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

Correlation

The correlation between NLR and VDE is 0.53, 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. VDE - Performance Comparison

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

20.00%40.00%60.00%80.00%100.00%120.00%JulyAugustSeptemberOctoberNovemberDecember
32.83%
98.87%
NLR
VDE

Key characteristics

Sharpe Ratio

NLR:

0.69

VDE:

0.17

Sortino Ratio

NLR:

1.17

VDE:

0.35

Omega Ratio

NLR:

1.14

VDE:

1.04

Calmar Ratio

NLR:

0.88

VDE:

0.22

Martin Ratio

NLR:

2.24

VDE:

0.51

Ulcer Index

NLR:

8.45%

VDE:

5.92%

Daily Std Dev

NLR:

27.55%

VDE:

18.08%

Max Drawdown

NLR:

-66.96%

VDE:

-74.16%

Current Drawdown

NLR:

-14.39%

VDE:

-13.23%

Returns By Period

In the year-to-date period, NLR achieves a 15.39% return, which is significantly higher than VDE's 3.61% return. Over the past 10 years, NLR has outperformed VDE with an annualized return of 8.18%, while VDE has yielded a comparatively lower 4.00% annualized return.


NLR

YTD

15.39%

1M

-10.44%

6M

1.27%

1Y

16.12%

5Y*

13.67%

10Y*

8.18%

VDE

YTD

3.61%

1M

-12.80%

6M

-3.74%

1Y

2.18%

5Y*

12.03%

10Y*

4.00%

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. VDE - Expense Ratio Comparison

NLR has a 0.60% expense ratio, which is higher than VDE's 0.10% 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 VDE: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

NLR vs. VDE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Uranium+Nuclear Energy ETF (NLR) and Vanguard Energy ETF (VDE). 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 market0.002.004.000.690.17
The chart of Sortino ratio for NLR, currently valued at 1.17, compared to the broader market-2.000.002.004.006.008.0010.001.170.35
The chart of Omega ratio for NLR, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.001.141.04
The chart of Calmar ratio for NLR, currently valued at 0.88, compared to the broader market0.005.0010.0015.000.880.22
The chart of Martin ratio for NLR, currently valued at 2.24, compared to the broader market0.0020.0040.0060.0080.00100.002.240.51
NLR
VDE

The current NLR Sharpe Ratio is 0.69, which is higher than the VDE Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of NLR and VDE, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.69
0.17
NLR
VDE

Dividends

NLR vs. VDE - Dividend Comparison

NLR has not paid dividends to shareholders, while VDE's dividend yield for the trailing twelve months is around 3.33%.


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%
VDE
Vanguard Energy ETF
3.33%3.34%3.65%4.13%4.76%3.59%3.35%2.90%2.31%3.17%1.98%1.74%

Drawdowns

NLR vs. VDE - Drawdown Comparison

The maximum NLR drawdown since its inception was -66.96%, smaller than the maximum VDE drawdown of -74.16%. Use the drawdown chart below to compare losses from any high point for NLR and VDE. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-14.39%
-13.23%
NLR
VDE

Volatility

NLR vs. VDE - Volatility Comparison

VanEck Vectors Uranium+Nuclear Energy ETF (NLR) has a higher volatility of 7.94% compared to Vanguard Energy ETF (VDE) at 5.03%. This indicates that NLR's price experiences larger fluctuations and is considered to be riskier than VDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
7.94%
5.03%
NLR
VDE
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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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