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NANR vs. IGE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NANR and IGE is 0.54, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

NANR vs. IGE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P North American Natural Resources ETF (NANR) and iShares North American Natural Resources ETF (IGE). The values are adjusted to include any dividend payments, if applicable.

80.00%100.00%120.00%140.00%160.00%180.00%200.00%NovemberDecember2025FebruaryMarchApril
168.54%
95.48%
NANR
IGE

Key characteristics

Sharpe Ratio

NANR:

-0.10

IGE:

-0.17

Sortino Ratio

NANR:

0.01

IGE:

-0.08

Omega Ratio

NANR:

1.00

IGE:

0.99

Calmar Ratio

NANR:

-0.13

IGE:

-0.19

Martin Ratio

NANR:

-0.38

IGE:

-0.61

Ulcer Index

NANR:

6.17%

IGE:

6.08%

Daily Std Dev

NANR:

22.56%

IGE:

22.16%

Max Drawdown

NANR:

-49.15%

IGE:

-67.62%

Current Drawdown

NANR:

-7.53%

IGE:

-10.64%

Returns By Period

In the year-to-date period, NANR achieves a 4.21% return, which is significantly higher than IGE's -0.21% return.


NANR

YTD

4.21%

1M

-4.89%

6M

-4.91%

1Y

-2.79%

5Y*

17.46%

10Y*

N/A

IGE

YTD

-0.21%

1M

-7.56%

6M

-4.72%

1Y

-4.34%

5Y*

20.12%

10Y*

3.69%

*Annualized

Compare stocks, funds, or ETFs

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


NANR vs. IGE - Expense Ratio Comparison

NANR has a 0.35% expense ratio, which is lower than IGE's 0.46% expense ratio.


Expense ratio chart for IGE: current value is 0.46%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IGE: 0.46%
Expense ratio chart for NANR: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
NANR: 0.35%

Risk-Adjusted Performance

NANR vs. IGE — Risk-Adjusted Performance Rank

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

NANR
The Risk-Adjusted Performance Rank of NANR is 1616
Overall Rank
The Sharpe Ratio Rank of NANR is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of NANR is 1717
Sortino Ratio Rank
The Omega Ratio Rank of NANR is 1717
Omega Ratio Rank
The Calmar Ratio Rank of NANR is 1313
Calmar Ratio Rank
The Martin Ratio Rank of NANR is 1515
Martin Ratio Rank

IGE
The Risk-Adjusted Performance Rank of IGE is 1313
Overall Rank
The Sharpe Ratio Rank of IGE is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of IGE is 1414
Sortino Ratio Rank
The Omega Ratio Rank of IGE is 1414
Omega Ratio Rank
The Calmar Ratio Rank of IGE is 1010
Calmar Ratio Rank
The Martin Ratio Rank of IGE is 1111
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.

NANR vs. IGE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P North American Natural Resources ETF (NANR) and iShares North American Natural Resources ETF (IGE). 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.


The chart of Sharpe ratio for NANR, currently valued at -0.10, compared to the broader market-1.000.001.002.003.004.00
NANR: -0.10
IGE: -0.17
The chart of Sortino ratio for NANR, currently valued at 0.01, compared to the broader market-2.000.002.004.006.008.00
NANR: 0.01
IGE: -0.08
The chart of Omega ratio for NANR, currently valued at 1.00, compared to the broader market0.501.001.502.002.50
NANR: 1.00
IGE: 0.99
The chart of Calmar ratio for NANR, currently valued at -0.13, compared to the broader market0.002.004.006.008.0010.0012.00
NANR: -0.13
IGE: -0.19
The chart of Martin ratio for NANR, currently valued at -0.38, compared to the broader market0.0020.0040.0060.00
NANR: -0.38
IGE: -0.61

The current NANR Sharpe Ratio is -0.10, which is higher than the IGE Sharpe Ratio of -0.17. The chart below compares the historical Sharpe Ratios of NANR and IGE, 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-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
-0.10
-0.17
NANR
IGE

Dividends

NANR vs. IGE - Dividend Comparison

NANR's dividend yield for the trailing twelve months is around 2.11%, less than IGE's 2.61% yield.


TTM20242023202220212020201920182017201620152014
NANR
SPDR S&P North American Natural Resources ETF
2.11%2.20%2.78%2.70%2.61%2.73%2.02%1.95%1.83%5.01%0.01%0.00%
IGE
iShares North American Natural Resources ETF
2.61%2.54%2.85%2.95%2.92%3.34%5.55%2.68%2.11%1.66%3.07%1.83%

Drawdowns

NANR vs. IGE - Drawdown Comparison

The maximum NANR drawdown since its inception was -49.15%, smaller than the maximum IGE drawdown of -67.62%. Use the drawdown chart below to compare losses from any high point for NANR and IGE. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-7.53%
-10.64%
NANR
IGE

Volatility

NANR vs. IGE - Volatility Comparison

SPDR S&P North American Natural Resources ETF (NANR) and iShares North American Natural Resources ETF (IGE) have volatilities of 15.12% and 15.42%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
15.12%
15.42%
NANR
IGE