NLCP vs. VLUE
NLCP (NewLake Capital Partners, Inc.) is a stock, while VLUE (iShares MSCI USA Value Factor ETF) is Large Cap Value Equities fund tracking the MSCI USA Enhanced Value Index. Over the past 3 years, NLCP returned 18.17%/yr vs 32.40%/yr for VLUE. At a 0.15 correlation, their price movements are largely independent.
Performance
NLCP vs. VLUE - Performance Comparison
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Returns By Period
In the year-to-date period, NLCP achieves a -0.33% return, which is significantly lower than VLUE's 44.95% return.
NLCP
- 1D
- -1.53%
- 1M
- 6.20%
- YTD
- -0.33%
- 6M
- 8.62%
- 1Y
- 17.43%
- 3Y*
- 18.17%
- 5Y*
- —
- 10Y*
- —
VLUE
- 1D
- -0.24%
- 1M
- 5.34%
- YTD
- 44.95%
- 6M
- 43.41%
- 1Y
- 78.89%
- 3Y*
- 32.40%
- 5Y*
- 16.35%
- 10Y*
- 15.53%
NLCP vs. VLUE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
NLCP NewLake Capital Partners, Inc. | -0.33% | 2.42% | 19.43% | 11.85% | -39.27% | 3.97% |
VLUE iShares MSCI USA Value Factor ETF | 44.95% | 32.67% | 7.25% | 14.26% | -14.17% | 7.90% |
Correlation
The correlation between NLCP and VLUE is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Aug 20, 2021 | 0.15 |
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Return for Risk
NLCP vs. VLUE — Risk / Return Rank
NLCP
VLUE
NLCP vs. VLUE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NewLake Capital Partners, Inc. (NLCP) and iShares MSCI USA Value Factor ETF (VLUE). 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.
| NLCP | VLUE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.43 | ||
| Sortino ratioReturn per unit of downside risk | -3.93 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.71 | -0.55 |
| Calmar ratioReturn relative to maximum drawdown | 1.18 | 8.77 | -7.59 |
| Martin ratioReturn relative to average drawdown | 2.42 | 36.50 | -34.08 |
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Drawdowns
NLCP vs. VLUE - Drawdown Comparison
The maximum NLCP drawdown since its inception was -58.59%, which is greater than VLUE's maximum drawdown of -39.47%. Use the drawdown chart below to compare losses from any high point for NLCP and VLUE.
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Drawdown Indicators
| NLCP | VLUE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.59% | -39.47% | -19.12% |
Max Drawdown (1Y)Largest decline over 1 year | -14.78% | -9.04% | -5.74% |
Max Drawdown (3Y)Largest decline over 3 years | -35.06% | -17.89% | -17.17% |
Max Drawdown (5Y)Largest decline over 5 years | — | -27.12% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.47% | — |
Current DrawdownCurrent decline from peak | -24.62% | -3.69% | -20.93% |
Average DrawdownAverage peak-to-trough decline | -33.63% | -6.00% | -27.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.23% | 2.17% | +5.06% |
Volatility
NLCP vs. VLUE - Volatility Comparison
The current volatility for NewLake Capital Partners, Inc. (NLCP) is 9.15%, while iShares MSCI USA Value Factor ETF (VLUE) has a volatility of 9.72%. This indicates that NLCP experiences smaller price fluctuations and is considered to be less risky than VLUE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NLCP | VLUE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.15% | 9.72% | -0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 18.04% | 16.12% | +1.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.70% | 19.07% | +4.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.01% | 18.12% | +11.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.01% | 19.94% | +10.07% |
Dividends
NLCP vs. VLUE - Dividend Comparison
NLCP's dividend yield for the trailing twelve months is around 11.16%, more than VLUE's 1.42% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NLCP NewLake Capital Partners, Inc. | 11.16% | 10.80% | 9.71% | 9.81% | 8.99% | 1.50% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VLUE iShares MSCI USA Value Factor ETF | 1.42% | 2.11% | 2.73% | 2.66% | 3.18% | 2.22% | 2.42% | 2.61% | 2.70% | 2.14% | 2.07% | 2.39% |
Frequently Asked Questions
NLCP and VLUE have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VLUE has higher volatility (9.72%) compared to NLCP (9.15%). In terms of maximum drawdown, NLCP dropped -58.59% vs VLUE's -39.47%.
VLUE currently has the higher Sharpe Ratio (4.17 vs 0.74), 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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