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NLR vs. GRNY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NLR vs. GRNY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Uranium and Nuclear ETF (NLR) and Fundstrat Granny Shots U.S. Large Cap ETF (GRNY). 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 -0.79% return, which is significantly lower than GRNY's 9.21% return.


NLR

1D
0.91%
1M
-12.54%
YTD
-0.79%
6M
-6.08%
1Y
26.72%
3Y*
31.16%
5Y*
20.16%
10Y*
12.72%

GRNY

1D
0.52%
1M
0.19%
YTD
9.21%
6M
7.56%
1Y
26.59%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NLR vs. GRNY - Yearly Performance Comparison


2026 (YTD)20252024
NLR
VanEck Uranium and Nuclear ETF
-0.79%56.50%-10.63%
GRNY
Fundstrat Granny Shots U.S. Large Cap ETF
9.21%24.05%-1.09%

Correlation

The correlation between NLR and GRNY is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.66

Correlation (All Time)
Calculated using the full available price history since Nov 8, 2024

0.64

The correlation between NLR and GRNY has been stable across timeframes, ranging from 0.64 to 0.66 - a consistent structural relationship.

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Return for Risk

NLR vs. GRNY — Risk / Return Rank

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

NLR
NLR Risk / Return Rank: 2222
Overall Rank
NLR Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
NLR Sortino Ratio Rank: 2323
Sortino Ratio Rank
NLR Omega Ratio Rank: 2121
Omega Ratio Rank
NLR Calmar Ratio Rank: 2424
Calmar Ratio Rank
NLR Martin Ratio Rank: 1919
Martin Ratio Rank

GRNY
GRNY Risk / Return Rank: 4747
Overall Rank
GRNY Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
GRNY Sortino Ratio Rank: 4545
Sortino Ratio Rank
GRNY Omega Ratio Rank: 4444
Omega Ratio Rank
GRNY Calmar Ratio Rank: 5151
Calmar Ratio Rank
GRNY Martin Ratio Rank: 4646
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. GRNY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Uranium and Nuclear ETF (NLR) and Fundstrat Granny Shots U.S. Large Cap ETF (GRNY). 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.


NLRGRNYDifference
Sharpe ratioReturn per unit of total volatility

-0.87

Sortino ratioReturn per unit of downside risk

-0.90

Omega ratioGain probability vs. loss probability

1.13

1.26

-0.12

Calmar ratioReturn relative to maximum drawdown

1.04

2.30

-1.26

Martin ratioReturn relative to average drawdown

2.08

7.00

-4.92

NLR vs. GRNY - Sharpe Ratio Comparison

The current NLR Sharpe Ratio is 0.63, which is lower than the GRNY Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of NLR and GRNY, 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


NLRGRNYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.63

1.50

-0.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.89

-0.73

Drawdowns

NLR vs. GRNY - Drawdown Comparison

The maximum NLR drawdown since its inception was -65.05%, which is greater than GRNY's maximum drawdown of -24.18%. Use the drawdown chart below to compare losses from any high point for NLR and GRNY.


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Drawdown Indicators


NLRGRNYDifference

Max Drawdown

Largest peak-to-trough decline

-65.05%

-24.18%

-40.87%

Max Drawdown (1Y)

Largest decline over 1 year

-25.80%

-11.63%

-14.17%

Max Drawdown (3Y)

Largest decline over 3 years

-30.48%

Max Drawdown (5Y)

Largest decline over 5 years

-30.48%

Max Drawdown (10Y)

Largest decline over 10 years

-34.35%

Current Drawdown

Current decline from peak

-25.03%

-2.59%

-22.44%

Average Drawdown

Average peak-to-trough decline

-35.71%

-4.01%

-31.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.87%

3.81%

+9.06%

Volatility

NLR vs. GRNY - Volatility Comparison

VanEck Uranium and Nuclear ETF (NLR) has a higher volatility of 13.36% compared to Fundstrat Granny Shots U.S. Large Cap ETF (GRNY) at 5.02%. This indicates that NLR's price experiences larger fluctuations and is considered to be riskier than GRNY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NLRGRNYDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.36%

5.02%

+8.34%

Volatility (6M)

Calculated over the trailing 6-month period

33.24%

13.09%

+20.15%

Volatility (1Y)

Calculated over the trailing 1-year period

42.96%

17.86%

+25.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.43%

23.25%

+6.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.14%

23.25%

+0.89%

NLR vs. GRNY - Expense Ratio Comparison

NLR has a 0.56% expense ratio, which is lower than GRNY's 0.75% expense ratio.


Dividends

NLR vs. GRNY - Dividend Comparison

NLR's dividend yield for the trailing twelve months is around 2.57%, while GRNY has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
GRNY
Fundstrat Granny Shots U.S. Large Cap ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NLR
VanEck Uranium and Nuclear ETF
2.57%2.55%0.76%4.54%2.02%1.99%2.23%2.21%3.91%4.86%3.62%3.30%

Frequently Asked Questions


NLR and GRNY have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NLR has higher volatility (13.36%) compared to GRNY (5.02%). In terms of maximum drawdown, NLR dropped -65.05% vs GRNY's -24.18%.

On 1-year performance, NLR leads with 26.72% vs 26.59% for GRNY. On fees, NLR is cheaper at 0.56% per year. On volatility, GRNY has been the lower-risk option at 5.02%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, NLR has performed better with a 26.72% return vs 26.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

NLR is cheaper with a 0.56% expense ratio, compared with 0.75% for GRNY.

NLR has the higher dividend yield at 2.57%, compared with 0.00% for GRNY.

NLR is categorized as Alternative Energy Equities, while GRNY is Large Cap Blend Equities. They also come from different issuers: VanEck and Tidal ETFs. Their fees differ too: 0.56% for NLR and 0.75% for GRNY.

GRNY currently has the higher Sharpe Ratio (1.50 vs 0.63), 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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