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S&P Global Natural Resources Index (^NRU)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in S&P Global Natural Resources Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%100.00%200.00%300.00%December2025FebruaryMarchAprilMay
-30.36%
309.27%
^NRU (S&P Global Natural Resources Index)
Benchmark (^GSPC)

Returns By Period

S&P Global Natural Resources Index (^NRU) returned 2.55% year-to-date (YTD) and -11.81% over the past 12 months. Over the past 10 years, ^NRU returned 1.15% annually, underperforming the S&P 500 benchmark at 10.31%.


^NRU

YTD

2.55%

1M

10.29%

6M

-7.24%

1Y

-11.81%

5Y*

8.12%

10Y*

1.15%

^GSPC (Benchmark)

YTD

-4.26%

1M

11.24%

6M

-5.02%

1Y

8.55%

5Y*

14.02%

10Y*

10.31%

*Annualized

Monthly Returns

The table below presents the monthly returns of ^NRU, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20255.52%-0.45%0.95%-3.25%-0.04%2.55%
2024-5.39%-0.74%7.67%-0.31%2.40%-4.61%1.35%-0.57%1.70%-4.55%-0.99%-7.29%-11.60%
20237.47%-5.74%-1.81%-0.45%-9.89%6.19%7.66%-4.02%-0.84%-5.07%4.51%3.67%-0.15%
20223.67%4.07%6.82%-4.62%4.26%-15.92%3.49%0.02%-9.25%9.99%9.48%-3.30%5.42%
20210.30%8.67%1.39%3.93%4.90%-2.42%-0.46%-1.89%-2.00%4.71%-4.76%6.93%19.97%
2020-7.67%-11.55%-18.68%13.56%3.17%1.69%3.27%3.41%-5.48%-3.35%17.20%6.97%-3.20%
20199.61%1.13%0.48%-0.30%-8.12%9.39%-2.58%-6.89%2.35%1.65%1.26%5.59%12.62%
20185.22%-5.36%-2.04%4.69%1.08%-1.26%0.92%-3.68%2.98%-9.14%-3.85%-5.37%-15.64%
20174.44%-1.70%-0.53%-0.70%-0.83%-0.24%5.80%0.99%2.68%2.12%0.24%5.49%18.86%
2016-7.19%6.73%9.47%10.77%-6.17%1.93%4.32%-0.97%1.84%0.03%3.26%2.75%28.28%
2015-2.71%6.70%-6.94%6.48%-1.97%-5.14%-7.20%-8.04%-10.24%9.71%-3.87%-5.26%-26.78%
2014-5.72%4.94%0.41%2.42%0.10%3.20%-1.31%0.09%-7.39%-3.33%-2.63%-3.23%-12.43%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ^NRU is 3, meaning it’s performing worse than 97% of other indices on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ^NRU is 33
Overall Rank
The Sharpe Ratio Rank of ^NRU is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of ^NRU is 11
Sortino Ratio Rank
The Omega Ratio Rank of ^NRU is 11
Omega Ratio Rank
The Calmar Ratio Rank of ^NRU is 77
Calmar Ratio Rank
The Martin Ratio Rank of ^NRU is 33
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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for S&P Global Natural Resources Index (^NRU) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The current S&P Global Natural Resources Index Sharpe ratio is -0.83. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of S&P Global Natural Resources Index with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
-0.71
0.44
^NRU (S&P Global Natural Resources Index)
Benchmark (^GSPC)

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-30.36%
-8.35%
^NRU (S&P Global Natural Resources Index)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the S&P Global Natural Resources Index. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the S&P Global Natural Resources Index was 91.05%, occurring on May 1, 2023. The portfolio has not yet recovered.

The current S&P Global Natural Resources Index drawdown is 30.36%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-91.05%May 27, 20083880May 1, 2023

Volatility

Volatility Chart

The current S&P Global Natural Resources Index volatility is 4.42%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
4.42%
11.43%
^NRU (S&P Global Natural Resources Index)
Benchmark (^GSPC)