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INRA.AS vs. NCLR.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

INRA.AS vs. NCLR.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Clean Energy Transition UCITS ETF USD Accumulating (INRA.AS) and WisdomTree Uranium and Nuclear Energy UCITS ETF (NCLR.L). The values are adjusted to include any dividend payments, if applicable.

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INRA.AS vs. NCLR.L - Yearly Performance Comparison


Different Trading Currencies

INRA.AS is traded in USD, while NCLR.L is traded in GBp. To make them comparable, the NCLR.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, INRA.AS achieves a 11.84% return, which is significantly lower than NCLR.L's 19.73% return.


INRA.AS

1D
3.54%
1M
0.96%
YTD
11.84%
6M
17.65%
1Y
63.12%
3Y*
-1.08%
5Y*
10Y*

NCLR.L

1D
7.88%
1M
-10.55%
YTD
19.73%
6M
15.73%
1Y
167.35%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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INRA.AS vs. NCLR.L - Expense Ratio Comparison

INRA.AS has a 0.65% expense ratio, which is higher than NCLR.L's 0.45% expense ratio.


Return for Risk

INRA.AS vs. NCLR.L — Risk / Return Rank

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

INRA.AS
INRA.AS Risk / Return Rank: 9595
Overall Rank
INRA.AS Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
INRA.AS Sortino Ratio Rank: 9595
Sortino Ratio Rank
INRA.AS Omega Ratio Rank: 9191
Omega Ratio Rank
INRA.AS Calmar Ratio Rank: 9797
Calmar Ratio Rank
INRA.AS Martin Ratio Rank: 9696
Martin Ratio Rank

NCLR.L
NCLR.L Risk / Return Rank: 9696
Overall Rank
NCLR.L Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
NCLR.L Sortino Ratio Rank: 9797
Sortino Ratio Rank
NCLR.L Omega Ratio Rank: 9494
Omega Ratio Rank
NCLR.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
NCLR.L Martin Ratio Rank: 9494
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.

INRA.AS vs. NCLR.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Clean Energy Transition UCITS ETF USD Accumulating (INRA.AS) and WisdomTree Uranium and Nuclear Energy UCITS ETF (NCLR.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.


INRA.ASNCLR.LDifference

Sharpe ratio

Return per unit of total volatility

2.54

3.36

-0.82

Sortino ratio

Return per unit of downside risk

3.26

3.60

-0.33

Omega ratio

Gain probability vs. loss probability

1.41

1.46

-0.05

Calmar ratio

Return relative to maximum drawdown

5.95

5.60

+0.35

Martin ratio

Return relative to average drawdown

18.63

15.22

+3.41

INRA.AS vs. NCLR.L - Sharpe Ratio Comparison

The current INRA.AS Sharpe Ratio is 2.54, which is comparable to the NCLR.L Sharpe Ratio of 3.36. The chart below compares the historical Sharpe Ratios of INRA.AS and NCLR.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


INRA.ASNCLR.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.54

3.36

-0.82

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.04

3.06

-3.10

Correlation

The correlation between INRA.AS and NCLR.L is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

INRA.AS vs. NCLR.L - Dividend Comparison

Neither INRA.AS nor NCLR.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

INRA.AS vs. NCLR.L - Drawdown Comparison

The maximum INRA.AS drawdown since its inception was -54.31%, which is greater than NCLR.L's maximum drawdown of -29.77%. Use the drawdown chart below to compare losses from any high point for INRA.AS and NCLR.L.


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Drawdown Indicators


INRA.ASNCLR.LDifference

Max Drawdown

Largest peak-to-trough decline

-54.31%

-28.14%

-26.17%

Max Drawdown (1Y)

Largest decline over 1 year

-11.34%

-28.14%

+16.80%

Current Drawdown

Current decline from peak

-18.85%

-13.78%

-5.07%

Average Drawdown

Average peak-to-trough decline

-29.97%

-7.47%

-22.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.62%

10.11%

-6.49%

Volatility

INRA.AS vs. NCLR.L - Volatility Comparison

The current volatility for iShares Global Clean Energy Transition UCITS ETF USD Accumulating (INRA.AS) is 8.16%, while WisdomTree Uranium and Nuclear Energy UCITS ETF (NCLR.L) has a volatility of 16.10%. This indicates that INRA.AS experiences smaller price fluctuations and is considered to be less risky than NCLR.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


INRA.ASNCLR.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.16%

16.10%

-7.94%

Volatility (6M)

Calculated over the trailing 6-month period

18.73%

38.08%

-19.35%

Volatility (1Y)

Calculated over the trailing 1-year period

24.53%

49.58%

-25.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.59%

49.06%

-22.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.59%

49.06%

-22.47%