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AUEIX vs. NUKZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

AUEIX vs. NUKZ

Last updated Jun 4, 2026

AUEIX (AQR Large Cap Defensive Style Fund) and NUKZ (Range Nuclear Renaissance ETF) are both funds - AUEIX is a Large Cap Blend Equities fund managed by AQR Funds, while NUKZ is a Energy Equities fund tracking the Range Nuclear Renaissance Index. Over the past year, AUEIX returned 8.16% vs 41.42% for NUKZ. At a 0.36 correlation, their price movements are largely independent. AUEIX charges 0.37%/yr vs 0.85%/yr for NUKZ.

Performance

AUEIX vs. NUKZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AQR Large Cap Defensive Style Fund (AUEIX) and Range Nuclear Renaissance ETF (NUKZ). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, AUEIX achieves a 7.03% return, which is significantly lower than NUKZ's 13.31% return.

AUEIX

1D
0.00%
1M
2.77%
YTD
7.03%
6M
6.47%
1Y
8.16%
3Y*
11.85%
5Y*
6.90%
10Y*
11.02%

NUKZ

1D
-2.59%
1M
-0.90%
YTD
13.31%
6M
10.66%
1Y
41.42%
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

AUEIX vs. NUKZ - Yearly Performance Comparison

2026 (YTD)20252024
AUEIX
AQR Large Cap Defensive Style Fund		7.03%6.95%11.37%
NUKZ
Range Nuclear Renaissance ETF		13.31%56.57%62.98%

Correlation

The correlation between AUEIX and NUKZ is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.28

Correlation (All Time)
Calculated using the full available price history since Jan 25, 2024

0.36

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

AQR Large Cap Defensive Style Fund

Range Nuclear Renaissance ETF

Often compared with AUEIX:
AUEIX vs. AMOMXAUEIX vs. AQMIXAUEIX vs. IPOSAUEIX vs. AQRIXAUEIX vs. BRK-BAUEIX vs. MDYAUEIX vs. ASMOX
Often compared with NUKZ:
NUKZ vs. NLRNUKZ vs. URANUKZ vs. URNMNUKZ vs. URANNUKZ vs. NUCG.LNUKZ vs. VOONUKZ vs. SPY

Return for Risk

AUEIX vs. NUKZ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
AUEIX
AUEIX Risk / Return Rank: 1515
Overall Rank
AUEIX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
AUEIX Sortino Ratio Rank: 1414
Sortino Ratio Rank
AUEIX Omega Ratio Rank: 1313
Omega Ratio Rank
AUEIX Calmar Ratio Rank: 1616
Calmar Ratio Rank
AUEIX Martin Ratio Rank: 1717
Martin Ratio Rank
NUKZ
NUKZ Risk / Return Rank: 4040
Overall Rank
NUKZ Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
NUKZ Sortino Ratio Rank: 3838
Sortino Ratio Rank
NUKZ Omega Ratio Rank: 3434
Omega Ratio Rank
NUKZ Calmar Ratio Rank: 5050
Calmar Ratio Rank
NUKZ Martin Ratio Rank: 3939
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.

AUEIX vs. NUKZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AQR Large Cap Defensive Style Fund (AUEIX) and Range Nuclear Renaissance ETF (NUKZ). 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.

AUEIXNUKZDifference
Sharpe ratioReturn per unit of total volatility
1.05
1.40

-0.35

Sortino ratioReturn per unit of downside risk
1.55
2.02

-0.47

Omega ratioGain probability vs. loss probability

1.18

1.23

-0.05

Calmar ratioReturn relative to maximum drawdown

1.40

2.52

-1.12

Martin ratioReturn relative to average drawdown

4.69

6.34

-1.66

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AUEIX vs. NUKZ - Sharpe Ratio Comparison

The current AUEIX Sharpe Ratio is 1.05, which is comparable to the NUKZ Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of AUEIX and NUKZ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

AUEIXNUKZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

1.40

-0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

1.75

-0.89

Drawdowns

AUEIX vs. NUKZ - Drawdown Comparison

The maximum AUEIX drawdown since its inception was -30.82%, smaller than the maximum NUKZ drawdown of -33.03%. Use the drawdown chart below to compare losses from any high point for AUEIX and NUKZ.

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Drawdown Indicators

AUEIXNUKZDifference

Max Drawdown

Largest peak-to-trough decline

-30.82%

-33.03%

+2.21%

Max Drawdown (1Y)

Largest decline over 1 year

-5.91%

-16.51%

+10.60%

Max Drawdown (3Y)

Largest decline over 3 years

-10.27%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-22.08%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-30.82%

—

—

Current Drawdown

Current decline from peak

0.00%

-5.61%

+5.61%

Average Drawdown

Average peak-to-trough decline

-3.42%

-6.01%

+2.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.77%

6.55%

-4.78%

Volatility

AUEIX vs. NUKZ - Volatility Comparison

The current volatility for AQR Large Cap Defensive Style Fund (AUEIX) is 1.90%, while Range Nuclear Renaissance ETF (NUKZ) has a volatility of 10.30%. This indicates that AUEIX experiences smaller price fluctuations and is considered to be less risky than NUKZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

AUEIXNUKZDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.90%

10.30%

-8.40%

Volatility (6M)

Calculated over the trailing 6-month period

5.60%

22.05%

-16.45%

Volatility (1Y)

Calculated over the trailing 1-year period

7.91%

29.74%

-21.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.99%

32.70%

-19.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.19%

32.70%

-17.51%

AUEIX vs. NUKZ - Expense Ratio Comparison

AUEIX has a 0.37% expense ratio, which is lower than NUKZ's 0.85% expense ratio.

Dividends

AUEIX vs. NUKZ - Dividend Comparison

AUEIX's dividend yield for the trailing twelve months is around 21.21%, more than NUKZ's 0.80% yield.

PositionTTM20252024202320222021202020192018201720162015
AUEIX
AQR Large Cap Defensive Style Fund		21.21%22.70%24.31%24.28%10.26%2.54%1.29%1.12%1.67%2.36%1.99%6.18%
NUKZ
Range Nuclear Renaissance ETF		0.80%0.91%0.09%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

AUEIX and NUKZ have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NUKZ has higher volatility (10.30%) compared to AUEIX (1.90%). In terms of maximum drawdown, AUEIX dropped -30.82% vs NUKZ's -33.03%.

NUKZ currently has the higher Sharpe Ratio (1.40 vs 1.05), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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