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WDH vs. NUKZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WDH vs. NUKZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Waterdrop Inc. (WDH) 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, WDH achieves a -24.98% return, which is significantly lower than NUKZ's 7.57% return.


WDH

1D
-0.71%
1M
-11.39%
YTD
-24.98%
6M
-20.37%
1Y
4.96%
3Y*
-14.35%
5Y*
-27.99%
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)

WDH vs. NUKZ - Yearly Performance Comparison


2026 (YTD)20252024
WDH
Waterdrop Inc.
-24.98%66.25%23.93%
NUKZ
Range Nuclear Renaissance ETF
7.57%56.57%60.11%

Correlation

The correlation between WDH and NUKZ is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.19

The correlation between WDH and NUKZ shifts across timeframes, from 0.19 (all time) to 0.30 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

WDH vs. NUKZ — Risk / Return Rank

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

WDH
WDH Risk / Return Rank: 4545
Overall Rank
WDH Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
WDH Sortino Ratio Rank: 4545
Sortino Ratio Rank
WDH Omega Ratio Rank: 4343
Omega Ratio Rank
WDH Calmar Ratio Rank: 4747
Calmar Ratio Rank
WDH Martin Ratio Rank: 4646
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.

WDH vs. NUKZ - Risk-Adjusted Trends Comparison

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


WDHNUKZDifference
Sharpe ratioReturn per unit of total volatility

-0.81

Sortino ratioReturn per unit of downside risk

-0.90

Omega ratioGain probability vs. loss probability

1.06

1.17

-0.11

Calmar ratioReturn relative to maximum drawdown

0.17

1.70

-1.53

Martin ratioReturn relative to average drawdown

0.36

4.11

-3.75

WDH vs. NUKZ - Sharpe Ratio Comparison

The current WDH Sharpe Ratio is 0.11, which is lower than the NUKZ Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of WDH 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

WDH vs. NUKZ - Drawdown Comparison

The maximum WDH drawdown since its inception was -91.12%, which is greater than NUKZ's maximum drawdown of -33.03%. Use the drawdown chart below to compare losses from any high point for WDH and NUKZ.


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Drawdown Indicators


WDHNUKZDifference

Max Drawdown

Largest peak-to-trough decline

-91.12%

-33.03%

-58.09%

Max Drawdown (1Y)

Largest decline over 1 year

-29.00%

-16.51%

-12.49%

Max Drawdown (3Y)

Largest decline over 3 years

-62.60%

Max Drawdown (5Y)

Largest decline over 5 years

-88.67%

Current Drawdown

Current decline from peak

-84.92%

-10.39%

-74.53%

Average Drawdown

Average peak-to-trough decline

-81.15%

-6.06%

-75.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.81%

6.80%

+7.01%

Volatility

WDH vs. NUKZ - Volatility Comparison

Waterdrop Inc. (WDH) has a higher volatility of 13.33% compared to Range Nuclear Renaissance ETF (NUKZ) at 11.24%. This indicates that WDH'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.


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Volatility by Period


WDHNUKZDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.33%

11.24%

+2.09%

Volatility (6M)

Calculated over the trailing 6-month period

24.40%

23.34%

+1.06%

Volatility (1Y)

Calculated over the trailing 1-year period

44.58%

30.46%

+14.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

61.87%

32.94%

+28.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

62.73%

32.94%

+29.79%

Dividends

WDH vs. NUKZ - Dividend Comparison

WDH's dividend yield for the trailing twelve months is around 4.29%, more than NUKZ's 0.85% yield.


PositionTTM20252024
NUKZ
Range Nuclear Renaissance ETF
0.85%0.91%0.09%
WDH
Waterdrop Inc.
4.29%2.63%5.08%

Frequently Asked Questions


WDH and NUKZ have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WDH has higher volatility (13.33%) compared to NUKZ (11.24%). In terms of maximum drawdown, WDH dropped -91.12% vs NUKZ's -33.03%.

NUKZ currently has the higher Sharpe Ratio (0.92 vs 0.11), 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 WDH and NUKZ

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