NLR vs. USD=X
NLR (VanEck Uranium and Nuclear ETF) is Alternative Energy Equities fund tracking the MVIS Global Uranium & Nuclear Energy Index, while USD=X (USD Cash) is a currency. Over the past 10 years, NLR returned 12.72%/yr vs 0.00%/yr for USD=X.
Performance
NLR vs. USD=X - Performance Comparison
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Returns By Period
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%
USD=X
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 0.00%
- 3Y*
- 0.00%
- 5Y*
- 0.00%
- 10Y*
- 0.00%
NLR vs. USD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NLR VanEck Uranium and Nuclear ETF | -0.79% | 56.50% | 14.26% | 36.67% | 2.29% | 13.63% | 3.49% | 0.20% | 4.94% | 8.25% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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Return for Risk
NLR vs. USD=X — Risk / Return Rank
NLR
USD=X
NLR vs. USD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck Uranium and Nuclear ETF (NLR) and USD Cash (USD=X). 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.
| NLR | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.13 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.04 | — | — |
| Martin ratioReturn relative to average drawdown | 2.08 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NLR | USD=X | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.63 | — | — |
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 | — | — |
Drawdowns
NLR vs. USD=X - Drawdown Comparison
The maximum NLR drawdown since its inception was -65.05%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for NLR and USD=X.
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Drawdown Indicators
| NLR | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.05% | 0.00% | -65.05% |
Max Drawdown (1Y)Largest decline over 1 year | -25.80% | 0.00% | -25.80% |
Max Drawdown (3Y)Largest decline over 3 years | -30.48% | 0.00% | -30.48% |
Max Drawdown (5Y)Largest decline over 5 years | -30.48% | 0.00% | -30.48% |
Max Drawdown (10Y)Largest decline over 10 years | -34.35% | 0.00% | -34.35% |
Current DrawdownCurrent decline from peak | -25.03% | 0.00% | -25.03% |
Average DrawdownAverage peak-to-trough decline | -35.71% | 0.00% | -35.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.87% | 0.00% | +12.87% |
Volatility
NLR vs. USD=X - Volatility Comparison
VanEck Uranium and Nuclear ETF (NLR) has a higher volatility of 13.36% compared to USD Cash (USD=X) at 0.00%. This indicates that NLR's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NLR | USD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.36% | 0.00% | +13.36% |
Volatility (6M)Calculated over the trailing 6-month period | 33.24% | 0.00% | +33.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.96% | 0.00% | +42.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.43% | 0.00% | +29.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.14% | 0.00% | +24.14% |
Frequently Asked Questions
NLR has higher volatility (13.36%) compared to USD=X (0.00%). In terms of maximum drawdown, NLR dropped -65.05% vs USD=X's 0.00%.
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