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NLR vs. SGOL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NLR vs. SGOL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Uranium and Nuclear ETF (NLR) and abrdn Physical Gold Shares ETF (SGOL). 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 -12.96% return, which is significantly lower than SGOL's -6.06% return. Over the past 10 years, NLR has underperformed SGOL with an annualized return of 10.96%, while SGOL has yielded a comparatively higher 11.62% annualized return.


NLR

1D
-2.97%
1M
-7.91%
6M
-29.25%
YTD
-12.96%
1Y
-8.40%
3Y*
23.96%
5Y*
18.37%
10Y*
10.96%
ALL TIME*
3.36%

SGOL

1D
0.08%
1M
0.65%
6M
-18.71%
YTD
-6.06%
1Y
21.20%
3Y*
27.11%
5Y*
17.42%
10Y*
11.62%
ALL TIME*
8.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$52.35M$49.22M$61.68M
$79.87M$79.24M$102.39M

NLR vs. SGOL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NLR
VanEck Uranium and Nuclear ETF
-12.96%56.50%14.26%36.67%2.29%13.63%3.49%0.20%4.94%8.25%
SGOL
abrdn Physical Gold Shares ETF
-6.06%63.99%26.90%12.99%-0.51%-3.94%25.03%18.21%-1.94%12.86%

Correlation

The correlation between NLR and SGOL is 0.44, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.44

Correlation (3Y)
Balances recent behavior with more history.

0.33

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.31

Correlation (10Y)
Provides a long-term view across more market conditions.

0.23

Correlation (All Time)
Calculated using the full available price history since Sep 9, 2009

0.22

Over the past year, NLR and SGOL have become more correlated (0.44) than their long-term average of 0.22, meaning their price movements have been converging.

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Return for Risk

NLR vs. SGOL — Risk / Return Rank

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

NLR
NLR Risk / Return Rank: 1010
Overall Rank
NLR Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
NLR Sortino Ratio Rank: 1111
Sortino Ratio Rank
NLR Omega Ratio Rank: 1111
Omega Ratio Rank
NLR Calmar Ratio Rank: 99
Calmar Ratio Rank
NLR Martin Ratio Rank: 1010
Martin Ratio Rank

SGOL
SGOL Risk / Return Rank: 2828
Overall Rank
SGOL Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
SGOL Sortino Ratio Rank: 2929
Sortino Ratio Rank
SGOL Omega Ratio Rank: 3333
Omega Ratio Rank
SGOL Calmar Ratio Rank: 2525
Calmar Ratio Rank
SGOL Martin Ratio Rank: 2424
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. SGOL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Uranium and Nuclear ETF (NLR) and abrdn Physical Gold Shares ETF (SGOL). 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.


NLRSGOLDifference
Sharpe ratioReturn per unit of total volatility

-0.91

Sortino ratioReturn per unit of downside risk

-1.04

Omega ratioGain probability vs. loss probability

1.00

1.15

-0.15

Calmar ratioReturn relative to maximum drawdown

-0.22

0.77

-0.99

Martin ratioReturn relative to average drawdown

-0.48

1.73

-2.21

NLR vs. SGOL - Sharpe Ratio Comparison

The current NLR Sharpe Ratio is -0.19, which is lower than the SGOL Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of NLR and SGOL, 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. SGOL - Drawdown Comparison

The maximum NLR drawdown since its inception was -65.05%, which is greater than SGOL's maximum drawdown of -45.51%. Use the drawdown chart below to compare losses from any high point for NLR and SGOL.


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Drawdown Indicators


NLRSGOLDifference

Max Drawdown

Largest peak-to-trough decline

-65.05%

-45.51%

-19.54%

Max Drawdown (1Y)

Largest decline over 1 year

-36.61%

-26.32%

-10.29%

Max Drawdown (3Y)

Largest decline over 3 years

-36.61%

-26.32%

-10.29%

Max Drawdown (5Y)

Largest decline over 5 years

-36.61%

-26.32%

-10.29%

Max Drawdown (10Y)

Largest decline over 10 years

-36.61%

-26.32%

-10.29%

Current Drawdown

Current decline from peak

-34.23%

-24.94%

-9.29%

Average Drawdown

Average peak-to-trough decline

-35.67%

-18.45%

-17.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.73%

11.64%

+5.09%

Volatility

NLR vs. SGOL - Volatility Comparison

VanEck Uranium and Nuclear ETF (NLR) has a higher volatility of 10.60% compared to abrdn Physical Gold Shares ETF (SGOL) at 6.07%. This indicates that NLR's price experiences larger fluctuations and is considered to be riskier than SGOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NLRSGOLDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.60%

6.07%

+4.53%

Volatility (6M)

Calculated over the trailing 6-month period

32.75%

23.69%

+9.06%

Volatility (1Y)

Calculated over the trailing 1-year period

43.30%

27.79%

+15.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.96%

18.34%

+11.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.47%

16.08%

+8.39%

NLR vs. SGOL - Expense Ratio Comparison

NLR has a 0.56% expense ratio, which is higher than SGOL's 0.17% expense ratio.


Dividends

NLR vs. SGOL - Dividend Comparison

NLR's dividend yield for the trailing twelve months is around 2.93%, while SGOL has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
NLR
VanEck Uranium and Nuclear ETF
2.93%2.55%0.76%4.54%2.02%1.99%2.23%2.21%3.91%4.86%3.62%3.30%
SGOL
abrdn Physical Gold Shares 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%

Frequently Asked Questions


NLR and SGOL have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NLR has higher volatility (10.60%) compared to SGOL (6.07%). In terms of maximum drawdown, NLR dropped -65.05% vs SGOL's -45.51%.

On 10-year performance, SGOL leads with 11.62% vs 10.96% for NLR. On fees, SGOL is cheaper at 0.17% per year. On volatility, SGOL has been the lower-risk option at 6.07%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SGOL has performed better with a 11.62% return vs 10.96%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SGOL is cheaper with a 0.17% expense ratio, compared with 0.56% for NLR.

NLR has the higher dividend yield at 2.93%, compared with 0.00% for SGOL.

NLR is categorized as Uranium, while SGOL is Gold. NLR tracks MVIS Global Uranium & Nuclear Energy Index, while SGOL tracks LBMA Gold Price PM ($/ozt). They also come from different issuers: VanEck and abrdn. Their fees differ too: 0.56% for NLR and 0.17% for SGOL.

SGOL currently has the higher Sharpe Ratio (0.73 vs -0.19), 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 NLR and SGOL

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