NRJL.L vs. HYMC
NRJL.L (Lyxor MSCI New Energy ESG Filtered (DR) UCITS ETF - Dist) is Energy Equities fund tracking the S&P Global Clean Energy TR USD, while HYMC (Hycroft Mining Holding Corporation) is a stock. Over the past 5 years, NRJL.L returned 2.89%/yr vs -3.46%/yr for HYMC. At a 0.14 correlation, their price movements are largely independent.
Performance
NRJL.L vs. HYMC - Performance Comparison
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Different Trading Currencies
NRJL.L is traded in GBP, while HYMC is traded in USD. To make them comparable, the HYMC values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, NRJL.L achieves a 38.38% return, which is significantly higher than HYMC's 0.17% return.
NRJL.L
- 1D
- 2.18%
- 1M
- -0.27%
- YTD
- 38.38%
- 6M
- 37.58%
- 1Y
- 79.01%
- 3Y*
- 11.14%
- 5Y*
- 2.89%
- 10Y*
- 9.77%
HYMC
- 1D
- 0.20%
- 1M
- -28.05%
- YTD
- 0.17%
- 6M
- 1.37%
- 1Y
- 675.14%
- 3Y*
- 96.61%
- 5Y*
- -3.46%
- 10Y*
- —
NRJL.L vs. HYMC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
NRJL.L Lyxor MSCI New Energy ESG Filtered (DR) UCITS ETF - Dist | 38.38% | 35.47% | -11.56% | -22.87% | -8.74% | -5.40% | 33.09% | 47.31% | -6.25% |
HYMC Hycroft Mining Holding Corporation | 0.17% | 898.94% | -8.22% | -56.26% | -2.99% | -92.11% | -26.26% | 0.15% | 13.17% |
Correlation
The correlation between NRJL.L and HYMC is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Mar 12, 2018 | 0.14 |
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Return for Risk
NRJL.L vs. HYMC — Risk / Return Rank
NRJL.L
HYMC
NRJL.L vs. HYMC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor MSCI New Energy ESG Filtered (DR) UCITS ETF - Dist (NRJL.L) and Hycroft Mining Holding Corporation (HYMC). 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.
| NRJL.L | HYMC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.10 | ||
| Sortino ratioReturn per unit of downside risk | +0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.61 | 1.51 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 7.92 | 11.29 | -3.37 |
| Martin ratioReturn relative to average drawdown | 28.54 | 27.61 | +0.93 |
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Drawdowns
NRJL.L vs. HYMC - Drawdown Comparison
The maximum NRJL.L drawdown since its inception was -54.56%, smaller than the maximum HYMC drawdown of -98.83%. Use the drawdown chart below to compare losses from any high point for NRJL.L and HYMC.
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Drawdown Indicators
| NRJL.L | HYMC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.56% | -98.83% | +44.27% |
Max Drawdown (1Y)Largest decline over 1 year | -9.93% | -60.37% | +50.44% |
Max Drawdown (3Y)Largest decline over 3 years | -39.16% | -62.15% | +22.99% |
Max Drawdown (5Y)Largest decline over 5 years | -54.10% | -93.24% | +39.14% |
Max Drawdown (10Y)Largest decline over 10 years | -54.56% | — | — |
Current DrawdownCurrent decline from peak | -3.27% | -85.32% | +82.05% |
Average DrawdownAverage peak-to-trough decline | -23.11% | -64.18% | +41.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.76% | 24.63% | -21.87% |
Volatility
NRJL.L vs. HYMC - Volatility Comparison
The current volatility for Lyxor MSCI New Energy ESG Filtered (DR) UCITS ETF - Dist (NRJL.L) is 9.59%, while Hycroft Mining Holding Corporation (HYMC) has a volatility of 26.03%. This indicates that NRJL.L experiences smaller price fluctuations and is considered to be less risky than HYMC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NRJL.L | HYMC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.59% | 26.03% | -16.44% |
Volatility (6M)Calculated over the trailing 6-month period | 17.37% | 84.29% | -66.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.06% | 116.89% | -95.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.92% | 152.26% | -130.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.32% | 122.43% | -101.11% |
Dividends
NRJL.L vs. HYMC - Dividend Comparison
NRJL.L's dividend yield for the trailing twelve months is around 0.30%, while HYMC has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
HYMC Hycroft Mining Holding Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NRJL.L Lyxor MSCI New Energy ESG Filtered (DR) UCITS ETF - Dist | 0.30% | 0.42% | 0.73% | 0.77% | 0.24% | 0.32% | 0.70% | 1.02% | 0.59% | 0.79% |
Frequently Asked Questions
NRJL.L and HYMC have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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