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PPI vs. NANR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PPI vs. NANR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Astoria Real Assets ETF (PPI) and SPDR S&P North American Natural Resources ETF (NANR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with PPI having a 16.99% return and NANR slightly lower at 16.33%.


PPI

1D
1.31%
1M
-0.27%
YTD
16.99%
6M
15.75%
1Y
37.68%
3Y*
21.99%
5Y*
10Y*

NANR

1D
0.24%
1M
-4.12%
YTD
16.33%
6M
15.31%
1Y
38.91%
3Y*
18.75%
5Y*
15.96%
10Y*
11.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PPI vs. NANR - Yearly Performance Comparison


2026 (YTD)20252024202320222021
PPI
Astoria Real Assets ETF
16.99%30.05%6.43%11.33%4.04%0.03%
NANR
SPDR S&P North American Natural Resources ETF
16.33%35.35%2.31%-3.23%26.49%0.49%

Correlation

The correlation between PPI and NANR is 0.68, 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

0.68

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

0.75

Correlation (All Time)
Calculated using the full available price history since Dec 30, 2021

0.79

The correlation between PPI and NANR shifts across timeframes, from 0.68 (1 year) to 0.79 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

PPI vs. NANR — Risk / Return Rank

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

PPI
PPI Risk / Return Rank: 7676
Overall Rank
PPI Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
PPI Sortino Ratio Rank: 7070
Sortino Ratio Rank
PPI Omega Ratio Rank: 7272
Omega Ratio Rank
PPI Calmar Ratio Rank: 8787
Calmar Ratio Rank
PPI Martin Ratio Rank: 7777
Martin Ratio Rank

NANR
NANR Risk / Return Rank: 6767
Overall Rank
NANR Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
NANR Sortino Ratio Rank: 5757
Sortino Ratio Rank
NANR Omega Ratio Rank: 5959
Omega Ratio Rank
NANR Calmar Ratio Rank: 8484
Calmar Ratio Rank
NANR Martin Ratio Rank: 7373
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.

PPI vs. NANR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Astoria Real Assets ETF (PPI) and SPDR S&P North American Natural Resources ETF (NANR). 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.


PPINANRDifference
Sharpe ratioReturn per unit of total volatility

+0.29

Sortino ratioReturn per unit of downside risk

+0.41

Omega ratioGain probability vs. loss probability

1.41

1.35

+0.06

Calmar ratioReturn relative to maximum drawdown

4.75

4.38

+0.37

Martin ratioReturn relative to average drawdown

14.35

13.38

+0.97

PPI vs. NANR - Sharpe Ratio Comparison

The current PPI Sharpe Ratio is 2.34, which is comparable to the NANR Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of PPI and NANR, 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

PPI vs. NANR - Drawdown Comparison

The maximum PPI drawdown since its inception was -24.54%, smaller than the maximum NANR drawdown of -49.15%. Use the drawdown chart below to compare losses from any high point for PPI and NANR.


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Drawdown Indicators


PPINANRDifference

Max Drawdown

Largest peak-to-trough decline

-24.54%

-49.15%

+24.61%

Max Drawdown (1Y)

Largest decline over 1 year

-7.98%

-8.93%

+0.95%

Max Drawdown (3Y)

Largest decline over 3 years

-20.70%

-18.42%

-2.28%

Max Drawdown (5Y)

Largest decline over 5 years

-26.42%

Max Drawdown (10Y)

Largest decline over 10 years

-49.15%

Current Drawdown

Current decline from peak

-2.88%

-8.44%

+5.56%

Average Drawdown

Average peak-to-trough decline

-6.47%

-8.39%

+1.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.63%

2.92%

-0.29%

Volatility

PPI vs. NANR - Volatility Comparison

The current volatility for Astoria Real Assets ETF (PPI) is 4.74%, while SPDR S&P North American Natural Resources ETF (NANR) has a volatility of 6.65%. This indicates that PPI experiences smaller price fluctuations and is considered to be less risky than NANR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PPINANRDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.74%

6.65%

-1.91%

Volatility (6M)

Calculated over the trailing 6-month period

12.91%

15.17%

-2.26%

Volatility (1Y)

Calculated over the trailing 1-year period

16.18%

19.06%

-2.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.03%

22.90%

-3.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.03%

23.60%

-4.57%

PPI vs. NANR - Expense Ratio Comparison

PPI has a 0.58% expense ratio, which is higher than NANR's 0.35% expense ratio.


Dividends

PPI vs. NANR - Dividend Comparison

PPI's dividend yield for the trailing twelve months is around 1.01%, less than NANR's 1.81% yield.


PositionTTM20252024202320222021202020192018201720162015
NANR
SPDR S&P North American Natural Resources ETF
1.81%1.77%2.20%2.78%2.70%2.61%2.73%2.02%1.95%1.83%5.01%0.01%
PPI
Astoria Real Assets ETF
1.01%1.06%0.60%2.87%2.40%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


PPI and NANR have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NANR has higher volatility (6.65%) compared to PPI (4.74%). In terms of maximum drawdown, PPI dropped -24.54% vs NANR's -49.15%.

On 3-year performance, PPI leads with 21.99% vs 18.75% for NANR. On fees, NANR is cheaper at 0.35% per year. On volatility, PPI has been the lower-risk option at 4.74%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, PPI has performed better with a 21.99% return vs 18.75%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

NANR is cheaper with a 0.35% expense ratio, compared with 0.58% for PPI.

NANR has the higher dividend yield at 1.81%, compared with 1.01% for PPI.

PPI is categorized as Global Allocation, while NANR is Natural Resources. They also come from different issuers: AXS and State Street. Their fees differ too: 0.58% for PPI and 0.35% for NANR.

PPI currently has the higher Sharpe Ratio (2.34 vs 2.06), 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 PPI and NANR

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