NJR: New Jersey Resources Corporation
Performance
NJR +23.39%
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Summary
NJR at a glance
NJR returned +23.39% over the past year and +11.05% a year over five years. Its worst drop in that year was -15.26%, smaller than 90% of stocks on Redstone, and its Sharpe ratio of 1.00 beats 76% of stocks on Redstone. It yields 3.62%.
Current Drawdown
-10.53%
Rolling Volatility
+1.10%
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Metrics
Risk Indicators
Alpha21.88%
Beta-0.45x
Sharpe1.00
Sortino1.47
Omega1.17
Calmar1.53
Martin2.91
Comparisons