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1164.HK vs. URNM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between 1164.HK and URNM is 0.09, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

1164.HK vs. URNM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CGN Mining Company Limited (1164.HK) and NorthShore Global Uranium Mining ETF (URNM). The values are adjusted to include any dividend payments, if applicable.

200.00%300.00%400.00%500.00%600.00%December2025FebruaryMarchAprilMay
510.45%
243.82%
1164.HK
URNM

Key characteristics

Sharpe Ratio

1164.HK:

-0.45

URNM:

-0.71

Sortino Ratio

1164.HK:

-0.08

URNM:

-0.97

Omega Ratio

1164.HK:

0.99

URNM:

0.89

Calmar Ratio

1164.HK:

-0.37

URNM:

-0.61

Martin Ratio

1164.HK:

-0.54

URNM:

-1.11

Ulcer Index

1164.HK:

40.57%

URNM:

27.84%

Daily Std Dev

1164.HK:

64.69%

URNM:

41.00%

Max Drawdown

1164.HK:

-88.43%

URNM:

-50.78%

Current Drawdown

1164.HK:

-47.41%

URNM:

-34.83%

Returns By Period

In the year-to-date period, 1164.HK achieves a -4.22% return, which is significantly higher than URNM's -7.54% return.


1164.HK

YTD

-4.22%

1M

25.20%

6M

-11.67%

1Y

-28.22%

5Y*

45.29%

10Y*

6.04%

URNM

YTD

-7.54%

1M

32.40%

6M

-19.62%

1Y

-29.10%

5Y*

24.82%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

1164.HK vs. URNM — Risk-Adjusted Performance Rank

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

1164.HK
The Risk-Adjusted Performance Rank of 1164.HK is 3333
Overall Rank
The Sharpe Ratio Rank of 1164.HK is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of 1164.HK is 3535
Sortino Ratio Rank
The Omega Ratio Rank of 1164.HK is 3535
Omega Ratio Rank
The Calmar Ratio Rank of 1164.HK is 2828
Calmar Ratio Rank
The Martin Ratio Rank of 1164.HK is 4141
Martin Ratio Rank

URNM
The Risk-Adjusted Performance Rank of URNM is 22
Overall Rank
The Sharpe Ratio Rank of URNM is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of URNM is 22
Sortino Ratio Rank
The Omega Ratio Rank of URNM is 22
Omega Ratio Rank
The Calmar Ratio Rank of URNM is 11
Calmar Ratio Rank
The Martin Ratio Rank of URNM is 55
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

1164.HK vs. URNM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CGN Mining Company Limited (1164.HK) and NorthShore Global Uranium Mining ETF (URNM). 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.


The current 1164.HK Sharpe Ratio is -0.45, which is higher than the URNM Sharpe Ratio of -0.71. The chart below compares the historical Sharpe Ratios of 1164.HK and URNM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.50December2025FebruaryMarchAprilMay
-0.43
-0.71
1164.HK
URNM

Dividends

1164.HK vs. URNM - Dividend Comparison

1164.HK's dividend yield for the trailing twelve months is around 0.19%, less than URNM's 3.43% yield.


TTM20242023202220212020201920182017
1164.HK
CGN Mining Company Limited
0.19%0.18%0.00%0.00%0.64%2.78%1.64%0.83%3.17%
URNM
NorthShore Global Uranium Mining ETF
3.43%3.17%3.63%0.00%6.70%2.57%0.00%0.00%0.00%

Drawdowns

1164.HK vs. URNM - Drawdown Comparison

The maximum 1164.HK drawdown since its inception was -88.43%, which is greater than URNM's maximum drawdown of -50.78%. Use the drawdown chart below to compare losses from any high point for 1164.HK and URNM. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%December2025FebruaryMarchAprilMay
-47.12%
-34.83%
1164.HK
URNM

Volatility

1164.HK vs. URNM - Volatility Comparison

CGN Mining Company Limited (1164.HK) has a higher volatility of 14.35% compared to NorthShore Global Uranium Mining ETF (URNM) at 13.02%. This indicates that 1164.HK's price experiences larger fluctuations and is considered to be riskier than URNM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%December2025FebruaryMarchAprilMay
14.35%
13.02%
1164.HK
URNM