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REMX vs. CNRG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between REMX and CNRG is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

REMX vs. CNRG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Rare Earth/Strategic Metals ETF (REMX) and SPDR S&P Kensho Clean Power ETF (CNRG). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%NovemberDecember2025FebruaryMarchApril
-7.91%
79.84%
REMX
CNRG

Key characteristics

Sharpe Ratio

REMX:

-0.55

CNRG:

-0.39

Sortino Ratio

REMX:

-0.67

CNRG:

-0.35

Omega Ratio

REMX:

0.93

CNRG:

0.96

Calmar Ratio

REMX:

-0.23

CNRG:

-0.20

Martin Ratio

REMX:

-0.83

CNRG:

-1.10

Ulcer Index

REMX:

23.92%

CNRG:

12.34%

Daily Std Dev

REMX:

36.42%

CNRG:

34.48%

Max Drawdown

REMX:

-90.21%

CNRG:

-68.49%

Current Drawdown

REMX:

-82.58%

CNRG:

-64.91%

Returns By Period

In the year-to-date period, REMX achieves a -0.64% return, which is significantly higher than CNRG's -18.92% return.


REMX

YTD

-0.64%

1M

-8.67%

6M

-14.44%

1Y

-19.29%

5Y*

7.67%

10Y*

-4.21%

CNRG

YTD

-18.92%

1M

-8.86%

6M

-19.18%

1Y

-15.16%

5Y*

4.77%

10Y*

N/A

*Annualized

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REMX vs. CNRG - Expense Ratio Comparison

REMX has a 0.59% expense ratio, which is higher than CNRG's 0.45% expense ratio.


Expense ratio chart for REMX: current value is 0.59%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
REMX: 0.59%
Expense ratio chart for CNRG: current value is 0.45%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
CNRG: 0.45%

Risk-Adjusted Performance

REMX vs. CNRG — Risk-Adjusted Performance Rank

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

REMX
The Risk-Adjusted Performance Rank of REMX is 66
Overall Rank
The Sharpe Ratio Rank of REMX is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of REMX is 44
Sortino Ratio Rank
The Omega Ratio Rank of REMX is 55
Omega Ratio Rank
The Calmar Ratio Rank of REMX is 99
Calmar Ratio Rank
The Martin Ratio Rank of REMX is 88
Martin Ratio Rank

CNRG
The Risk-Adjusted Performance Rank of CNRG is 88
Overall Rank
The Sharpe Ratio Rank of CNRG is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of CNRG is 88
Sortino Ratio Rank
The Omega Ratio Rank of CNRG is 99
Omega Ratio Rank
The Calmar Ratio Rank of CNRG is 1010
Calmar Ratio Rank
The Martin Ratio Rank of CNRG is 55
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.

REMX vs. CNRG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Rare Earth/Strategic Metals ETF (REMX) and SPDR S&P Kensho Clean Power ETF (CNRG). 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.


The chart of Sharpe ratio for REMX, currently valued at -0.55, compared to the broader market-1.000.001.002.003.004.00
REMX: -0.55
CNRG: -0.39
The chart of Sortino ratio for REMX, currently valued at -0.67, compared to the broader market-2.000.002.004.006.008.00
REMX: -0.67
CNRG: -0.35
The chart of Omega ratio for REMX, currently valued at 0.93, compared to the broader market0.501.001.502.00
REMX: 0.93
CNRG: 0.96
The chart of Calmar ratio for REMX, currently valued at -0.27, compared to the broader market0.002.004.006.008.0010.0012.00
REMX: -0.27
CNRG: -0.20
The chart of Martin ratio for REMX, currently valued at -0.83, compared to the broader market0.0020.0040.0060.00
REMX: -0.83
CNRG: -1.10

The current REMX Sharpe Ratio is -0.55, which is lower than the CNRG Sharpe Ratio of -0.39. The chart below compares the historical Sharpe Ratios of REMX and CNRG, 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 Ratio-1.00-0.80-0.60-0.40-0.200.000.20NovemberDecember2025FebruaryMarchApril
-0.55
-0.39
REMX
CNRG

Dividends

REMX vs. CNRG - Dividend Comparison

REMX's dividend yield for the trailing twelve months is around 2.57%, more than CNRG's 1.50% yield.


TTM20242023202220212020201920182017201620152014
REMX
VanEck Vectors Rare Earth/Strategic Metals ETF
2.57%2.56%0.00%1.56%5.25%0.81%1.60%12.43%2.89%2.23%4.77%1.53%
CNRG
SPDR S&P Kensho Clean Power ETF
1.50%1.34%1.17%1.23%1.34%0.69%1.16%0.35%0.00%0.00%0.00%0.00%

Drawdowns

REMX vs. CNRG - Drawdown Comparison

The maximum REMX drawdown since its inception was -90.21%, which is greater than CNRG's maximum drawdown of -68.49%. Use the drawdown chart below to compare losses from any high point for REMX and CNRG. For additional features, visit the drawdowns tool.


-70.00%-65.00%-60.00%-55.00%NovemberDecember2025FebruaryMarchApril
-68.35%
-64.91%
REMX
CNRG

Volatility

REMX vs. CNRG - Volatility Comparison

VanEck Vectors Rare Earth/Strategic Metals ETF (REMX) has a higher volatility of 17.90% compared to SPDR S&P Kensho Clean Power ETF (CNRG) at 16.90%. This indicates that REMX's price experiences larger fluctuations and is considered to be riskier than CNRG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%NovemberDecember2025FebruaryMarchApril
17.90%
16.90%
REMX
CNRG