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NUCG.L vs. BNS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NUCG.L vs. BNS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Uranium and Nuclear Technologies UCITS ETF (NUCG.L) and The Bank of Nova Scotia (BNS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NUCG.L achieves a 2.96% return, which is significantly lower than BNS's 16.52% return.


NUCG.L

1D
3.48%
1M
-8.61%
YTD
2.96%
6M
-1.20%
1Y
28.70%
3Y*
36.37%
5Y*
10Y*

BNS

1D
1.57%
1M
8.61%
YTD
16.52%
6M
17.99%
1Y
62.38%
3Y*
27.10%
5Y*
11.56%
10Y*
11.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NUCG.L vs. BNS - Yearly Performance Comparison


2026 (YTD)202520242023
NUCG.L
VanEck Uranium and Nuclear Technologies UCITS ETF
2.96%56.10%31.89%0.05%
BNS
The Bank of Nova Scotia
16.52%45.11%17.55%-5.07%

Correlation

The correlation between NUCG.L and BNS is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.32

Correlation (3Y)
Calculated over the trailing 3-year period

0.25

Correlation (All Time)
Calculated using the full available price history since Feb 3, 2023

0.27

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Return for Risk

NUCG.L vs. BNS — Risk / Return Rank

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

NUCG.L
NUCG.L Risk / Return Rank: 2323
Overall Rank
NUCG.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
NUCG.L Sortino Ratio Rank: 2525
Sortino Ratio Rank
NUCG.L Omega Ratio Rank: 2323
Omega Ratio Rank
NUCG.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
NUCG.L Martin Ratio Rank: 2121
Martin Ratio Rank

BNS
BNS Risk / Return Rank: 9696
Overall Rank
BNS Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
BNS Sortino Ratio Rank: 9898
Sortino Ratio Rank
BNS Omega Ratio Rank: 9797
Omega Ratio Rank
BNS Calmar Ratio Rank: 9292
Calmar Ratio Rank
BNS 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.

NUCG.L vs. BNS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Uranium and Nuclear Technologies UCITS ETF (NUCG.L) and The Bank of Nova Scotia (BNS). 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.


NUCG.LBNSDifference
Sharpe ratioReturn per unit of total volatility

-3.04

Sortino ratioReturn per unit of downside risk

-4.00

Omega ratioGain probability vs. loss probability

1.14

1.68

-0.54

Calmar ratioReturn relative to maximum drawdown

1.04

4.69

-3.66

Martin ratioReturn relative to average drawdown

2.28

18.38

-16.10

NUCG.L vs. BNS - Sharpe Ratio Comparison

The current NUCG.L Sharpe Ratio is 0.69, which is lower than the BNS Sharpe Ratio of 3.73. The chart below compares the historical Sharpe Ratios of NUCG.L and BNS, 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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Drawdowns

NUCG.L vs. BNS - Drawdown Comparison

The maximum NUCG.L drawdown since its inception was -35.35%, smaller than the maximum BNS drawdown of -63.65%. Use the drawdown chart below to compare losses from any high point for NUCG.L and BNS.


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Drawdown Indicators


NUCG.LBNSDifference

Max Drawdown

Largest peak-to-trough decline

-35.35%

-63.65%

+28.30%

Max Drawdown (1Y)

Largest decline over 1 year

-26.65%

-13.36%

-13.29%

Max Drawdown (3Y)

Largest decline over 3 years

-35.35%

-19.51%

-15.84%

Max Drawdown (5Y)

Largest decline over 5 years

-39.12%

Max Drawdown (10Y)

Largest decline over 10 years

-46.29%

Current Drawdown

Current decline from peak

-21.00%

0.00%

-21.00%

Average Drawdown

Average peak-to-trough decline

-10.55%

-11.01%

+0.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.10%

3.40%

+8.70%

Volatility

NUCG.L vs. BNS - Volatility Comparison

VanEck Uranium and Nuclear Technologies UCITS ETF (NUCG.L) has a higher volatility of 12.56% compared to The Bank of Nova Scotia (BNS) at 4.91%. This indicates that NUCG.L's price experiences larger fluctuations and is considered to be riskier than BNS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NUCG.LBNSDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.56%

4.91%

+7.65%

Volatility (6M)

Calculated over the trailing 6-month period

28.37%

12.97%

+15.40%

Volatility (1Y)

Calculated over the trailing 1-year period

39.94%

16.80%

+23.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.38%

19.57%

+14.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.38%

21.92%

+12.46%

Dividends

NUCG.L vs. BNS - Dividend Comparison

NUCG.L has not paid dividends to shareholders, while BNS's dividend yield for the trailing twelve months is around 3.79%.


PositionTTM20252024202320222021202020192018201720162015
BNS
The Bank of Nova Scotia
3.79%4.17%5.85%8.56%6.39%5.09%4.93%3.53%6.34%4.80%5.24%8.13%
NUCG.L
VanEck Uranium and Nuclear Technologies UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


NUCG.L and BNS have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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