PortfoliosLab logoPortfoliosLab logo
USD=X vs. NLR
Performance
Return for Risk
Drawdowns
Volatility

Performance

USD=X vs. NLR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USD Cash (USD=X) and VanEck Uranium and Nuclear ETF (NLR). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%

NLR

1D
0.91%
1M
-12.54%
YTD
-0.79%
6M
-6.08%
1Y
26.72%
3Y*
31.16%
5Y*
20.16%
10Y*
12.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD=X vs. NLR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NLR
VanEck Uranium and Nuclear ETF
-0.79%56.50%14.26%36.67%2.29%13.63%3.49%0.20%4.94%8.25%

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

USD=X vs. NLR — Risk / Return Rank

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

USD=X

NLR
NLR Risk / Return Rank: 2222
Overall Rank
NLR Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
NLR Sortino Ratio Rank: 2323
Sortino Ratio Rank
NLR Omega Ratio Rank: 2121
Omega Ratio Rank
NLR Calmar Ratio Rank: 2424
Calmar Ratio Rank
NLR Martin Ratio Rank: 1919
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.

USD=X vs. NLR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) and VanEck Uranium and Nuclear ETF (NLR). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

USD=X vs. NLR - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


USD=XNLRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

Drawdowns

USD=X vs. NLR - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum NLR drawdown of -65.05%. Use the drawdown chart below to compare losses from any high point for USD=X and NLR.


Loading charts...

Drawdown Indicators


USD=XNLRDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-65.05%

+65.05%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-25.80%

+25.80%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-30.48%

+30.48%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-30.48%

+30.48%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

-34.35%

+34.35%

Current Drawdown

Current decline from peak

0.00%

-25.03%

+25.03%

Average Drawdown

Average peak-to-trough decline

0.00%

-35.71%

+35.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

12.87%

-12.87%

Volatility

USD=X vs. NLR - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while VanEck Uranium and Nuclear ETF (NLR) has a volatility of 13.36%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than NLR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


USD=XNLRDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

13.36%

-13.36%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

33.24%

-33.24%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

42.96%

-42.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

29.43%

-29.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

24.14%

-24.14%

Frequently Asked Questions


NLR has higher volatility (13.36%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs NLR's -65.05%.

Portfolio Optimizer

Find the right allocation for USD=X and NLR

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