AIQUY vs. URNG.L

Last updated Apr 3, 2026

Compare and contrast key facts about Air Liquide SA ADR (AIQUY) and Global X Uranium UCITS ETF USD Accumulating (URNG.L).

URNG.L is a passively managed fund by Global X that tracks the performance of the Solactive Global Uranium & Nuclear Components. It was launched on Apr 20, 2022.

Performance

AIQUY vs. URNG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Air Liquide SA ADR (AIQUY) and Global X Uranium UCITS ETF USD Accumulating (URNG.L). The values are adjusted to include any dividend payments, if applicable.

AIQUY vs. URNG.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
AIQUY Air Liquide SA ADR	10.92%	18.54%	-7.37%	40.23%	-7.54%
URNG.L Global X Uranium UCITS ETF USD Accumulating	13.83%	70.46%	1.25%	37.77%	-19.11%

Different Trading Currencies

AIQUY is traded in USD, while URNG.L is traded in GBP. To make them comparable, the URNG.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, AIQUY achieves a 10.92% return, which is significantly lower than URNG.L's 13.83% return.

AIQUY

• 1D: -0.07%
• 1M: 2.74%
• YTD: 10.92%
• 6M: 0.80%
• 1Y: 9.71%
• 3Y*: 12.85%
• 5Y*: 10.91%
• 10Y*: 13.99%

URNG.L

• 1D: -3.71%
• 1M: -6.46%
• YTD: 13.83%
• 6M: 0.97%
• 1Y: 126.66%
• 3Y*: 40.79%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

AIQUY vs. URNG.L — Risk / Return Rank

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

AIQUY

AIQUY Risk / Return Rank: 53
AIQUY Sharpe Ratio Rank: 56
AIQUY Sortino Ratio Rank: 49
AIQUY Omega Ratio Rank: 48
AIQUY Calmar Ratio Rank: 56
AIQUY Martin Ratio Rank: 54

URNG.L

URNG.L Risk / Return Rank: 91
URNG.L Sharpe Ratio Rank: 95
URNG.L Sortino Ratio Rank: 94
URNG.L Omega Ratio Rank: 87
URNG.L Calmar Ratio Rank: 93
URNG.L Martin Ratio Rank: 84

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.

AIQUY vs. URNG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Air Liquide SA ADR (AIQUY) and Global X Uranium UCITS ETF USD Accumulating (URNG.L). 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.

	AIQUY	URNG.L	Difference
Sharpe ratio Return per unit of total volatility	0.47	2.53	-2.06
Sortino ratio Return per unit of downside risk	0.82	3.01	-2.19
Omega ratio Gain probability vs. loss probability	1.10	1.37	-0.27
Calmar ratio Return relative to maximum drawdown	0.73	3.95	-3.22
Martin ratio Return relative to average drawdown	1.50	10.60	-9.10
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AIQUY vs. URNG.L - Sharpe Ratio Comparison

The current AIQUY Sharpe Ratio is 0.47, which is lower than the URNG.L Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of AIQUY and URNG.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	AIQUY	URNG.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.47	2.53	-2.06
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.52	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.63	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.35	0.54	-0.18

Correlation

The correlation between AIQUY and URNG.L is 0.22, 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.

Dividends

AIQUY vs. URNG.L - Dividend Comparison

AIQUY's dividend yield for the trailing twelve months is around 1.74%, while URNG.L has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AIQUY Air Liquide SA ADR	1.74%	1.93%	1.92%	1.62%	2.09%	1.91%	1.80%	1.96%	2.62%	4.22%	7.72%	2.52%
URNG.L Global X Uranium UCITS ETF USD Accumulating	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

AIQUY vs. URNG.L - Drawdown Comparison

The maximum AIQUY drawdown since its inception was -50.46%, which is greater than URNG.L's maximum drawdown of -38.37%. Use the drawdown chart below to compare losses from any high point for AIQUY and URNG.L.

Drawdown Indicators

	AIQUY	URNG.L	Difference
Max Drawdown Largest peak-to-trough decline	-50.46%	-38.98%	-11.48%
Max Drawdown (1Y) Largest decline over 1 year	-15.57%	-32.59%	+17.02%
Max Drawdown (5Y) Largest decline over 5 years	-31.23%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-31.23%	—	—
Current Drawdown Current decline from peak	-3.05%	-15.75%	+12.70%
Average Drawdown Average peak-to-trough decline	-8.92%	-12.93%	+4.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.59%	12.00%	-4.41%

Volatility

AIQUY vs. URNG.L - Volatility Comparison

The current volatility for Air Liquide SA ADR (AIQUY) is 6.25%, while Global X Uranium UCITS ETF USD Accumulating (URNG.L) has a volatility of 14.38%. This indicates that AIQUY experiences smaller price fluctuations and is considered to be less risky than URNG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AIQUY	URNG.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.25%	14.38%	-8.13%
Volatility (6M) Calculated over the trailing 6-month period	14.29%	39.00%	-24.71%
Volatility (1Y) Calculated over the trailing 1-year period	20.72%	49.77%	-29.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.24%	40.94%	-19.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.16%	40.94%	-18.78%