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NRSH vs. BNO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NRSH vs. BNO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aztlan North America Nearshoring Stock Selection ETF (NRSH) and United States Brent Oil Fund LP (BNO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NRSH achieves a 47.92% return, which is significantly lower than BNO's 90.47% return.


NRSH

1D
0.51%
1M
13.93%
YTD
47.92%
6M
46.01%
1Y
58.80%
3Y*
5Y*
10Y*

BNO

1D
1.99%
1M
-10.29%
YTD
90.47%
6M
86.00%
1Y
91.89%
3Y*
27.93%
5Y*
24.16%
10Y*
13.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NRSH vs. BNO - Yearly Performance Comparison


2026 (YTD)202520242023
NRSH
Aztlan North America Nearshoring Stock Selection ETF
47.92%12.95%-6.17%8.65%
BNO
United States Brent Oil Fund LP
90.47%-5.44%9.67%-3.94%

Correlation

The correlation between NRSH and BNO is -0.24, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.24

Correlation (All Time)
Calculated using the full available price history since Dec 1, 2023

-0.04

The correlation between NRSH and BNO shifts across timeframes, from -0.24 (1 year) to -0.04 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

NRSH vs. BNO — Risk / Return Rank

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

NRSH
NRSH Risk / Return Rank: 7676
Overall Rank
NRSH Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
NRSH Sortino Ratio Rank: 6868
Sortino Ratio Rank
NRSH Omega Ratio Rank: 6666
Omega Ratio Rank
NRSH Calmar Ratio Rank: 8989
Calmar Ratio Rank
NRSH Martin Ratio Rank: 8383
Martin Ratio Rank

BNO
BNO Risk / Return Rank: 6565
Overall Rank
BNO Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
BNO Sortino Ratio Rank: 5656
Sortino Ratio Rank
BNO Omega Ratio Rank: 6060
Omega Ratio Rank
BNO Calmar Ratio Rank: 8888
Calmar Ratio Rank
BNO Martin Ratio Rank: 5555
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.

NRSH vs. BNO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Aztlan North America Nearshoring Stock Selection ETF (NRSH) and United States Brent Oil Fund LP (BNO). 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.


NRSHBNODifference
Sharpe ratioReturn per unit of total volatility

+0.19

Sortino ratioReturn per unit of downside risk

+0.38

Omega ratioGain probability vs. loss probability

1.40

1.38

+0.02

Calmar ratioReturn relative to maximum drawdown

5.40

5.17

+0.23

Martin ratioReturn relative to average drawdown

16.86

9.76

+7.10

NRSH vs. BNO - Sharpe Ratio Comparison

The current NRSH Sharpe Ratio is 2.42, which is comparable to the BNO Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of NRSH and BNO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


NRSHBNODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.42

2.23

+0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

1.11

0.14

+0.97

Drawdowns

NRSH vs. BNO - Drawdown Comparison

The maximum NRSH drawdown since its inception was -24.01%, smaller than the maximum BNO drawdown of -87.06%. Use the drawdown chart below to compare losses from any high point for NRSH and BNO.


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Drawdown Indicators


NRSHBNODifference

Max Drawdown

Largest peak-to-trough decline

-24.01%

-87.06%

+63.05%

Max Drawdown (1Y)

Largest decline over 1 year

-10.94%

-17.87%

+6.93%

Max Drawdown (3Y)

Largest decline over 3 years

-23.75%

Max Drawdown (5Y)

Largest decline over 5 years

-33.70%

Max Drawdown (10Y)

Largest decline over 10 years

-75.18%

Current Drawdown

Current decline from peak

0.00%

-10.29%

+10.29%

Average Drawdown

Average peak-to-trough decline

-5.62%

-40.17%

+34.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.50%

9.45%

-5.95%

Volatility

NRSH vs. BNO - Volatility Comparison

The current volatility for Aztlan North America Nearshoring Stock Selection ETF (NRSH) is 9.21%, while United States Brent Oil Fund LP (BNO) has a volatility of 14.22%. This indicates that NRSH experiences smaller price fluctuations and is considered to be less risky than BNO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NRSHBNODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.21%

14.22%

-5.01%

Volatility (6M)

Calculated over the trailing 6-month period

20.27%

36.10%

-15.83%

Volatility (1Y)

Calculated over the trailing 1-year period

24.44%

41.46%

-17.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.54%

35.38%

-13.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.54%

36.68%

-15.14%

NRSH vs. BNO - Expense Ratio Comparison

NRSH has a 0.75% expense ratio, which is lower than BNO's 0.90% expense ratio.


Dividends

NRSH vs. BNO - Dividend Comparison

NRSH's dividend yield for the trailing twelve months is around 0.28%, while BNO has not paid dividends to shareholders.


PositionTTM202520242023
BNO
United States Brent Oil Fund LP
0.00%0.00%0.00%0.00%
NRSH
Aztlan North America Nearshoring Stock Selection ETF
0.28%0.42%0.90%0.17%

Frequently Asked Questions


NRSH and BNO have a correlation of -0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BNO has higher volatility (14.22%) compared to NRSH (9.21%). In terms of maximum drawdown, NRSH dropped -24.01% vs BNO's -87.06%.

On 1-year performance, BNO leads with 91.89% vs 58.80% for NRSH. On fees, NRSH is cheaper at 0.75% per year. On volatility, NRSH has been the lower-risk option at 9.21%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, BNO has performed better with a 91.89% return vs 58.80%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

NRSH is cheaper with a 0.75% expense ratio, compared with 0.90% for BNO.

NRSH has the higher dividend yield at 0.28%, compared with 0.00% for BNO.

NRSH is categorized as Large Cap Blend Equities, while BNO is Oil & Gas. NRSH tracks Aztlan North America Nearshoring Price Return Index - Benchmark Price Return, while BNO tracks Front Month Brent Crude Oil. They also come from different issuers: Aztlan and Concierge Technologies. Their fees differ too: 0.75% for NRSH and 0.90% for BNO.

NRSH currently has the higher Sharpe Ratio (2.42 vs 2.23), 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.

Portfolio Optimizer

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