UGOFX vs. NBIS
UGOFX (USAA Global Managed Volatility Fund) is Global Equities fund managed by BlackRock, while NBIS (Nebius Group N.V.) is a stock. Over the past year, UGOFX returned 25.88% vs 479.72% for NBIS. At a 0.36 correlation, their price movements are largely independent.
Performance
UGOFX vs. NBIS - Performance Comparison
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Returns By Period
In the year-to-date period, UGOFX achieves a 14.02% return, which is significantly lower than NBIS's 228.83% return.
UGOFX
- 1D
- 0.74%
- 1M
- 2.69%
- YTD
- 14.02%
- 6M
- 13.70%
- 1Y
- 25.88%
- 3Y*
- 17.27%
- 5Y*
- 10.86%
- 10Y*
- 10.80%
NBIS
- 1D
- -2.95%
- 1M
- 28.16%
- YTD
- 228.83%
- 6M
- 205.73%
- 1Y
- 479.72%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
UGOFX vs. NBIS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
UGOFX USAA Global Managed Volatility Fund | 14.02% | 16.72% | -2.89% |
NBIS Nebius Group N.V. | 228.83% | 202.18% | 46.25% |
Correlation
The correlation between UGOFX and NBIS is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Oct 18, 2024 | 0.36 |
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Return for Risk
UGOFX vs. NBIS — Risk / Return Rank
UGOFX
NBIS
UGOFX vs. NBIS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for USAA Global Managed Volatility Fund (UGOFX) and Nebius Group N.V. (NBIS). 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.
| UGOFX | NBIS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.54 | ||
| Sortino ratioReturn per unit of downside risk | -1.29 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.47 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.20 | 10.64 | -7.44 |
| Martin ratioReturn relative to average drawdown | 13.46 | 24.32 | -10.86 |
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Drawdowns
UGOFX vs. NBIS - Drawdown Comparison
The maximum UGOFX drawdown since its inception was -38.00%, smaller than the maximum NBIS drawdown of -58.27%. Use the drawdown chart below to compare losses from any high point for UGOFX and NBIS.
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Drawdown Indicators
| UGOFX | NBIS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.00% | -58.27% | +20.27% |
Max Drawdown (1Y)Largest decline over 1 year | -7.95% | -45.47% | +37.52% |
Max Drawdown (3Y)Largest decline over 3 years | -14.22% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -38.00% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -38.00% | — | — |
Current DrawdownCurrent decline from peak | -0.49% | -3.99% | +3.50% |
Average DrawdownAverage peak-to-trough decline | -7.36% | -18.69% | +11.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.89% | 19.85% | -17.96% |
Volatility
UGOFX vs. NBIS - Volatility Comparison
The current volatility for USAA Global Managed Volatility Fund (UGOFX) is 5.26%, while Nebius Group N.V. (NBIS) has a volatility of 27.11%. This indicates that UGOFX experiences smaller price fluctuations and is considered to be less risky than NBIS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UGOFX | NBIS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.26% | 27.11% | -21.85% |
Volatility (6M)Calculated over the trailing 6-month period | 10.35% | 71.03% | -60.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.25% | 104.65% | -92.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.24% | 109.87% | -89.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.40% | 109.87% | -91.47% |
Dividends
UGOFX vs. NBIS - Dividend Comparison
UGOFX's dividend yield for the trailing twelve months is around 17.75%, while NBIS has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NBIS Nebius Group N.V. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UGOFX USAA Global Managed Volatility Fund | 17.75% | 20.24% | 3.46% | 1.77% | 8.60% | 24.98% | 4.13% | 4.16% | 4.48% | 1.99% | 1.44% | 1.05% |
Frequently Asked Questions
UGOFX and NBIS have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NBIS has higher volatility (27.11%) compared to UGOFX (5.26%). In terms of maximum drawdown, UGOFX dropped -38.00% vs NBIS's -58.27%.
NBIS currently has the higher Sharpe Ratio (4.62 vs 2.08), 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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