PortfoliosLab logoPortfoliosLab logo
BAESY vs. NUCG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BAESY vs. NUCG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BAE Systems PLC (BAESY) and VanEck Uranium and Nuclear Technologies UCITS ETF (NUCG.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, BAESY achieves a 11.25% return, which is significantly higher than NUCG.L's 2.96% return.


BAESY

1D
-4.00%
1M
-1.83%
YTD
11.25%
6M
13.51%
1Y
0.44%
3Y*
30.63%
5Y*
30.61%
10Y*
18.72%

NUCG.L

1D
3.48%
1M
-10.44%
YTD
2.96%
6M
-1.20%
1Y
27.62%
3Y*
36.37%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BAESY vs. NUCG.L - Yearly Performance Comparison


2026 (YTD)202520242023
BAESY
BAE Systems PLC
11.25%65.51%1.23%43.79%
NUCG.L
VanEck Uranium and Nuclear Technologies UCITS ETF
2.96%56.10%31.89%0.05%

Correlation

The correlation between BAESY and NUCG.L is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

Correlation (3Y)
Calculated over the trailing 3-year period

0.21

Correlation (All Time)
Calculated using the full available price history since Feb 3, 2023

0.20

Compare stocks, funds, or ETFs

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


Return for Risk

BAESY vs. NUCG.L — Risk / Return Rank

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

BAESY
BAESY Risk / Return Rank: 4141
Overall Rank
BAESY Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
BAESY Sortino Ratio Rank: 3838
Sortino Ratio Rank
BAESY Omega Ratio Rank: 3737
Omega Ratio Rank
BAESY Calmar Ratio Rank: 4343
Calmar Ratio Rank
BAESY Martin Ratio Rank: 4343
Martin Ratio Rank

NUCG.L
NUCG.L Risk / Return Rank: 2323
Overall Rank
NUCG.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
NUCG.L Sortino Ratio Rank: 2525
Sortino Ratio Rank
NUCG.L Omega Ratio Rank: 2323
Omega Ratio Rank
NUCG.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
NUCG.L Martin Ratio Rank: 2121
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.

BAESY vs. NUCG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BAE Systems PLC (BAESY) and VanEck Uranium and Nuclear Technologies UCITS ETF (NUCG.L). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BAESYNUCG.LDifference
Sharpe ratioReturn per unit of total volatility

-0.68

Sortino ratioReturn per unit of downside risk

-0.97

Omega ratioGain probability vs. loss probability

1.03

1.14

-0.11

Calmar ratioReturn relative to maximum drawdown

0.02

1.04

-1.02

Martin ratioReturn relative to average drawdown

0.04

2.28

-2.24

BAESY vs. NUCG.L - Sharpe Ratio Comparison

The current BAESY Sharpe Ratio is 0.01, which is lower than the NUCG.L Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of BAESY and NUCG.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

BAESY vs. NUCG.L - Drawdown Comparison

The maximum BAESY drawdown since its inception was -59.20%, which is greater than NUCG.L's maximum drawdown of -35.35%. Use the drawdown chart below to compare losses from any high point for BAESY and NUCG.L.


Loading charts...

Drawdown Indicators


BAESYNUCG.LDifference

Max Drawdown

Largest peak-to-trough decline

-59.20%

-35.35%

-23.85%

Max Drawdown (1Y)

Largest decline over 1 year

-23.59%

-26.65%

+3.06%

Max Drawdown (3Y)

Largest decline over 3 years

-23.59%

-35.35%

+11.76%

Max Drawdown (5Y)

Largest decline over 5 years

-23.59%

Max Drawdown (10Y)

Largest decline over 10 years

-42.13%

Current Drawdown

Current decline from peak

-16.92%

-21.00%

+4.08%

Average Drawdown

Average peak-to-trough decline

-19.32%

-10.55%

-8.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.17%

12.10%

-1.93%

Volatility

BAESY vs. NUCG.L - Volatility Comparison

The current volatility for BAE Systems PLC (BAESY) is 10.68%, while VanEck Uranium and Nuclear Technologies UCITS ETF (NUCG.L) has a volatility of 12.56%. This indicates that BAESY experiences smaller price fluctuations and is considered to be less risky than NUCG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


BAESYNUCG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.68%

12.56%

-1.88%

Volatility (6M)

Calculated over the trailing 6-month period

25.10%

28.37%

-3.27%

Volatility (1Y)

Calculated over the trailing 1-year period

31.92%

39.94%

-8.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.12%

34.38%

-6.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.90%

34.38%

-6.48%

Dividends

BAESY vs. NUCG.L - Dividend Comparison

BAESY's dividend yield for the trailing twelve months is around 1.90%, while NUCG.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
BAESY
BAE Systems PLC
1.90%1.90%2.79%2.40%3.09%4.46%7.05%3.66%4.93%5.71%6.26%4.38%
NUCG.L
VanEck Uranium and Nuclear Technologies UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BAESY and NUCG.L have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for BAESY and NUCG.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer