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NLCP vs. BWET
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NLCP vs. BWET - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NewLake Capital Partners, Inc. (NLCP) and Breakwave Tanker Shipping ETF (BWET). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NLCP achieves a 2.57% return, which is significantly lower than BWET's 1,090.11% return.


NLCP

1D
-0.71%
1M
3.99%
6M
8.60%
YTD
2.57%
1Y
22.87%
3Y*
12.30%
5Y*
10Y*

BWET

1D
-0.33%
1M
17.22%
6M
619.17%
YTD
1,090.11%
1Y
1,898.00%
3Y*
125.74%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NLCP vs. BWET - Yearly Performance Comparison


2026 (YTD)202520242023
NLCP
NewLake Capital Partners, Inc.
2.57%2.42%19.43%36.85%
BWET
Breakwave Tanker Shipping ETF
1,090.11%96.22%-39.21%14.13%

Correlation

The correlation between NLCP and BWET is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.13

Correlation (3Y)
Calculated over the trailing 3-year period

-0.03

Correlation (All Time)
Calculated using the full available price history since May 3, 2023

-0.03

The correlation between NLCP and BWET shifts across timeframes, from -0.13 (1 year) to -0.03 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

NLCP vs. BWET — Risk / Return Rank

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

NLCP
NLCP Risk / Return Rank: 7272
Overall Rank
NLCP Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
NLCP Sortino Ratio Rank: 7272
Sortino Ratio Rank
NLCP Omega Ratio Rank: 6969
Omega Ratio Rank
NLCP Calmar Ratio Rank: 7474
Calmar Ratio Rank
NLCP Martin Ratio Rank: 7272
Martin Ratio Rank

BWET
BWET Risk / Return Rank: 9999
Overall Rank
BWET Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
BWET Sortino Ratio Rank: 9898
Sortino Ratio Rank
BWET Omega Ratio Rank: 9797
Omega Ratio Rank
BWET Calmar Ratio Rank: 9999
Calmar Ratio Rank
BWET Martin Ratio Rank: 9999
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.

NLCP vs. BWET - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NewLake Capital Partners, Inc. (NLCP) and Breakwave Tanker Shipping ETF (BWET). 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.


NLCPBWETDifference
Sharpe ratioReturn per unit of total volatility

-16.92

Sortino ratioReturn per unit of downside risk

-4.54

Omega ratioGain probability vs. loss probability

1.19

1.89

-0.70

Calmar ratioReturn relative to maximum drawdown

1.55

46.63

-45.08

Martin ratioReturn relative to average drawdown

3.21

176.08

-172.87

NLCP vs. BWET - Sharpe Ratio Comparison

The current NLCP Sharpe Ratio is 0.97, which is lower than the BWET Sharpe Ratio of 17.89. The chart below compares the historical Sharpe Ratios of NLCP and BWET, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

NLCP vs. BWET - Drawdown Comparison

The maximum NLCP drawdown since its inception was -58.59%, roughly equal to the maximum BWET drawdown of -56.90%. Use the drawdown chart below to compare losses from any high point for NLCP and BWET.


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Drawdown Indicators


NLCPBWETDifference

Max Drawdown

Largest peak-to-trough decline

-58.59%

-56.90%

-1.69%

Max Drawdown (1Y)

Largest decline over 1 year

-14.78%

-41.22%

+26.44%

Max Drawdown (3Y)

Largest decline over 3 years

-35.06%

-56.81%

+21.75%

Current Drawdown

Current decline from peak

-22.42%

-10.91%

-11.51%

Average Drawdown

Average peak-to-trough decline

-33.48%

-23.65%

-9.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.15%

10.89%

-3.74%

Volatility

NLCP vs. BWET - Volatility Comparison

The current volatility for NewLake Capital Partners, Inc. (NLCP) is 6.65%, while Breakwave Tanker Shipping ETF (BWET) has a volatility of 48.58%. This indicates that NLCP experiences smaller price fluctuations and is considered to be less risky than BWET based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NLCPBWETDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.65%

48.58%

-41.93%

Volatility (6M)

Calculated over the trailing 6-month period

17.65%

96.67%

-79.02%

Volatility (1Y)

Calculated over the trailing 1-year period

23.71%

107.50%

-83.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.93%

74.64%

-44.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.93%

74.64%

-44.71%

Dividends

NLCP vs. BWET - Dividend Comparison

NLCP's dividend yield for the trailing twelve months is around 11.15%, while BWET has not paid dividends to shareholders.


PositionTTM20252024202320222021
BWET
Breakwave Tanker Shipping ETF
0.00%0.00%0.00%0.00%0.00%0.00%
NLCP
NewLake Capital Partners, Inc.
11.15%10.80%9.71%9.81%8.99%1.50%

Frequently Asked Questions


NLCP and BWET have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BWET has higher volatility (48.58%) compared to NLCP (6.65%). In terms of maximum drawdown, NLCP dropped -58.59% vs BWET's -56.90%.

BWET currently has the higher Sharpe Ratio (17.89 vs 0.97), 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.

Portfolio Optimizer

Find the right allocation for NLCP and BWET

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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