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TSCDY vs. NUCG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TSCDY vs. NUCG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tesco PLC (TSCDY) and VanEck Uranium and Nuclear Technologies UCITS ETF (NUCG.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TSCDY achieves a 7.95% return, which is significantly higher than NUCG.L's 2.96% return.


TSCDY

1D
0.21%
1M
3.36%
YTD
7.95%
6M
8.80%
1Y
20.92%
3Y*
29.19%
5Y*
18.65%
10Y*
18.35%

NUCG.L

1D
3.48%
1M
-10.44%
YTD
2.96%
6M
-1.20%
1Y
27.62%
3Y*
36.37%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSCDY vs. NUCG.L - Yearly Performance Comparison


2026 (YTD)202520242023
TSCDY
Tesco PLC
7.95%32.85%30.49%27.93%
NUCG.L
VanEck Uranium and Nuclear Technologies UCITS ETF
2.96%56.10%31.89%0.05%

Correlation

The correlation between TSCDY and NUCG.L is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.06

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

-0.04

Correlation (All Time)
Calculated using the full available price history since Feb 3, 2023

-0.01

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Return for Risk

TSCDY vs. NUCG.L — Risk / Return Rank

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

TSCDY
TSCDY Risk / Return Rank: 6969
Overall Rank
TSCDY Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
TSCDY Sortino Ratio Rank: 6565
Sortino Ratio Rank
TSCDY Omega Ratio Rank: 6363
Omega Ratio Rank
TSCDY Calmar Ratio Rank: 7272
Calmar Ratio Rank
TSCDY Martin Ratio Rank: 7272
Martin Ratio Rank

NUCG.L
NUCG.L Risk / Return Rank: 2323
Overall Rank
NUCG.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
NUCG.L Sortino Ratio Rank: 2525
Sortino Ratio Rank
NUCG.L Omega Ratio Rank: 2323
Omega Ratio Rank
NUCG.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
NUCG.L Martin Ratio Rank: 2121
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.

TSCDY vs. NUCG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tesco PLC (TSCDY) and VanEck Uranium and Nuclear Technologies UCITS ETF (NUCG.L). 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.


TSCDYNUCG.LDifference
Sharpe ratioReturn per unit of total volatility

+0.24

Sortino ratioReturn per unit of downside risk

+0.15

Omega ratioGain probability vs. loss probability

1.17

1.14

+0.03

Calmar ratioReturn relative to maximum drawdown

1.59

1.04

+0.55

Martin ratioReturn relative to average drawdown

3.83

2.28

+1.55

TSCDY vs. NUCG.L - Sharpe Ratio Comparison

The current TSCDY Sharpe Ratio is 0.93, which is higher than the NUCG.L Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of TSCDY and NUCG.L, 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

TSCDY vs. NUCG.L - Drawdown Comparison

The maximum TSCDY drawdown since its inception was -76.10%, which is greater than NUCG.L's maximum drawdown of -35.35%. Use the drawdown chart below to compare losses from any high point for TSCDY and NUCG.L.


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Drawdown Indicators


TSCDYNUCG.LDifference

Max Drawdown

Largest peak-to-trough decline

-76.10%

-35.35%

-40.75%

Max Drawdown (1Y)

Largest decline over 1 year

-13.25%

-26.65%

+13.40%

Max Drawdown (3Y)

Largest decline over 3 years

-18.37%

-35.35%

+16.98%

Max Drawdown (5Y)

Largest decline over 5 years

-45.56%

Max Drawdown (10Y)

Largest decline over 10 years

-45.56%

Current Drawdown

Current decline from peak

-5.08%

-21.00%

+15.92%

Average Drawdown

Average peak-to-trough decline

-42.81%

-10.55%

-32.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.47%

12.10%

-6.63%

Volatility

TSCDY vs. NUCG.L - Volatility Comparison

The current volatility for Tesco PLC (TSCDY) is 7.58%, while VanEck Uranium and Nuclear Technologies UCITS ETF (NUCG.L) has a volatility of 12.56%. This indicates that TSCDY experiences smaller price fluctuations and is considered to be less risky than NUCG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSCDYNUCG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.58%

12.56%

-4.98%

Volatility (6M)

Calculated over the trailing 6-month period

17.99%

28.37%

-10.38%

Volatility (1Y)

Calculated over the trailing 1-year period

22.62%

39.94%

-17.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.26%

34.38%

-11.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.83%

34.38%

-6.55%

Dividends

TSCDY vs. NUCG.L - Dividend Comparison

TSCDY's dividend yield for the trailing twelve months is around 2.80%, while NUCG.L has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
NUCG.L
VanEck Uranium and Nuclear Technologies UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TSCDY
Tesco PLC
2.80%3.08%3.39%3.60%5.27%20.15%3.79%2.56%2.05%0.47%

Frequently Asked Questions


TSCDY and NUCG.L have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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