NBIS vs. MEUD.L

Last updated Jun 9, 2026

NBIS (Nebius Group N.V.) is a stock, while MEUD.L (Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc) is Europe Equities fund tracking the MSCI Europe NR EUR. Over the past year, NBIS returned 351.53% vs 16.91% for MEUD.L. At a 0.17 correlation, their price movements are largely independent.

Performance

NBIS vs. MEUD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nebius Group N.V. (NBIS) and Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc (MEUD.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

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

Returns By Period

In the year-to-date period, NBIS achieves a 160.44% return, which is significantly higher than MEUD.L's 5.24% return.

NBIS

• 1D: -4.31%
• 1M: 23.13%
• YTD: 160.44%
• 6M: 117.28%
• 1Y: 351.53%
• 3Y*: —
• 5Y*: —
• 10Y*: —

MEUD.L

• 1D: 0.11%
• 1M: 0.08%
• YTD: 5.24%
• 6M: 8.76%
• 1Y: 16.91%
• 3Y*: 16.48%
• 5Y*: 8.35%
• 10Y*: 9.79%

*Multi-year figures are annualized to reflect compound growth (CAGR)

NBIS vs. MEUD.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024
NBIS Nebius Group N.V.	160.44%	202.18%	46.25%
MEUD.L Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc	5.24%	36.05%	-7.41%

Correlation

The correlation between NBIS and MEUD.L is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.17
Correlation (All Time) Calculated using the full available price history since Oct 21, 2024	0.17

Return for Risk

NBIS vs. MEUD.L — Risk / Return Rank

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

NBIS

NBIS Risk / Return Rank: 94
NBIS Sharpe Ratio Rank: 96
NBIS Sortino Ratio Rank: 94
NBIS Omega Ratio Rank: 90
NBIS Calmar Ratio Rank: 96
NBIS Martin Ratio Rank: 95

MEUD.L

MEUD.L Risk / Return Rank: 46
MEUD.L Sharpe Ratio Rank: 49
MEUD.L Sortino Ratio Rank: 48
MEUD.L Omega Ratio Rank: 51
MEUD.L Calmar Ratio Rank: 39
MEUD.L Martin Ratio Rank: 43

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.

NBIS vs. MEUD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nebius Group N.V. (NBIS) and Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc (MEUD.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.

	NBIS	MEUD.L	Difference
Sharpe ratio: Return per unit of total volatility	3.39	1.16	+2.23
Sortino ratio: Return per unit of downside risk	3.71	1.71	+2.00
Omega ratio: Gain probability vs. loss probability	1.41	1.21	+0.20
Calmar ratio: Return relative to maximum drawdown	7.79	1.46	+6.33
Martin ratio: Return relative to average drawdown	17.86	5.19	+12.68
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

NBIS vs. MEUD.L - Sharpe Ratio Comparison

The current NBIS Sharpe Ratio is 3.39, which is higher than the MEUD.L Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of NBIS and MEUD.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	NBIS	MEUD.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.39	1.16	+2.23
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.44	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.51	—
Sharpe Ratio (All Time) Calculated using the full available price history	3.19	0.35	+2.84

Drawdowns

NBIS vs. MEUD.L - Drawdown Comparison

The maximum NBIS drawdown since its inception was -58.27%, which is greater than MEUD.L's maximum drawdown of -36.31%. Use the drawdown chart below to compare losses from any high point for NBIS and MEUD.L.

Drawdown Indicators

	NBIS	MEUD.L	Difference
Max Drawdown Largest peak-to-trough decline	-58.27%	-36.31%	-21.96%
Max Drawdown (1Y) Largest decline over 1 year	-45.47%	-11.53%	-33.94%
Max Drawdown (3Y) Largest decline over 3 years	—	-14.53%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-32.40%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-36.31%	—
Current Drawdown Current decline from peak	-17.58%	-2.76%	-14.82%
Average Drawdown Average peak-to-trough decline	-19.02%	-9.39%	-9.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	19.79%	3.25%	+16.54%

Volatility

NBIS vs. MEUD.L - Volatility Comparison

Nebius Group N.V. (NBIS) has a higher volatility of 33.60% compared to Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc (MEUD.L) at 3.92%. This indicates that NBIS's price experiences larger fluctuations and is considered to be riskier than MEUD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	NBIS	MEUD.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	33.60%	3.92%	+29.68%
Volatility (6M) Calculated over the trailing 6-month period	71.53%	12.01%	+59.52%
Volatility (1Y) Calculated over the trailing 1-year period	104.78%	14.58%	+90.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	110.72%	19.16%	+91.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	110.72%	19.37%	+91.35%

Dividends

NBIS vs. MEUD.L - Dividend Comparison

Neither NBIS nor MEUD.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both NBIS and MEUD.L in my portfolio?

NBIS and MEUD.L have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.