PortfoliosLab logoPortfoliosLab logo
TRVI vs. NUKZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TRVI vs. NUKZ - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, TRVI achieves a 13.50% return, which is significantly higher than NUKZ's 7.57% return.


TRVI

1D
5.57%
1M
-6.94%
YTD
13.50%
6M
11.28%
1Y
130.31%
3Y*
75.70%
5Y*
44.83%
10Y*

NUKZ

1D
1.59%
1M
-5.07%
YTD
7.57%
6M
4.81%
1Y
27.91%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TRVI vs. NUKZ - Yearly Performance Comparison


2026 (YTD)20252024
TRVI
Trevi Therapeutics, Inc.
13.50%203.88%205.19%
NUKZ
Range Nuclear Renaissance ETF
7.57%56.57%60.11%

Correlation

The correlation between TRVI and NUKZ is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.19

Compare stocks, funds, or ETFs

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


Return for Risk

TRVI vs. NUKZ — Risk / Return Rank

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

TRVI
TRVI Risk / Return Rank: 8989
Overall Rank
TRVI Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
TRVI Sortino Ratio Rank: 8787
Sortino Ratio Rank
TRVI Omega Ratio Rank: 8686
Omega Ratio Rank
TRVI Calmar Ratio Rank: 9191
Calmar Ratio Rank
TRVI Martin Ratio Rank: 8989
Martin Ratio Rank

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
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.

TRVI vs. NUKZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Trevi Therapeutics, Inc. (TRVI) and Range Nuclear Renaissance ETF (NUKZ). 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.


TRVINUKZDifference
Sharpe ratioReturn per unit of total volatility

+1.25

Sortino ratioReturn per unit of downside risk

+1.29

Omega ratioGain probability vs. loss probability

1.35

1.17

+0.18

Calmar ratioReturn relative to maximum drawdown

4.44

1.70

+2.74

Martin ratioReturn relative to average drawdown

10.40

4.11

+6.28

TRVI vs. NUKZ - Sharpe Ratio Comparison

The current TRVI Sharpe Ratio is 2.17, which is higher than the NUKZ Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of TRVI and NUKZ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

TRVI vs. NUKZ - Drawdown Comparison

The maximum TRVI drawdown since its inception was -95.45%, which is greater than NUKZ's maximum drawdown of -33.03%. Use the drawdown chart below to compare losses from any high point for TRVI and NUKZ.


Loading charts...

Drawdown Indicators


TRVINUKZDifference

Max Drawdown

Largest peak-to-trough decline

-95.45%

-33.03%

-62.42%

Max Drawdown (1Y)

Largest decline over 1 year

-29.50%

-16.51%

-12.99%

Max Drawdown (3Y)

Largest decline over 3 years

-61.96%

Max Drawdown (5Y)

Largest decline over 5 years

-80.26%

Current Drawdown

Current decline from peak

-7.73%

-10.39%

+2.66%

Average Drawdown

Average peak-to-trough decline

-61.49%

-6.06%

-55.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.58%

6.80%

+5.78%

Volatility

TRVI vs. NUKZ - Volatility Comparison

Trevi Therapeutics, Inc. (TRVI) has a higher volatility of 13.78% compared to Range Nuclear Renaissance ETF (NUKZ) at 11.24%. This indicates that TRVI's price experiences larger fluctuations and is considered to be riskier than NUKZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


TRVINUKZDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.78%

11.24%

+2.54%

Volatility (6M)

Calculated over the trailing 6-month period

39.38%

23.34%

+16.04%

Volatility (1Y)

Calculated over the trailing 1-year period

60.39%

30.46%

+29.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

88.26%

32.94%

+55.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

99.35%

32.94%

+66.41%

Dividends

TRVI vs. NUKZ - Dividend Comparison

TRVI has not paid dividends to shareholders, while NUKZ's dividend yield for the trailing twelve months is around 0.85%.


PositionTTM20252024
NUKZ
Range Nuclear Renaissance ETF
0.85%0.91%0.09%
TRVI
Trevi Therapeutics, Inc.
0.00%0.00%0.00%

Frequently Asked Questions


TRVI and NUKZ have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TRVI has higher volatility (13.78%) compared to NUKZ (11.24%). In terms of maximum drawdown, TRVI dropped -95.45% vs NUKZ's -33.03%.

TRVI currently has the higher Sharpe Ratio (2.17 vs 0.92), 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 TRVI and NUKZ

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

Open Portfolio Optimizer