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CMCI vs. NLR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CMCI vs. NLR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck CMCI Commodity Strategy ETF (CMCI) and VanEck Uranium and Nuclear ETF (NLR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CMCI achieves a 21.96% return, which is significantly higher than NLR's 5.93% return.


CMCI

1D
-0.85%
1M
-1.73%
YTD
21.96%
6M
22.52%
1Y
29.90%
3Y*
5Y*
10Y*

NLR

1D
-0.20%
1M
-6.93%
YTD
5.93%
6M
-3.03%
1Y
36.83%
3Y*
34.44%
5Y*
21.90%
10Y*
13.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CMCI vs. NLR - Yearly Performance Comparison


2026 (YTD)202520242023
CMCI
VanEck CMCI Commodity Strategy ETF
21.96%7.90%5.68%-2.87%
NLR
VanEck Uranium and Nuclear ETF
5.93%56.50%14.26%17.33%

Correlation

The correlation between CMCI and NLR is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.10

Correlation (All Time)
Calculated using the full available price history since Aug 24, 2023

0.23

The correlation between CMCI and NLR shifts across timeframes, from 0.10 (1 year) to 0.23 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CMCI vs. NLR — Risk / Return Rank

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

CMCI
CMCI Risk / Return Rank: 8080
Overall Rank
CMCI Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
CMCI Sortino Ratio Rank: 7575
Sortino Ratio Rank
CMCI Omega Ratio Rank: 7575
Omega Ratio Rank
CMCI Calmar Ratio Rank: 9191
Calmar Ratio Rank
CMCI Martin Ratio Rank: 8080
Martin Ratio Rank

NLR
NLR Risk / Return Rank: 2626
Overall Rank
NLR Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
NLR Sortino Ratio Rank: 2727
Sortino Ratio Rank
NLR Omega Ratio Rank: 2525
Omega Ratio Rank
NLR Calmar Ratio Rank: 3030
Calmar Ratio Rank
NLR Martin Ratio Rank: 2323
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.

CMCI vs. NLR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck CMCI Commodity Strategy ETF (CMCI) and VanEck Uranium and Nuclear ETF (NLR). 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.


CMCINLRDifference
Sharpe ratioReturn per unit of total volatility

+1.58

Sortino ratioReturn per unit of downside risk

+1.88

Omega ratioGain probability vs. loss probability

1.44

1.17

+0.27

Calmar ratioReturn relative to maximum drawdown

5.97

1.43

+4.54

Martin ratioReturn relative to average drawdown

15.52

2.91

+12.61

CMCI vs. NLR - Sharpe Ratio Comparison

The current CMCI Sharpe Ratio is 2.46, which is higher than the NLR Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of CMCI and NLR, 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


CMCINLRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.46

0.88

+1.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.91

0.18

+0.73

Drawdowns

CMCI vs. NLR - Drawdown Comparison

The maximum CMCI drawdown since its inception was -11.54%, smaller than the maximum NLR drawdown of -65.05%. Use the drawdown chart below to compare losses from any high point for CMCI and NLR.


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Drawdown Indicators


CMCINLRDifference

Max Drawdown

Largest peak-to-trough decline

-11.54%

-65.05%

+53.51%

Max Drawdown (1Y)

Largest decline over 1 year

-5.03%

-25.80%

+20.77%

Max Drawdown (3Y)

Largest decline over 3 years

-30.48%

Max Drawdown (5Y)

Largest decline over 5 years

-30.48%

Max Drawdown (10Y)

Largest decline over 10 years

-34.35%

Current Drawdown

Current decline from peak

-3.94%

-19.95%

+16.01%

Average Drawdown

Average peak-to-trough decline

-3.54%

-35.72%

+32.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.93%

12.67%

-10.74%

Volatility

CMCI vs. NLR - Volatility Comparison

The current volatility for VanEck CMCI Commodity Strategy ETF (CMCI) is 4.29%, while VanEck Uranium and Nuclear ETF (NLR) has a volatility of 13.14%. This indicates that CMCI experiences smaller price fluctuations and is considered to be less risky than NLR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CMCINLRDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.29%

13.14%

-8.85%

Volatility (6M)

Calculated over the trailing 6-month period

10.19%

32.76%

-22.57%

Volatility (1Y)

Calculated over the trailing 1-year period

12.23%

42.29%

-30.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.63%

29.24%

-16.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.63%

24.02%

-11.39%

CMCI vs. NLR - Expense Ratio Comparison

CMCI has a 0.65% expense ratio, which is higher than NLR's 0.56% expense ratio.


Dividends

CMCI vs. NLR - Dividend Comparison

CMCI's dividend yield for the trailing twelve months is around 8.11%, more than NLR's 2.41% yield.


PositionTTM20252024202320222021202020192018201720162015
CMCI
VanEck CMCI Commodity Strategy ETF
8.11%9.89%3.93%1.64%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NLR
VanEck Uranium and Nuclear ETF
2.41%2.55%0.76%4.54%2.02%1.99%2.23%2.21%3.91%4.86%3.62%3.30%

Frequently Asked Questions


CMCI and NLR have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NLR has higher volatility (13.14%) compared to CMCI (4.29%). In terms of maximum drawdown, CMCI dropped -11.54% vs NLR's -65.05%.

On 1-year performance, NLR leads with 36.83% vs 29.90% for CMCI. On fees, NLR is cheaper at 0.56% per year. On volatility, CMCI has been the lower-risk option at 4.29%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, NLR has performed better with a 36.83% return vs 29.90%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

NLR is cheaper with a 0.56% expense ratio, compared with 0.65% for CMCI.

CMCI has the higher dividend yield at 8.11%, compared with 2.41% for NLR.

CMCI is categorized as Commodities, while NLR is Alternative Energy Equities. CMCI tracks UBS Bloomberg CMCI Composite Total Return Index, while NLR tracks MVIS Global Uranium & Nuclear Energy Index. Their fees differ too: 0.65% for CMCI and 0.56% for NLR.

CMCI currently has the higher Sharpe Ratio (2.46 vs 0.88), 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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