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NLR vs. NGEX.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NLR vs. NGEX.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Uranium and Nuclear ETF (NLR) and NGEx Minerals Ltd (NGEX.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

NLR is traded in USD, while NGEX.TO is traded in CAD. To make them comparable, the NGEX.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, NLR achieves a -1.81% return, which is significantly lower than NGEX.TO's 1.77% return.


NLR

1D
0.84%
1M
-10.59%
YTD
-1.81%
6M
-3.70%
1Y
18.72%
3Y*
29.88%
5Y*
19.78%
10Y*
12.80%

NGEX.TO

1D
6.56%
1M
-12.32%
YTD
1.77%
6M
4.46%
1Y
71.50%
3Y*
56.05%
5Y*
100.50%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NLR vs. NGEX.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
NLR
VanEck Uranium and Nuclear ETF
-1.81%56.50%14.26%36.67%2.29%13.63%3.49%1.70%
NGEX.TO
NGEx Minerals Ltd
1.77%100.03%72.67%138.13%56.57%255.95%38.35%-40.47%

Correlation

The correlation between NLR and NGEX.TO is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.43

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

0.31

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

0.27

Correlation (All Time)
Calculated using the full available price history since Aug 20, 2019

0.20

Over the past year, NLR and NGEX.TO have become more correlated (0.43) than their long-term average of 0.20, meaning their price movements have been converging.

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Return for Risk

NLR vs. NGEX.TO — Risk / Return Rank

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

NLR
NLR Risk / Return Rank: 1818
Overall Rank
NLR Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
NLR Sortino Ratio Rank: 1919
Sortino Ratio Rank
NLR Omega Ratio Rank: 1818
Omega Ratio Rank
NLR Calmar Ratio Rank: 1818
Calmar Ratio Rank
NLR Martin Ratio Rank: 1717
Martin Ratio Rank

NGEX.TO
NGEX.TO Risk / Return Rank: 7777
Overall Rank
NGEX.TO Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
NGEX.TO Sortino Ratio Rank: 7272
Sortino Ratio Rank
NGEX.TO Omega Ratio Rank: 7474
Omega Ratio Rank
NGEX.TO Calmar Ratio Rank: 8080
Calmar Ratio Rank
NGEX.TO Martin Ratio Rank: 8080
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. NGEX.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Uranium and Nuclear ETF (NLR) and NGEx Minerals Ltd (NGEX.TO). 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.


NLRNGEX.TODifference
Sharpe ratioReturn per unit of total volatility

-0.79

Sortino ratioReturn per unit of downside risk

-0.80

Omega ratioGain probability vs. loss probability

1.10

1.23

-0.13

Calmar ratioReturn relative to maximum drawdown

0.63

2.33

-1.70

Martin ratioReturn relative to average drawdown

1.41

5.79

-4.38

NLR vs. NGEX.TO - Sharpe Ratio Comparison

The current NLR Sharpe Ratio is 0.44, which is lower than the NGEX.TO Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of NLR and NGEX.TO, 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

NLR vs. NGEX.TO - Drawdown Comparison

The maximum NLR drawdown since its inception was -65.05%, roughly equal to the maximum NGEX.TO drawdown of -68.12%. Use the drawdown chart below to compare losses from any high point for NLR and NGEX.TO.


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Drawdown Indicators


NLRNGEX.TODifference

Max Drawdown

Largest peak-to-trough decline

-65.05%

-68.12%

+3.07%

Max Drawdown (1Y)

Largest decline over 1 year

-29.72%

-30.80%

+1.08%

Max Drawdown (3Y)

Largest decline over 3 years

-30.48%

-30.80%

+0.32%

Max Drawdown (5Y)

Largest decline over 5 years

-30.48%

-68.12%

+37.64%

Max Drawdown (10Y)

Largest decline over 10 years

-34.35%

Current Drawdown

Current decline from peak

-25.81%

-18.14%

-7.67%

Average Drawdown

Average peak-to-trough decline

-35.70%

-19.44%

-16.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.33%

12.38%

+0.95%

Volatility

NLR vs. NGEX.TO - Volatility Comparison

The current volatility for VanEck Uranium and Nuclear ETF (NLR) is 13.73%, while NGEx Minerals Ltd (NGEX.TO) has a volatility of 26.50%. This indicates that NLR experiences smaller price fluctuations and is considered to be less risky than NGEX.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NLRNGEX.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

13.73%

26.50%

-12.77%

Volatility (6M)

Calculated over the trailing 6-month period

33.75%

46.12%

-12.37%

Volatility (1Y)

Calculated over the trailing 1-year period

42.85%

58.60%

-15.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.56%

63.39%

-33.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.22%

72.51%

-48.29%

Dividends

NLR vs. NGEX.TO - Dividend Comparison

NLR's dividend yield for the trailing twelve months is around 2.60%, while NGEX.TO has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
NGEX.TO
NGEx Minerals Ltd
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
2.60%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 NGEX.TO have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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