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NUGO vs. SEIM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NUGO and SEIM is 0.87, 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.


-0.50.00.51.00.9

Performance

NUGO vs. SEIM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Growth Opportunities ETF (NUGO) and SEI Enhanced US Large Cap Momentum Factor ETF (SEIM). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
11.62%
19.59%
NUGO
SEIM

Key characteristics

Sharpe Ratio

NUGO:

1.35

SEIM:

2.17

Sortino Ratio

NUGO:

1.86

SEIM:

2.87

Omega Ratio

NUGO:

1.25

SEIM:

1.38

Calmar Ratio

NUGO:

1.84

SEIM:

3.86

Martin Ratio

NUGO:

6.89

SEIM:

12.67

Ulcer Index

NUGO:

4.01%

SEIM:

2.84%

Daily Std Dev

NUGO:

20.55%

SEIM:

16.65%

Max Drawdown

NUGO:

-38.01%

SEIM:

-14.14%

Current Drawdown

NUGO:

-1.25%

SEIM:

-0.90%

Returns By Period

In the year-to-date period, NUGO achieves a 3.49% return, which is significantly lower than SEIM's 5.78% return.


NUGO

YTD

3.49%

1M

2.02%

6M

11.63%

1Y

26.76%

5Y*

N/A

10Y*

N/A

SEIM

YTD

5.78%

1M

2.00%

6M

19.59%

1Y

35.18%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


NUGO vs. SEIM - Expense Ratio Comparison

NUGO has a 0.56% expense ratio, which is higher than SEIM's 0.15% expense ratio.


NUGO
Nuveen Growth Opportunities ETF
Expense ratio chart for NUGO: current value at 0.56% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.56%
Expense ratio chart for SEIM: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

NUGO vs. SEIM — Risk-Adjusted Performance Rank

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

NUGO
The Risk-Adjusted Performance Rank of NUGO is 5454
Overall Rank
The Sharpe Ratio Rank of NUGO is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of NUGO is 4949
Sortino Ratio Rank
The Omega Ratio Rank of NUGO is 5252
Omega Ratio Rank
The Calmar Ratio Rank of NUGO is 5959
Calmar Ratio Rank
The Martin Ratio Rank of NUGO is 5959
Martin Ratio Rank

SEIM
The Risk-Adjusted Performance Rank of SEIM is 8484
Overall Rank
The Sharpe Ratio Rank of SEIM is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of SEIM is 8282
Sortino Ratio Rank
The Omega Ratio Rank of SEIM is 8181
Omega Ratio Rank
The Calmar Ratio Rank of SEIM is 9090
Calmar Ratio Rank
The Martin Ratio Rank of SEIM is 8383
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NUGO vs. SEIM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Growth Opportunities ETF (NUGO) and SEI Enhanced US Large Cap Momentum Factor ETF (SEIM). 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.


Sharpe ratio
The chart of Sharpe ratio for NUGO, currently valued at 1.35, compared to the broader market0.002.004.001.352.17
The chart of Sortino ratio for NUGO, currently valued at 1.86, compared to the broader market-2.000.002.004.006.008.0010.0012.001.862.87
The chart of Omega ratio for NUGO, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.001.251.38
The chart of Calmar ratio for NUGO, currently valued at 1.84, compared to the broader market0.005.0010.0015.0020.001.843.86
The chart of Martin ratio for NUGO, currently valued at 6.89, compared to the broader market0.0020.0040.0060.0080.00100.006.8912.67
NUGO
SEIM

The current NUGO Sharpe Ratio is 1.35, which is lower than the SEIM Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of NUGO and SEIM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.35
2.17
NUGO
SEIM

Dividends

NUGO vs. SEIM - Dividend Comparison

NUGO has not paid dividends to shareholders, while SEIM's dividend yield for the trailing twelve months is around 0.45%.


TTM2024202320222021
NUGO
Nuveen Growth Opportunities ETF
0.00%0.00%0.19%0.26%0.00%
SEIM
SEI Enhanced US Large Cap Momentum Factor ETF
0.45%0.48%0.89%1.01%0.00%

Drawdowns

NUGO vs. SEIM - Drawdown Comparison

The maximum NUGO drawdown since its inception was -38.01%, which is greater than SEIM's maximum drawdown of -14.14%. Use the drawdown chart below to compare losses from any high point for NUGO and SEIM. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.25%
-0.90%
NUGO
SEIM

Volatility

NUGO vs. SEIM - Volatility Comparison

Nuveen Growth Opportunities ETF (NUGO) and SEI Enhanced US Large Cap Momentum Factor ETF (SEIM) have volatilities of 5.80% and 5.69%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
5.80%
5.69%
NUGO
SEIM
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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