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NRJL.L vs. NCLP.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NRJL.L vs. NCLP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lyxor MSCI New Energy ESG Filtered (DR) UCITS ETF - Dist (NRJL.L) and WisdomTree Uranium and Nuclear Energy UCITS ETF USD Accumulating (NCLP.L). The values are adjusted to include any dividend payments, if applicable.

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NRJL.L vs. NCLP.L - Yearly Performance Comparison


Different Trading Currencies

NRJL.L is traded in GBP, while NCLP.L is traded in GBp. To make them comparable, the NCLP.L 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 18.52% return, which is significantly lower than NCLP.L's 23.58% return.


NRJL.L

1D
3.32%
1M
-2.64%
YTD
18.52%
6M
119.89%
1Y
191.91%
3Y*
22.86%
5Y*
26.22%
10Y*

NCLP.L

1D
6.16%
1M
-10.37%
YTD
23.58%
6M
19.08%
1Y
153.01%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NRJL.L vs. NCLP.L - Expense Ratio Comparison

NRJL.L has a 0.60% expense ratio, which is higher than NCLP.L's 0.45% expense ratio.


Return for Risk

NRJL.L vs. NCLP.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NRJL.L
NRJL.L Risk / Return Rank: 9898
Overall Rank
NRJL.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
NRJL.L Sortino Ratio Rank: 9999
Sortino Ratio Rank
NRJL.L Omega Ratio Rank: 9999
Omega Ratio Rank
NRJL.L Calmar Ratio Rank: 9999
Calmar Ratio Rank
NRJL.L Martin Ratio Rank: 9999
Martin Ratio Rank

NCLP.L
NCLP.L Risk / Return Rank: 9696
Overall Rank
NCLP.L Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
NCLP.L Sortino Ratio Rank: 9797
Sortino Ratio Rank
NCLP.L Omega Ratio Rank: 9494
Omega Ratio Rank
NCLP.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
NCLP.L Martin Ratio Rank: 9595
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.

NRJL.L vs. NCLP.L - 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 WisdomTree Uranium and Nuclear Energy UCITS ETF USD Accumulating (NCLP.L). 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.


NRJL.LNCLP.LDifference

Sharpe ratio

Return per unit of total volatility

2.66

3.27

-0.62

Sortino ratio

Return per unit of downside risk

9.62

3.57

+6.05

Omega ratio

Gain probability vs. loss probability

2.40

1.45

+0.95

Calmar ratio

Return relative to maximum drawdown

22.34

5.74

+16.60

Martin ratio

Return relative to average drawdown

77.72

16.52

+61.20

NRJL.L vs. NCLP.L - Sharpe Ratio Comparison

The current NRJL.L Sharpe Ratio is 2.66, which is comparable to the NCLP.L Sharpe Ratio of 3.27. The chart below compares the historical Sharpe Ratios of NRJL.L and NCLP.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


NRJL.LNCLP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.66

3.27

-0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

2.80

-2.19

Correlation

The correlation between NRJL.L and NCLP.L is 0.61, 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.


Dividends

NRJL.L vs. NCLP.L - Dividend Comparison

NRJL.L's dividend yield for the trailing twelve months is around 35.50%, while NCLP.L has not paid dividends to shareholders.


TTM20252024202320222021
NRJL.L
Lyxor MSCI New Energy ESG Filtered (DR) UCITS ETF - Dist
35.50%42.07%0.73%0.77%23.99%31.56%
NCLP.L
WisdomTree Uranium and Nuclear Energy UCITS ETF USD Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

NRJL.L vs. NCLP.L - Drawdown Comparison

The maximum NRJL.L drawdown since its inception was -51.06%, which is greater than NCLP.L's maximum drawdown of -26.96%. Use the drawdown chart below to compare losses from any high point for NRJL.L and NCLP.L.


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Drawdown Indicators


NRJL.LNCLP.LDifference

Max Drawdown

Largest peak-to-trough decline

-51.06%

-26.96%

-24.10%

Max Drawdown (1Y)

Largest decline over 1 year

-9.66%

-26.96%

+17.30%

Max Drawdown (5Y)

Largest decline over 5 years

-51.06%

Current Drawdown

Current decline from peak

-3.97%

-10.37%

+6.40%

Average Drawdown

Average peak-to-trough decline

-22.78%

-7.10%

-15.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.45%

9.37%

-6.92%

Volatility

NRJL.L vs. NCLP.L - Volatility Comparison

The current volatility for Lyxor MSCI New Energy ESG Filtered (DR) UCITS ETF - Dist (NRJL.L) is 7.46%, while WisdomTree Uranium and Nuclear Energy UCITS ETF USD Accumulating (NCLP.L) has a volatility of 13.50%. This indicates that NRJL.L experiences smaller price fluctuations and is considered to be less risky than NCLP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NRJL.LNCLP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.46%

13.50%

-6.04%

Volatility (6M)

Calculated over the trailing 6-month period

54.75%

36.32%

+18.43%

Volatility (1Y)

Calculated over the trailing 1-year period

71.73%

46.47%

+25.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.49%

46.10%

-0.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.32%

46.10%

-1.78%