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NANO.TO vs. CSPX.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NANO.TO and CSPX.L is 0.03, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.0

Performance

NANO.TO vs. CSPX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nano One Materials Corp. (NANO.TO) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%50.00%SeptemberOctoberNovemberDecember2025February
-7.53%
9.33%
NANO.TO
CSPX.L

Key characteristics

Sharpe Ratio

NANO.TO:

-0.63

CSPX.L:

1.66

Sortino Ratio

NANO.TO:

-0.81

CSPX.L:

2.21

Omega Ratio

NANO.TO:

0.91

CSPX.L:

1.32

Calmar Ratio

NANO.TO:

-0.52

CSPX.L:

2.24

Martin Ratio

NANO.TO:

-1.12

CSPX.L:

10.25

Ulcer Index

NANO.TO:

46.23%

CSPX.L:

2.08%

Daily Std Dev

NANO.TO:

82.49%

CSPX.L:

12.89%

Max Drawdown

NANO.TO:

-99.96%

CSPX.L:

-9.49%

Current Drawdown

NANO.TO:

-99.79%

CSPX.L:

-0.54%

Returns By Period

In the year-to-date period, NANO.TO achieves a -4.94% return, which is significantly lower than CSPX.L's 2.95% return.


NANO.TO

YTD

-4.94%

1M

-14.44%

6M

-3.75%

1Y

-52.17%

5Y*

-12.66%

10Y*

14.51%

CSPX.L

YTD

2.95%

1M

1.15%

6M

9.33%

1Y

24.27%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

NANO.TO vs. CSPX.L — Risk-Adjusted Performance Rank

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

NANO.TO
The Risk-Adjusted Performance Rank of NANO.TO is 1616
Overall Rank
The Sharpe Ratio Rank of NANO.TO is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of NANO.TO is 1414
Sortino Ratio Rank
The Omega Ratio Rank of NANO.TO is 1616
Omega Ratio Rank
The Calmar Ratio Rank of NANO.TO is 1616
Calmar Ratio Rank
The Martin Ratio Rank of NANO.TO is 1818
Martin Ratio Rank

CSPX.L
The Risk-Adjusted Performance Rank of CSPX.L is 7070
Overall Rank
The Sharpe Ratio Rank of CSPX.L is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of CSPX.L is 6565
Sortino Ratio Rank
The Omega Ratio Rank of CSPX.L is 7272
Omega Ratio Rank
The Calmar Ratio Rank of CSPX.L is 6868
Calmar Ratio Rank
The Martin Ratio Rank of CSPX.L is 7676
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NANO.TO vs. CSPX.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nano One Materials Corp. (NANO.TO) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.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.


Sharpe ratio
The chart of Sharpe ratio for NANO.TO, currently valued at -0.69, compared to the broader market-2.000.002.00-0.691.70
The chart of Sortino ratio for NANO.TO, currently valued at -1.03, compared to the broader market-4.00-2.000.002.004.006.00-1.032.27
The chart of Omega ratio for NANO.TO, currently valued at 0.88, compared to the broader market0.501.001.502.000.881.33
The chart of Calmar ratio for NANO.TO, currently valued at -0.76, compared to the broader market0.002.004.006.00-0.762.31
The chart of Martin ratio for NANO.TO, currently valued at -1.20, compared to the broader market-10.000.0010.0020.0030.00-1.2010.50
NANO.TO
CSPX.L

The current NANO.TO Sharpe Ratio is -0.63, which is lower than the CSPX.L Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of NANO.TO and CSPX.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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00Nov 17Nov 24DecemberDec 08Dec 15Dec 22Dec 29Jan 05Jan 12Jan 19Jan 26Feb 02Feb 09Feb 16
-0.69
1.70
NANO.TO
CSPX.L

Dividends

NANO.TO vs. CSPX.L - Dividend Comparison

Neither NANO.TO nor CSPX.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

NANO.TO vs. CSPX.L - Drawdown Comparison

The maximum NANO.TO drawdown since its inception was -99.96%, which is greater than CSPX.L's maximum drawdown of -9.49%. Use the drawdown chart below to compare losses from any high point for NANO.TO and CSPX.L. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-72.77%
-0.54%
NANO.TO
CSPX.L

Volatility

NANO.TO vs. CSPX.L - Volatility Comparison

Nano One Materials Corp. (NANO.TO) has a higher volatility of 21.25% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) at 3.64%. This indicates that NANO.TO's price experiences larger fluctuations and is considered to be riskier than CSPX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
21.25%
3.64%
NANO.TO
CSPX.L
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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