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NLR vs. ^NBI
Performance
Return for Risk
Drawdowns
Volatility

Performance

NLR vs. ^NBI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Uranium and Nuclear ETF (NLR) and NASDAQ Biotechnology Index (^NBI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NLR achieves a 5.93% return, which is significantly higher than ^NBI's 4.11% return. Over the past 10 years, NLR has outperformed ^NBI with an annualized return of 13.59%, while ^NBI has yielded a comparatively lower 7.10% annualized return.


NLR

1D
-0.20%
1M
-6.93%
YTD
5.93%
6M
-3.03%
1Y
36.83%
3Y*
34.44%
5Y*
21.90%
10Y*
13.59%

^NBI

1D
2.32%
1M
0.53%
YTD
4.11%
6M
3.07%
1Y
42.03%
3Y*
12.52%
5Y*
4.34%
10Y*
7.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NLR vs. ^NBI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NLR
VanEck Uranium and Nuclear ETF
5.93%56.50%14.26%36.67%2.29%13.63%3.49%0.20%4.94%8.25%
^NBI
NASDAQ Biotechnology Index
4.11%32.40%-1.37%3.74%-10.91%-0.63%25.69%24.41%-9.32%21.06%

Correlation

The correlation between NLR and ^NBI is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.33

Correlation (5Y)
Calculated over the trailing 5-year period

0.39

Correlation (10Y)
Calculated over the trailing 10-year period

0.35

Correlation (All Time)
Calculated using the full available price history since Aug 16, 2007

0.41

The correlation between NLR and ^NBI shifts across timeframes, from 0.30 (1 year) to 0.41 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

NLR vs. ^NBI — Risk / Return Rank

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

NLR
NLR Risk / Return Rank: 2626
Overall Rank
NLR Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
NLR Sortino Ratio Rank: 2727
Sortino Ratio Rank
NLR Omega Ratio Rank: 2525
Omega Ratio Rank
NLR Calmar Ratio Rank: 3030
Calmar Ratio Rank
NLR Martin Ratio Rank: 2323
Martin Ratio Rank

^NBI
^NBI Risk / Return Rank: 8080
Overall Rank
^NBI Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
^NBI Sortino Ratio Rank: 7171
Sortino Ratio Rank
^NBI Omega Ratio Rank: 7070
Omega Ratio Rank
^NBI Calmar Ratio Rank: 9595
Calmar Ratio Rank
^NBI Martin Ratio Rank: 9292
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.

NLR vs. ^NBI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Uranium and Nuclear ETF (NLR) and NASDAQ Biotechnology Index (^NBI). 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.


NLR^NBIDifference
Sharpe ratioReturn per unit of total volatility

-1.24

Sortino ratioReturn per unit of downside risk

-1.53

Omega ratioGain probability vs. loss probability

1.17

1.35

-0.18

Calmar ratioReturn relative to maximum drawdown

1.43

5.00

-3.56

Martin ratioReturn relative to average drawdown

2.91

16.36

-13.45

NLR vs. ^NBI - Sharpe Ratio Comparison

The current NLR Sharpe Ratio is 0.88, which is lower than the ^NBI Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of NLR and ^NBI, 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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Sharpe Ratios by Period


NLR^NBIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

2.12

-1.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.20

+0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.30

+0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.39

-0.22

Drawdowns

NLR vs. ^NBI - Drawdown Comparison

The maximum NLR drawdown since its inception was -65.05%, smaller than the maximum ^NBI drawdown of -74.70%. Use the drawdown chart below to compare losses from any high point for NLR and ^NBI.


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Drawdown Indicators


NLR^NBIDifference

Max Drawdown

Largest peak-to-trough decline

-65.05%

-74.70%

+9.65%

Max Drawdown (1Y)

Largest decline over 1 year

-25.80%

-8.45%

-17.35%

Max Drawdown (3Y)

Largest decline over 3 years

-30.48%

-24.08%

-6.40%

Max Drawdown (5Y)

Largest decline over 5 years

-30.48%

-38.50%

+8.02%

Max Drawdown (10Y)

Largest decline over 10 years

-34.35%

-38.50%

+4.15%

Current Drawdown

Current decline from peak

-19.95%

-3.10%

-16.85%

Average Drawdown

Average peak-to-trough decline

-35.72%

-26.60%

-9.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.67%

2.58%

+10.09%

Volatility

NLR vs. ^NBI - Volatility Comparison

VanEck Uranium and Nuclear ETF (NLR) has a higher volatility of 13.14% compared to NASDAQ Biotechnology Index (^NBI) at 7.40%. This indicates that NLR's price experiences larger fluctuations and is considered to be riskier than ^NBI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NLR^NBIDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.14%

7.40%

+5.74%

Volatility (6M)

Calculated over the trailing 6-month period

32.76%

15.47%

+17.29%

Volatility (1Y)

Calculated over the trailing 1-year period

42.29%

19.96%

+22.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.24%

22.02%

+7.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.02%

23.44%

+0.58%

Frequently Asked Questions


NLR and ^NBI have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NLR has higher volatility (13.14%) compared to ^NBI (7.40%). In terms of maximum drawdown, NLR dropped -65.05% vs ^NBI's -74.70%.

^NBI currently has the higher Sharpe Ratio (2.12 vs 0.88), 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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