4.20%3.34%3.45%4.06%3.29%3.10%2.54%2.47%2.78%

Drawdowns

XAR vs. NRIM - Drawdown Comparison

The maximum XAR drawdown since its inception was -46.37%, smaller than the maximum NRIM drawdown of -74.58%. Use the drawdown chart below to compare losses from any high point for XAR and NRIM.


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Drawdown Indicators


XARNRIMDifference

Max Drawdown

Largest peak-to-trough decline

-46.37%

-74.58%

+28.21%

Max Drawdown (1Y)

Largest decline over 1 year

-17.22%

-24.94%

+7.72%

Max Drawdown (5Y)

Largest decline over 5 years

-32.40%

-37.20%

+4.80%

Max Drawdown (10Y)

Largest decline over 10 years

-46.37%

-54.04%

+7.67%

Current Drawdown

Current decline from peak

-11.16%

-20.82%

+9.66%

Average Drawdown

Average peak-to-trough decline

-6.76%

-17.31%

+10.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.93%

11.04%

-6.11%

Volatility

XAR vs. NRIM - Volatility Comparison

SPDR S&P Aerospace & Defense ETF (XAR) has a higher volatility of 10.57% compared to Northrim BanCorp, Inc. (NRIM) at 7.09%. This indicates that XAR's price experiences larger fluctuations and is considered to be riskier than NRIM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XARNRIMDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.57%

7.09%

+3.48%

Volatility (6M)

Calculated over the trailing 6-month period

21.39%

29.25%

-7.86%

Volatility (1Y)

Calculated over the trailing 1-year period

28.34%

36.27%

-7.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.93%

33.42%

-10.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.35%

37.37%

-13.02%