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CSNR vs. LIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CSNR vs. LIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cohen & Steers Natural Resources Active ETF (CSNR) and Global X Lithium & Battery Tech ETF (LIT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CSNR achieves a 21.88% return, which is significantly lower than LIT's 30.84% return.


CSNR

1D
-0.56%
1M
1.40%
YTD
21.88%
6M
24.62%
1Y
47.34%
3Y*
5Y*
10Y*

LIT

1D
-1.78%
1M
-2.59%
YTD
30.84%
6M
34.89%
1Y
135.24%
3Y*
11.20%
5Y*
4.98%
10Y*
14.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSNR vs. LIT - Yearly Performance Comparison


Correlation

The correlation between CSNR and LIT is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.48

Correlation (All Time)
Calculated using the full available price history since Feb 6, 2025

0.50

The correlation between CSNR and LIT has been stable across timeframes, ranging from 0.48 to 0.50 - a consistent structural relationship.

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Return for Risk

CSNR vs. LIT — Risk / Return Rank

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

CSNR
CSNR Risk / Return Rank: 8686
Overall Rank
CSNR Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
CSNR Sortino Ratio Rank: 8181
Sortino Ratio Rank
CSNR Omega Ratio Rank: 8181
Omega Ratio Rank
CSNR Calmar Ratio Rank: 9090
Calmar Ratio Rank
CSNR Martin Ratio Rank: 9292
Martin Ratio Rank

LIT
LIT Risk / Return Rank: 9494
Overall Rank
LIT Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
LIT Sortino Ratio Rank: 9191
Sortino Ratio Rank
LIT Omega Ratio Rank: 9090
Omega Ratio Rank
LIT Calmar Ratio Rank: 9797
Calmar Ratio Rank
LIT Martin Ratio Rank: 9696
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.

CSNR vs. LIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Natural Resources Active ETF (CSNR) and Global X Lithium & Battery Tech ETF (LIT). 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.


CSNRLITDifference
Sharpe ratioReturn per unit of total volatility

-1.36

Sortino ratioReturn per unit of downside risk

-0.86

Omega ratioGain probability vs. loss probability

1.48

1.59

-0.11

Calmar ratioReturn relative to maximum drawdown

5.67

10.37

-4.70

Martin ratioReturn relative to average drawdown

22.27

35.19

-12.91

CSNR vs. LIT - Sharpe Ratio Comparison

The current CSNR Sharpe Ratio is 2.81, which is lower than the LIT Sharpe Ratio of 4.16. The chart below compares the historical Sharpe Ratios of CSNR and LIT, 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


CSNRLITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.81

4.16

-1.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

1.97

0.27

+1.70

Drawdowns

CSNR vs. LIT - Drawdown Comparison

The maximum CSNR drawdown since its inception was -15.33%, smaller than the maximum LIT drawdown of -65.91%. Use the drawdown chart below to compare losses from any high point for CSNR and LIT.


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Drawdown Indicators


CSNRLITDifference

Max Drawdown

Largest peak-to-trough decline

-15.33%

-65.91%

+50.58%

Max Drawdown (1Y)

Largest decline over 1 year

-8.39%

-13.11%

+4.72%

Max Drawdown (3Y)

Largest decline over 3 years

-53.01%

Max Drawdown (5Y)

Largest decline over 5 years

-65.91%

Max Drawdown (10Y)

Largest decline over 10 years

-65.91%

Current Drawdown

Current decline from peak

-1.42%

-8.53%

+7.11%

Average Drawdown

Average peak-to-trough decline

-1.82%

-33.63%

+31.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.13%

3.86%

-1.73%

Volatility

CSNR vs. LIT - Volatility Comparison

The current volatility for Cohen & Steers Natural Resources Active ETF (CSNR) is 4.24%, while Global X Lithium & Battery Tech ETF (LIT) has a volatility of 8.67%. This indicates that CSNR experiences smaller price fluctuations and is considered to be less risky than LIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSNRLITDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.24%

8.67%

-4.43%

Volatility (6M)

Calculated over the trailing 6-month period

13.65%

22.00%

-8.35%

Volatility (1Y)

Calculated over the trailing 1-year period

16.94%

32.68%

-15.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.77%

31.83%

-12.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.77%

30.66%

-10.89%

CSNR vs. LIT - Expense Ratio Comparison

CSNR has a 0.50% expense ratio, which is lower than LIT's 0.75% expense ratio.


Dividends

CSNR vs. LIT - Dividend Comparison

CSNR's dividend yield for the trailing twelve months is around 1.98%, more than LIT's 0.37% yield.


PositionTTM20252024202320222021202020192018201720162015
CSNR
Cohen & Steers Natural Resources Active ETF
1.98%2.39%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LIT
Global X Lithium & Battery Tech ETF
0.37%0.49%0.93%1.11%0.99%0.22%0.40%1.85%2.52%3.26%2.15%0.24%

Frequently Asked Questions


CSNR and LIT have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LIT has higher volatility (8.67%) compared to CSNR (4.24%). In terms of maximum drawdown, CSNR dropped -15.33% vs LIT's -65.91%.

On 1-year performance, LIT leads with 135.24% vs 47.34% for CSNR. On fees, CSNR is cheaper at 0.50% per year. On volatility, CSNR has been the lower-risk option at 4.24%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, LIT has performed better with a 135.24% return vs 47.34%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CSNR is cheaper with a 0.50% expense ratio, compared with 0.75% for LIT.

CSNR has the higher dividend yield at 1.98%, compared with 0.37% for LIT.

They also come from different issuers: Cohen & Steers and Global X. Their fees differ too: 0.50% for CSNR and 0.75% for LIT.

LIT currently has the higher Sharpe Ratio (4.16 vs 2.81), 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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