SEIQ vs. NC
SEIQ (SEI Enhanced US Large Cap Quality Factor ETF) is Large Cap Blend Equities fund actively managed by SEI, while NC (NACCO Industries, Inc.) is a stock. Over the past 3 years, SEIQ returned 12.03%/yr vs 16.97%/yr for NC. At a 0.20 correlation, their price movements are largely independent.
Performance
SEIQ vs. NC - Performance Comparison
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Returns By Period
In the year-to-date period, SEIQ achieves a -0.13% return, which is significantly lower than NC's 5.58% return.
SEIQ
- 1D
- -0.02%
- 1M
- -3.41%
- YTD
- -0.13%
- 6M
- -0.99%
- 1Y
- 7.77%
- 3Y*
- 12.03%
- 5Y*
- —
- 10Y*
- —
NC
- 1D
- 1.56%
- 1M
- 5.22%
- YTD
- 5.58%
- 6M
- 6.14%
- 1Y
- 31.76%
- 3Y*
- 16.97%
- 5Y*
- 17.91%
- 10Y*
- 1.01%
SEIQ vs. NC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SEIQ SEI Enhanced US Large Cap Quality Factor ETF | -0.13% | 12.51% | 16.15% | 22.66% | 1.51% |
NC NACCO Industries, Inc. | 5.58% | 68.74% | -15.91% | -1.51% | -27.24% |
Correlation
The correlation between SEIQ and NC is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since May 18, 2022 | 0.20 |
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Return for Risk
SEIQ vs. NC — Risk / Return Rank
SEIQ
NC
SEIQ vs. NC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Enhanced US Large Cap Quality Factor ETF (SEIQ) and NACCO Industries, Inc. (NC). 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.
| SEIQ | NC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.24 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.16 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 0.81 | 1.63 | -0.82 |
| Martin ratioReturn relative to average drawdown | 3.11 | 2.96 | +0.14 |
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Drawdowns
SEIQ vs. NC - Drawdown Comparison
The maximum SEIQ drawdown since its inception was -14.87%, smaller than the maximum NC drawdown of -91.50%. Use the drawdown chart below to compare losses from any high point for SEIQ and NC.
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Drawdown Indicators
| SEIQ | NC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.87% | -91.50% | +76.63% |
Max Drawdown (1Y)Largest decline over 1 year | -9.66% | -19.61% | +9.95% |
Max Drawdown (3Y)Largest decline over 3 years | -14.27% | -31.24% | +16.97% |
Max Drawdown (5Y)Largest decline over 5 years | — | -55.01% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -80.21% | — |
Current DrawdownCurrent decline from peak | -3.65% | -34.63% | +30.98% |
Average DrawdownAverage peak-to-trough decline | -2.72% | -36.54% | +33.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 10.74% | -8.24% |
Volatility
SEIQ vs. NC - Volatility Comparison
The current volatility for SEI Enhanced US Large Cap Quality Factor ETF (SEIQ) is 3.72%, while NACCO Industries, Inc. (NC) has a volatility of 7.23%. This indicates that SEIQ experiences smaller price fluctuations and is considered to be less risky than NC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SEIQ | NC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.72% | 7.23% | -3.51% |
Volatility (6M)Calculated over the trailing 6-month period | 8.60% | 29.83% | -21.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.92% | 42.53% | -31.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.59% | 46.76% | -32.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.59% | 50.36% | -35.77% |
Dividends
SEIQ vs. NC - Dividend Comparison
SEIQ's dividend yield for the trailing twelve months is around 0.95%, less than NC's 1.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NC NACCO Industries, Inc. | 1.99% | 2.01% | 3.02% | 2.36% | 2.16% | 2.16% | 2.92% | 1.57% | 1.95% | 2.60% | 1.18% | 2.48% |
SEIQ SEI Enhanced US Large Cap Quality Factor ETF | 0.95% | 0.94% | 0.97% | 1.08% | 0.83% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SEIQ and NC have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NC has higher volatility (7.23%) compared to SEIQ (3.72%). In terms of maximum drawdown, SEIQ dropped -14.87% vs NC's -91.50%.
NC currently has the higher Sharpe Ratio (0.75 vs 0.72), 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.
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