NNE vs. VXUS
NNE (NANO Nuclear Energy Inc.) is a stock, while VXUS (Vanguard Total International Stock ETF) is Global Equities fund tracking the FTSE Global All Cap ex US Index. Over the past year, NNE returned -41.39% vs 27.37% for VXUS. At a 0.37 correlation, their price movements are largely independent.
Performance
NNE vs. VXUS - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, NNE achieves a -3.58% return, which is significantly lower than VXUS's 12.42% return.
NNE
- 1D
- -3.14%
- 1M
- -13.39%
- YTD
- -3.58%
- 6M
- -23.60%
- 1Y
- -41.39%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VXUS
- 1D
- -0.08%
- 1M
- 0.31%
- YTD
- 12.42%
- 6M
- 12.16%
- 1Y
- 27.37%
- 3Y*
- 18.87%
- 5Y*
- 8.23%
- 10Y*
- 10.22%
NNE vs. VXUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
NNE NANO Nuclear Energy Inc. | -3.58% | -3.55% | 591.53% |
VXUS Vanguard Total International Stock ETF | 12.42% | 32.35% | -0.01% |
Correlation
The correlation between NNE and VXUS is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since May 8, 2024 | 0.37 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
NNE vs. VXUS — Risk / Return Rank
NNE
VXUS
NNE vs. VXUS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NANO Nuclear Energy Inc. (NNE) and Vanguard Total International Stock ETF (VXUS). 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.
| NNE | VXUS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.11 | ||
| Sortino ratioReturn per unit of downside risk | -2.43 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.32 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | -0.62 | 2.44 | -3.06 |
| Martin ratioReturn relative to average drawdown | -0.99 | 9.35 | -10.34 |
Loading charts...
Drawdowns
NNE vs. VXUS - Drawdown Comparison
The maximum NNE drawdown since its inception was -77.68%, which is greater than VXUS's maximum drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for NNE and VXUS.
Loading charts...
Drawdown Indicators
| NNE | VXUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.68% | -35.97% | -41.71% |
Max Drawdown (1Y)Largest decline over 1 year | -66.45% | -11.27% | -55.18% |
Max Drawdown (3Y)Largest decline over 3 years | — | -13.58% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.44% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.97% | — |
Current DrawdownCurrent decline from peak | -59.12% | -3.12% | -56.00% |
Average DrawdownAverage peak-to-trough decline | -36.44% | -8.19% | -28.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 42.14% | 2.93% | +39.21% |
Volatility
NNE vs. VXUS - Volatility Comparison
NANO Nuclear Energy Inc. (NNE) has a higher volatility of 33.85% compared to Vanguard Total International Stock ETF (VXUS) at 7.07%. This indicates that NNE's price experiences larger fluctuations and is considered to be riskier than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| NNE | VXUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 33.85% | 7.07% | +26.78% |
Volatility (6M)Calculated over the trailing 6-month period | 69.05% | 14.44% | +54.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 98.28% | 16.34% | +81.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 150.88% | 16.27% | +134.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 150.88% | 17.02% | +133.86% |
Dividends
NNE vs. VXUS - Dividend Comparison
NNE has not paid dividends to shareholders, while VXUS's dividend yield for the trailing twelve months is around 2.59%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NNE NANO Nuclear Energy Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VXUS Vanguard Total International Stock ETF | 2.59% | 3.18% | 3.37% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% |
Frequently Asked Questions
NNE and VXUS have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NNE has higher volatility (33.85%) compared to VXUS (7.07%). In terms of maximum drawdown, NNE dropped -77.68% vs VXUS's -35.97%.
VXUS currently has the higher Sharpe Ratio (1.69 vs -0.43), 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.
Find the right allocation for NNE and VXUS
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer