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AOR vs. URNM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AOR vs. URNM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core 60/40 Balanced Allocation ETF (AOR) and Sprott Uranium Miners ETF (URNM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AOR achieves a 6.69% return, which is significantly higher than URNM's -8.53% return.


AOR

1D
-0.85%
1M
-0.13%
6M
4.76%
YTD
6.69%
1Y
15.13%
3Y*
12.84%
5Y*
6.60%
10Y*
8.14%

URNM

1D
-5.78%
1M
-8.01%
6M
-23.32%
YTD
-8.53%
1Y
13.66%
3Y*
18.14%
5Y*
15.58%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AOR vs. URNM - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
AOR
iShares Core 60/40 Balanced Allocation ETF
6.69%16.44%10.68%15.75%-15.64%11.19%11.42%2.93%
URNM
Sprott Uranium Miners ETF
-8.53%40.78%-14.13%57.80%-11.86%78.32%68.36%4.05%

Correlation

The correlation between AOR and URNM is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.48

Correlation (3Y)
Calculated over the trailing 3-year period

0.41

Correlation (5Y)
Calculated over the trailing 5-year period

0.48

Correlation (All Time)
Calculated using the full available price history since Dec 4, 2019

0.49

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Return for Risk

AOR vs. URNM — Risk / Return Rank

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

AOR
AOR Risk / Return Rank: 6464
Overall Rank
AOR Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
AOR Sortino Ratio Rank: 6666
Sortino Ratio Rank
AOR Omega Ratio Rank: 6666
Omega Ratio Rank
AOR Calmar Ratio Rank: 5757
Calmar Ratio Rank
AOR Martin Ratio Rank: 6868
Martin Ratio Rank

URNM
URNM Risk / Return Rank: 1515
Overall Rank
URNM Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
URNM Sortino Ratio Rank: 1717
Sortino Ratio Rank
URNM Omega Ratio Rank: 1616
Omega Ratio Rank
URNM Calmar Ratio Rank: 1414
Calmar Ratio Rank
URNM Martin Ratio Rank: 1313
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.

AOR vs. URNM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core 60/40 Balanced Allocation ETF (AOR) and Sprott Uranium Miners 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.

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.


AORURNMDifference
Sharpe ratioReturn per unit of total volatility

+1.43

Sortino ratioReturn per unit of downside risk

+1.66

Omega ratioGain probability vs. loss probability

1.31

1.09

+0.23

Calmar ratioReturn relative to maximum drawdown

2.29

0.34

+1.95

Martin ratioReturn relative to average drawdown

9.74

0.74

+9.00

AOR vs. URNM - Sharpe Ratio Comparison

The current AOR Sharpe Ratio is 1.69, which is higher than the URNM Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of AOR and URNM, 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

AOR vs. URNM - Drawdown Comparison

The maximum AOR drawdown since its inception was -24.44%, smaller than the maximum URNM drawdown of -50.78%. Use the drawdown chart below to compare losses from any high point for AOR and URNM.


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Drawdown Indicators


AORURNMDifference

Max Drawdown

Largest peak-to-trough decline

-24.44%

-50.78%

+26.34%

Max Drawdown (1Y)

Largest decline over 1 year

-6.64%

-40.22%

+33.58%

Max Drawdown (3Y)

Largest decline over 3 years

-9.77%

-50.78%

+41.01%

Max Drawdown (5Y)

Largest decline over 5 years

-21.72%

-50.78%

+29.06%

Max Drawdown (10Y)

Largest decline over 10 years

-22.95%

Current Drawdown

Current decline from peak

-1.17%

-40.22%

+39.05%

Average Drawdown

Average peak-to-trough decline

-3.46%

-18.29%

+14.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.56%

18.59%

-17.03%

Volatility

AOR vs. URNM - Volatility Comparison

The current volatility for iShares Core 60/40 Balanced Allocation ETF (AOR) is 3.13%, while Sprott Uranium Miners ETF (URNM) has a volatility of 12.97%. This indicates that AOR experiences smaller price fluctuations and is considered to be less risky than URNM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AORURNMDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.13%

12.97%

-9.84%

Volatility (6M)

Calculated over the trailing 6-month period

7.62%

41.08%

-33.46%

Volatility (1Y)

Calculated over the trailing 1-year period

8.99%

52.79%

-43.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.66%

48.63%

-37.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.64%

46.98%

-36.34%

AOR vs. URNM - Expense Ratio Comparison

AOR has a 0.15% expense ratio, which is lower than URNM's 0.85% expense ratio.


Dividends

AOR vs. URNM - Dividend Comparison

AOR's dividend yield for the trailing twelve months is around 2.58%, less than URNM's 3.47% yield.


PositionTTM20252024202320222021202020192018201720162015
AOR
iShares Core 60/40 Balanced Allocation ETF
2.58%2.55%2.66%2.50%2.12%1.64%1.89%2.56%2.49%4.51%2.16%2.12%
URNM
Sprott Uranium Miners ETF
3.47%3.18%3.18%3.63%0.00%6.70%2.57%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


AOR and URNM have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

URNM has higher volatility (12.97%) compared to AOR (3.13%). In terms of maximum drawdown, AOR dropped -24.44% vs URNM's -50.78%.

On 5-year performance, URNM leads with 15.58% vs 6.60% for AOR. On fees, AOR is cheaper at 0.15% per year. On volatility, AOR has been the lower-risk option at 3.13%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, URNM has performed better with a 15.58% return vs 6.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

AOR is cheaper with a 0.15% expense ratio, compared with 0.85% for URNM.

URNM has the higher dividend yield at 3.47%, compared with 2.58% for AOR.

AOR is categorized as Diversified Portfolio, while URNM is Uranium. AOR tracks S&P Target Risk Growth Index, while URNM tracks VettaFi Global Uranium Miners Index. They also come from different issuers: iShares and Sprott. Their fees differ too: 0.15% for AOR and 0.85% for URNM.

AOR currently has the higher Sharpe Ratio (1.69 vs 0.26), 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

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