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UI vs. NUKZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UI vs. NUKZ - Performance Comparison

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

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Returns By Period

In the year-to-date period, UI achieves a 6.65% return, which is significantly lower than NUKZ's 7.57% return.


UI

1D
1.20%
1M
-11.32%
YTD
6.65%
6M
5.14%
1Y
48.81%
3Y*
49.97%
5Y*
14.06%
10Y*
31.83%

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)

UI vs. NUKZ - Yearly Performance Comparison


2026 (YTD)20252024
UI
Ubiquiti Inc.
6.65%67.72%158.15%
NUKZ
Range Nuclear Renaissance ETF
7.57%56.57%60.11%

Correlation

The correlation between UI and NUKZ is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.58

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

0.49

The correlation between UI and NUKZ has been stable across timeframes, ranging from 0.49 to 0.58 - a consistent structural relationship.

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Return for Risk

UI vs. NUKZ — Risk / Return Rank

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

UI
UI Risk / Return Rank: 6767
Overall Rank
UI Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
UI Sortino Ratio Rank: 6767
Sortino Ratio Rank
UI Omega Ratio Rank: 6969
Omega Ratio Rank
UI Calmar Ratio Rank: 6464
Calmar Ratio Rank
UI Martin Ratio Rank: 6565
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.

UI vs. NUKZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ubiquiti Inc. (UI) 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.


UINUKZDifference
Sharpe ratioReturn per unit of total volatility

-0.13

Sortino ratioReturn per unit of downside risk

+0.02

Omega ratioGain probability vs. loss probability

1.20

1.17

+0.04

Calmar ratioReturn relative to maximum drawdown

1.01

1.70

-0.69

Martin ratioReturn relative to average drawdown

2.43

4.11

-1.68

UI vs. NUKZ - Sharpe Ratio Comparison

The current UI Sharpe Ratio is 0.79, which is comparable to the NUKZ Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of UI 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.


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Drawdowns

UI vs. NUKZ - Drawdown Comparison

The maximum UI drawdown since its inception was -77.49%, which is greater than NUKZ's maximum drawdown of -33.03%. Use the drawdown chart below to compare losses from any high point for UI and NUKZ.


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Drawdown Indicators


UINUKZDifference

Max Drawdown

Largest peak-to-trough decline

-77.49%

-33.03%

-44.46%

Max Drawdown (1Y)

Largest decline over 1 year

-48.52%

-16.51%

-32.01%

Max Drawdown (3Y)

Largest decline over 3 years

-48.52%

Max Drawdown (5Y)

Largest decline over 5 years

-69.44%

Max Drawdown (10Y)

Largest decline over 10 years

-72.21%

Current Drawdown

Current decline from peak

-45.64%

-10.39%

-35.25%

Average Drawdown

Average peak-to-trough decline

-26.55%

-6.06%

-20.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.16%

6.80%

+13.36%

Volatility

UI vs. NUKZ - Volatility Comparison

Ubiquiti Inc. (UI) and Range Nuclear Renaissance ETF (NUKZ) have volatilities of 11.58% and 11.24%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UINUKZDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.58%

11.24%

+0.34%

Volatility (6M)

Calculated over the trailing 6-month period

40.18%

23.34%

+16.84%

Volatility (1Y)

Calculated over the trailing 1-year period

62.03%

30.46%

+31.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

48.64%

32.94%

+15.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.98%

32.94%

+15.04%

Dividends

UI vs. NUKZ - Dividend Comparison

UI's dividend yield for the trailing twelve months is around 0.54%, less than NUKZ's 0.85% yield.


PositionTTM20252024202320222021202020192018
NUKZ
Range Nuclear Renaissance ETF
0.85%0.91%0.09%0.00%0.00%0.00%0.00%0.00%0.00%
UI
Ubiquiti Inc.
0.54%0.51%0.72%1.72%0.88%0.65%0.50%0.58%0.50%

Frequently Asked Questions


UI and NUKZ have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UI has higher volatility (11.58%) compared to NUKZ (11.24%). In terms of maximum drawdown, UI dropped -77.49% vs NUKZ's -33.03%.

NUKZ currently has the higher Sharpe Ratio (0.92 vs 0.79), 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 UI 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.

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