NC vs. SEIQ
NC (NACCO Industries, Inc.) is a stock, while SEIQ (SEI Enhanced US Large Cap Quality Factor ETF) is Large Cap Blend Equities fund actively managed by SEI. Over the past 3 years, NC returned 16.97%/yr vs 12.03%/yr for SEIQ. At a 0.20 correlation, their price movements are largely independent.
Performance
NC vs. SEIQ - Performance Comparison
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Returns By Period
In the year-to-date period, NC achieves a 5.58% return, which is significantly higher than SEIQ's -0.13% return.
NC
- 1D
- 1.56%
- 1M
- 5.22%
- YTD
- 5.58%
- 6M
- 6.14%
- 1Y
- 31.76%
- 3Y*
- 16.97%
- 5Y*
- 17.91%
- 10Y*
- 1.01%
SEIQ
- 1D
- -0.02%
- 1M
- -3.41%
- YTD
- -0.13%
- 6M
- -0.99%
- 1Y
- 7.77%
- 3Y*
- 12.03%
- 5Y*
- —
- 10Y*
- —
NC vs. SEIQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
NC NACCO Industries, Inc. | 5.58% | 68.74% | -15.91% | -1.51% | -27.24% |
SEIQ SEI Enhanced US Large Cap Quality Factor ETF | -0.13% | 12.51% | 16.15% | 22.66% | 1.51% |
Correlation
The correlation between NC and SEIQ is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since May 18, 2022 | 0.20 |
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Return for Risk
NC vs. SEIQ — Risk / Return Rank
NC
SEIQ
NC vs. SEIQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NACCO Industries, Inc. (NC) and SEI Enhanced US Large Cap Quality Factor ETF (SEIQ). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| NC | SEIQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.03 | ||
| Sortino ratioReturn per unit of downside risk | +0.24 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.13 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.63 | 0.81 | +0.82 |
| Martin ratioReturn relative to average drawdown | 2.96 | 3.11 | -0.14 |
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Drawdowns
NC vs. SEIQ - Drawdown Comparison
The maximum NC drawdown since its inception was -91.50%, which is greater than SEIQ's maximum drawdown of -14.87%. Use the drawdown chart below to compare losses from any high point for NC and SEIQ.
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Drawdown Indicators
| NC | SEIQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.50% | -14.87% | -76.63% |
Max Drawdown (1Y)Largest decline over 1 year | -19.61% | -9.66% | -9.95% |
Max Drawdown (3Y)Largest decline over 3 years | -31.24% | -14.27% | -16.97% |
Max Drawdown (5Y)Largest decline over 5 years | -55.01% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -80.21% | — | — |
Current DrawdownCurrent decline from peak | -34.63% | -3.65% | -30.98% |
Average DrawdownAverage peak-to-trough decline | -36.54% | -2.72% | -33.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.74% | 2.50% | +8.24% |
Volatility
NC vs. SEIQ - Volatility Comparison
NACCO Industries, Inc. (NC) has a higher volatility of 7.23% compared to SEI Enhanced US Large Cap Quality Factor ETF (SEIQ) at 3.72%. This indicates that NC's price experiences larger fluctuations and is considered to be riskier than SEIQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NC | SEIQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.23% | 3.72% | +3.51% |
Volatility (6M)Calculated over the trailing 6-month period | 29.83% | 8.60% | +21.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.53% | 10.92% | +31.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.76% | 14.59% | +32.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.36% | 14.59% | +35.77% |
Dividends
NC vs. SEIQ - Dividend Comparison
NC's dividend yield for the trailing twelve months is around 1.99%, more than SEIQ's 0.95% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NC NACCO Industries, Inc. | 1.99% | 2.01% | 3.02% | 2.36% | 2.16% | 2.16% | 2.92% | 1.57% | 1.95% | 2.60% | 1.18% | 2.48% |
SEIQ SEI Enhanced US Large Cap Quality Factor ETF | 0.95% | 0.94% | 0.97% | 1.08% | 0.83% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
NC and SEIQ have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NC has higher volatility (7.23%) compared to SEIQ (3.72%). In terms of maximum drawdown, NC dropped -91.50% vs SEIQ's -14.87%.
NC currently has the higher Sharpe Ratio (0.75 vs 0.72), 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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