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

Performance

NUCG.L vs. URNP.L - 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 HANetf Sprott Uranium Miners UCITS ETF Acc (URNP.L). The values are adjusted to include any dividend payments, if applicable.

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NUCG.L vs. URNP.L - Yearly Performance Comparison


2026 (YTD)202520242023
NUCG.L
VanEck Uranium and Nuclear Technologies UCITS ETF
9.19%56.08%31.87%19.75%
URNP.L
HANetf Sprott Uranium Miners UCITS ETF Acc
19.82%43.05%-13.51%38.60%
Different Trading Currencies

NUCG.L is traded in USD, while URNP.L is traded in GBp. To make them comparable, the URNP.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, NUCG.L achieves a 9.19% return, which is significantly lower than URNP.L's 19.82% return.


NUCG.L

1D
-1.87%
1M
-6.72%
YTD
9.19%
6M
-0.73%
1Y
104.36%
3Y*
43.72%
5Y*
10Y*

URNP.L

1D
-2.73%
1M
-7.25%
YTD
19.82%
6M
14.35%
1Y
111.95%
3Y*
32.59%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NUCG.L vs. URNP.L - Expense Ratio Comparison

NUCG.L has a 0.55% expense ratio, which is lower than URNP.L's 0.85% expense ratio.


Return for Risk

NUCG.L vs. URNP.L — 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: 9191
Overall Rank
NUCG.L Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
NUCG.L Sortino Ratio Rank: 9595
Sortino Ratio Rank
NUCG.L Omega Ratio Rank: 8888
Omega Ratio Rank
NUCG.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
NUCG.L Martin Ratio Rank: 8484
Martin Ratio Rank

URNP.L
URNP.L Risk / Return Rank: 9191
Overall Rank
URNP.L Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
URNP.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
URNP.L Omega Ratio Rank: 8686
Omega Ratio Rank
URNP.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
URNP.L Martin Ratio Rank: 8989
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. URNP.L - 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 HANetf Sprott Uranium Miners UCITS ETF Acc (URNP.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.


NUCG.LURNP.LDifference

Sharpe ratio

Return per unit of total volatility

2.52

2.34

+0.18

Sortino ratio

Return per unit of downside risk

3.15

2.82

+0.34

Omega ratio

Gain probability vs. loss probability

1.38

1.36

+0.01

Calmar ratio

Return relative to maximum drawdown

4.29

4.70

-0.41

Martin ratio

Return relative to average drawdown

11.05

11.76

-0.71

NUCG.L vs. URNP.L - Sharpe Ratio Comparison

The current NUCG.L Sharpe Ratio is 2.52, which is comparable to the URNP.L Sharpe Ratio of 2.34. The chart below compares the historical Sharpe Ratios of NUCG.L and URNP.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


NUCG.LURNP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.52

2.34

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

1.00

0.50

+0.51

Correlation

The correlation between NUCG.L and URNP.L is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

NUCG.L vs. URNP.L - Dividend Comparison

Neither NUCG.L nor URNP.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

NUCG.L vs. URNP.L - Drawdown Comparison

The maximum NUCG.L drawdown since its inception was -35.36%, smaller than the maximum URNP.L drawdown of -50.97%. Use the drawdown chart below to compare losses from any high point for NUCG.L and URNP.L.


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Drawdown Indicators


NUCG.LURNP.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.36%

-51.01%

+15.65%

Max Drawdown (1Y)

Largest decline over 1 year

-26.65%

-23.65%

-3.00%

Current Drawdown

Current decline from peak

-16.23%

-15.54%

-0.69%

Average Drawdown

Average peak-to-trough decline

-9.00%

-17.93%

+8.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.35%

9.26%

+1.09%

Volatility

NUCG.L vs. URNP.L - Volatility Comparison

The current volatility for VanEck Uranium and Nuclear Technologies UCITS ETF (NUCG.L) is 11.82%, while HANetf Sprott Uranium Miners UCITS ETF Acc (URNP.L) has a volatility of 14.29%. This indicates that NUCG.L experiences smaller price fluctuations and is considered to be less risky than URNP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NUCG.LURNP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.82%

14.29%

-2.47%

Volatility (6M)

Calculated over the trailing 6-month period

30.67%

37.57%

-6.90%

Volatility (1Y)

Calculated over the trailing 1-year period

41.20%

47.64%

-6.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.82%

41.33%

-4.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.82%

41.33%

-4.51%