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NUKZ vs. UI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NUKZ vs. UI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Range Nuclear Renaissance ETF (NUKZ) and Ubiquiti Inc. (UI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NUKZ achieves a 7.57% return, which is significantly higher than UI's 6.65% return.


NUKZ

1D
1.59%
1M
-5.07%
YTD
7.57%
6M
4.81%
1Y
27.91%
3Y*
5Y*
10Y*

UI

1D
1.20%
1M
-11.32%
YTD
6.65%
6M
5.14%
1Y
48.81%
3Y*
49.97%
5Y*
14.06%
10Y*
31.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NUKZ vs. UI - Yearly Performance Comparison


2026 (YTD)20252024
NUKZ
Range Nuclear Renaissance ETF
7.57%56.57%60.11%
UI
Ubiquiti Inc.
6.65%67.72%158.15%

Correlation

The correlation between NUKZ and UI is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.58

Correlation (All Time)
Calculated using the full available price history since Jan 24, 2024

0.49

The correlation between NUKZ and UI has been stable across timeframes, ranging from 0.49 to 0.58 - a consistent structural relationship.

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Return for Risk

NUKZ vs. UI — Risk / Return Rank

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

NUKZ
NUKZ Risk / Return Rank: 3131
Overall Rank
NUKZ Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
NUKZ Sortino Ratio Rank: 3030
Sortino Ratio Rank
NUKZ Omega Ratio Rank: 2727
Omega Ratio Rank
NUKZ Calmar Ratio Rank: 3939
Calmar Ratio Rank
NUKZ Martin Ratio Rank: 3232
Martin Ratio Rank

UI
UI Risk / Return Rank: 6767
Overall Rank
UI Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
UI Sortino Ratio Rank: 6767
Sortino Ratio Rank
UI Omega Ratio Rank: 6969
Omega Ratio Rank
UI Calmar Ratio Rank: 6464
Calmar Ratio Rank
UI Martin Ratio Rank: 6565
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.

NUKZ vs. UI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Range Nuclear Renaissance ETF (NUKZ) and Ubiquiti Inc. (UI). 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.


NUKZUIDifference
Sharpe ratioReturn per unit of total volatility

+0.13

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

1.17

1.20

-0.04

Calmar ratioReturn relative to maximum drawdown

1.70

1.01

+0.69

Martin ratioReturn relative to average drawdown

4.11

2.43

+1.68

NUKZ vs. UI - Sharpe Ratio Comparison

The current NUKZ Sharpe Ratio is 0.92, which is comparable to the UI Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of NUKZ and UI, 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

NUKZ vs. UI - Drawdown Comparison

The maximum NUKZ drawdown since its inception was -33.03%, smaller than the maximum UI drawdown of -77.49%. Use the drawdown chart below to compare losses from any high point for NUKZ and UI.


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Drawdown Indicators


NUKZUIDifference

Max Drawdown

Largest peak-to-trough decline

-33.03%

-77.49%

+44.46%

Max Drawdown (1Y)

Largest decline over 1 year

-16.51%

-48.52%

+32.01%

Max Drawdown (3Y)

Largest decline over 3 years

-48.52%

Max Drawdown (5Y)

Largest decline over 5 years

-69.44%

Max Drawdown (10Y)

Largest decline over 10 years

-72.21%

Current Drawdown

Current decline from peak

-10.39%

-45.64%

+35.25%

Average Drawdown

Average peak-to-trough decline

-6.06%

-26.55%

+20.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.80%

20.16%

-13.36%

Volatility

NUKZ vs. UI - Volatility Comparison

Range Nuclear Renaissance ETF (NUKZ) and Ubiquiti Inc. (UI) have volatilities of 11.24% and 11.58%, 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.


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Volatility by Period


NUKZUIDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.24%

11.58%

-0.34%

Volatility (6M)

Calculated over the trailing 6-month period

23.34%

40.18%

-16.84%

Volatility (1Y)

Calculated over the trailing 1-year period

30.46%

62.03%

-31.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.94%

48.64%

-15.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.94%

47.98%

-15.04%

Dividends

NUKZ vs. UI - Dividend Comparison

NUKZ's dividend yield for the trailing twelve months is around 0.85%, more than UI's 0.54% yield.


PositionTTM20252024202320222021202020192018
NUKZ
Range Nuclear Renaissance ETF
0.85%0.91%0.09%0.00%0.00%0.00%0.00%0.00%0.00%
UI
Ubiquiti Inc.
0.54%0.51%0.72%1.72%0.88%0.65%0.50%0.58%0.50%

Frequently Asked Questions


NUKZ and UI have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UI has higher volatility (11.58%) compared to NUKZ (11.24%). In terms of maximum drawdown, NUKZ dropped -33.03% vs UI's -77.49%.

NUKZ currently has the higher Sharpe Ratio (0.92 vs 0.79), 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

Find the right allocation for NUKZ and UI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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