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NLR vs. SMH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NLR and SMH is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

NLR vs. SMH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Uranium+Nuclear Energy ETF (NLR) and VanEck Vectors Semiconductor ETF (SMH). The values are adjusted to include any dividend payments, if applicable.

0.00%500.00%1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%JulyAugustSeptemberOctoberNovemberDecember
32.83%
2,421.71%
NLR
SMH

Key characteristics

Sharpe Ratio

NLR:

0.69

SMH:

1.25

Sortino Ratio

NLR:

1.17

SMH:

1.76

Omega Ratio

NLR:

1.14

SMH:

1.22

Calmar Ratio

NLR:

0.88

SMH:

1.75

Martin Ratio

NLR:

2.24

SMH:

4.38

Ulcer Index

NLR:

8.45%

SMH:

9.95%

Daily Std Dev

NLR:

27.55%

SMH:

34.83%

Max Drawdown

NLR:

-66.96%

SMH:

-95.73%

Current Drawdown

NLR:

-14.39%

SMH:

-13.71%

Returns By Period

In the year-to-date period, NLR achieves a 15.39% return, which is significantly lower than SMH's 38.79% return. Over the past 10 years, NLR has underperformed SMH with an annualized return of 8.18%, while SMH has yielded a comparatively higher 27.34% annualized return.


NLR

YTD

15.39%

1M

-10.44%

6M

1.27%

1Y

16.12%

5Y*

13.67%

10Y*

8.18%

SMH

YTD

38.79%

1M

-1.38%

6M

-8.37%

1Y

40.07%

5Y*

29.31%

10Y*

27.34%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


NLR vs. SMH - Expense Ratio Comparison

NLR has a 0.60% expense ratio, which is higher than SMH's 0.35% expense ratio.


NLR
VanEck Vectors Uranium+Nuclear Energy ETF
Expense ratio chart for NLR: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
Expense ratio chart for SMH: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Risk-Adjusted Performance

NLR vs. SMH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Uranium+Nuclear Energy ETF (NLR) and VanEck Vectors Semiconductor ETF (SMH). 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.


Sharpe ratio
The chart of Sharpe ratio for NLR, currently valued at 0.69, compared to the broader market0.002.004.000.691.25
The chart of Sortino ratio for NLR, currently valued at 1.17, compared to the broader market-2.000.002.004.006.008.0010.001.171.76
The chart of Omega ratio for NLR, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.001.141.22
The chart of Calmar ratio for NLR, currently valued at 0.88, compared to the broader market0.005.0010.0015.000.881.75
The chart of Martin ratio for NLR, currently valued at 2.24, compared to the broader market0.0020.0040.0060.0080.00100.002.244.38
NLR
SMH

The current NLR Sharpe Ratio is 0.69, which is lower than the SMH Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of NLR and SMH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.69
1.25
NLR
SMH

Dividends

NLR vs. SMH - Dividend Comparison

Neither NLR nor SMH has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
NLR
VanEck Vectors Uranium+Nuclear Energy ETF
0.00%4.54%2.02%1.99%2.23%2.43%3.91%4.86%3.62%3.30%2.48%0.69%
SMH
VanEck Vectors Semiconductor ETF
0.00%0.60%2.37%1.02%1.38%6.00%3.75%2.85%1.61%4.28%2.31%3.11%

Drawdowns

NLR vs. SMH - Drawdown Comparison

The maximum NLR drawdown since its inception was -66.96%, smaller than the maximum SMH drawdown of -95.73%. Use the drawdown chart below to compare losses from any high point for NLR and SMH. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-14.39%
-13.71%
NLR
SMH

Volatility

NLR vs. SMH - Volatility Comparison

VanEck Vectors Uranium+Nuclear Energy ETF (NLR) and VanEck Vectors Semiconductor ETF (SMH) have volatilities of 7.94% and 7.83%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%JulyAugustSeptemberOctoberNovemberDecember
7.94%
7.83%
NLR
SMH
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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