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NLR vs. SOXX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NLR vs. SOXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Uranium and Nuclear ETF (NLR) and iShares Semiconductor ETF (SOXX). 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 -1.81% return, which is significantly lower than SOXX's 98.11% return. Over the past 10 years, NLR has underperformed SOXX with an annualized return of 12.80%, while SOXX has yielded a comparatively higher 35.55% annualized return.


NLR

1D
0.84%
1M
-5.96%
YTD
-1.81%
6M
-3.70%
1Y
19.00%
3Y*
29.88%
5Y*
19.78%
10Y*
12.80%

SOXX

1D
1.59%
1M
17.25%
YTD
98.11%
6M
99.51%
1Y
171.57%
3Y*
53.00%
5Y*
33.69%
10Y*
35.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NLR vs. SOXX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NLR
VanEck Uranium and Nuclear ETF
-1.81%56.50%14.26%36.67%2.29%13.63%3.49%0.20%4.94%8.25%
SOXX
iShares Semiconductor ETF
98.11%40.74%12.92%67.12%-35.09%44.09%52.72%62.42%-6.49%39.79%

Correlation

The correlation between NLR and SOXX is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.49

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

0.46

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

0.47

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

0.41

Correlation (All Time)
Calculated using the full available price history since Aug 15, 2007

0.48

NLR vs. SOXX - Sectors Allocation Comparison


Sectors
NLR
SOXX

Energy

45.3%

-

Utilities

38.1%

-

Industrials

15.1%

-

Technology

1.6%
100.0%

Basic Materials

-

-

Communication Services

-

-

Consumer Cyclical

-

-

Consumer Defensive

-

-

Financial Services

-

-

Healthcare

-

-

Real Estate

-

-

Energy

NLR
45.3%
SOXX

-

Utilities

NLR
38.1%
SOXX

-

Industrials

NLR
15.1%
SOXX

-

Technology

NLR
1.6%
SOXX
100.0%

Basic Materials

NLR

-

SOXX

-

Communication Services

NLR

-

SOXX

-

Consumer Cyclical

NLR

-

SOXX

-

Consumer Defensive

NLR

-

SOXX

-

Financial Services

NLR

-

SOXX

-

Healthcare

NLR

-

SOXX

-

Real Estate

NLR

-

SOXX

-

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Return for Risk

NLR vs. SOXX — 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

SOXX
SOXX Risk / Return Rank: 9696
Overall Rank
SOXX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
SOXX Sortino Ratio Rank: 9494
Sortino Ratio Rank
SOXX Omega Ratio Rank: 9494
Omega Ratio Rank
SOXX Calmar Ratio Rank: 9797
Calmar Ratio Rank
SOXX Martin Ratio Rank: 9797
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. SOXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Uranium and Nuclear ETF (NLR) and iShares Semiconductor ETF (SOXX). 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.


NLRSOXXDifference
Sharpe ratioReturn per unit of total volatility

-3.99

Sortino ratioReturn per unit of downside risk

-3.47

Omega ratioGain probability vs. loss probability

1.10

1.62

-0.52

Calmar ratioReturn relative to maximum drawdown

0.63

10.50

-9.87

Martin ratioReturn relative to average drawdown

1.41

38.20

-36.79

NLR vs. SOXX - Sharpe Ratio Comparison

The current NLR Sharpe Ratio is 0.44, which is lower than the SOXX Sharpe Ratio of 4.43. The chart below compares the historical Sharpe Ratios of NLR and SOXX, 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. SOXX - Drawdown Comparison

The maximum NLR drawdown since its inception was -65.05%, smaller than the maximum SOXX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for NLR and SOXX.


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Drawdown Indicators


NLRSOXXDifference

Max Drawdown

Largest peak-to-trough decline

-65.05%

-70.21%

+5.16%

Max Drawdown (1Y)

Largest decline over 1 year

-29.72%

-15.77%

-13.95%

Max Drawdown (3Y)

Largest decline over 3 years

-30.48%

-41.36%

+10.88%

Max Drawdown (5Y)

Largest decline over 5 years

-30.48%

-45.75%

+15.27%

Max Drawdown (10Y)

Largest decline over 10 years

-34.35%

-45.75%

+11.40%

Current Drawdown

Current decline from peak

-25.81%

-3.16%

-22.65%

Average Drawdown

Average peak-to-trough decline

-35.70%

-19.95%

-15.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.33%

4.33%

+9.00%

Volatility

NLR vs. SOXX - Volatility Comparison

The current volatility for VanEck Uranium and Nuclear ETF (NLR) is 13.73%, while iShares Semiconductor ETF (SOXX) has a volatility of 19.42%. This indicates that NLR experiences smaller price fluctuations and is considered to be less risky than SOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NLRSOXXDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.73%

19.42%

-5.69%

Volatility (6M)

Calculated over the trailing 6-month period

33.75%

31.46%

+2.29%

Volatility (1Y)

Calculated over the trailing 1-year period

42.85%

37.35%

+5.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.56%

36.73%

-7.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.22%

33.77%

-9.55%

NLR vs. SOXX - Expense Ratio Comparison

NLR has a 0.56% expense ratio, which is higher than SOXX's 0.34% expense ratio.


Dividends

NLR vs. SOXX - Dividend Comparison

NLR's dividend yield for the trailing twelve months is around 2.60%, more than SOXX's 0.28% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
SOXX
iShares Semiconductor ETF
0.28%0.57%0.67%0.78%1.26%0.64%0.81%1.23%1.37%0.90%1.08%1.29%

Frequently Asked Questions


NLR and SOXX have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SOXX has higher volatility (19.42%) compared to NLR (13.73%). In terms of maximum drawdown, NLR dropped -65.05% vs SOXX's -70.21%.

On 10-year performance, SOXX leads with 35.55% vs 12.80% for NLR. On fees, SOXX is cheaper at 0.34% per year. On volatility, NLR has been the lower-risk option at 13.73%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SOXX has performed better with a 35.55% return vs 12.80%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SOXX is cheaper with a 0.34% expense ratio, compared with 0.56% for NLR.

NLR has the higher dividend yield at 2.60%, compared with 0.28% for SOXX.

NLR is categorized as Uranium, while SOXX is Semiconductors. NLR tracks MVIS Global Uranium & Nuclear Energy Index, while SOXX tracks NYSE Semiconductor Index. They also come from different issuers: VanEck and iShares. Their fees differ too: 0.56% for NLR and 0.34% for SOXX.

SOXX currently has the higher Sharpe Ratio (4.43 vs 0.44), 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 SOXX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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