BRCAX vs. SRUUF

Last updated Apr 1, 2026

Compare and contrast key facts about Invesco Balanced-Risk Commodity Strategy Fund Class A (BRCAX) and Sprott Physical Uranium Trust Fund (SRUUF).

BRCAX is managed by Invesco. It was launched on Nov 30, 2010. SRUUF is an actively managed fund by Sprott. It was launched on Jul 19, 2021.

Performance

BRCAX vs. SRUUF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Balanced-Risk Commodity Strategy Fund Class A (BRCAX) and Sprott Physical Uranium Trust Fund (SRUUF). The values are adjusted to include any dividend payments, if applicable.

BRCAX vs. SRUUF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
BRCAX Invesco Balanced-Risk Commodity Strategy Fund Class A	27.94%	18.41%	5.47%	-3.44%	7.77%	2.22%
SRUUF Sprott Physical Uranium Trust Fund	3.76%	12.66%	-18.89%	82.09%	7.65%	17.26%

Returns By Period

In the year-to-date period, BRCAX achieves a 27.94% return, which is significantly higher than SRUUF's 3.76% return.

BRCAX

• 1D: 0.84%
• 1M: 11.88%
• YTD: 27.94%
• 6M: 36.77%
• 1Y: 42.90%
• 3Y*: 16.42%
• 5Y*: 13.17%
• 10Y*: 8.46%

SRUUF

• 1D: 5.15%
• 1M: -0.54%
• YTD: 3.76%
• 6M: 0.85%
• 1Y: 41.75%
• 3Y*: 19.90%
• 5Y*: —
• 10Y*: —

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

BRCAX vs. SRUUF - Expense Ratio Comparison

BRCAX has a 1.40% expense ratio, which is higher than SRUUF's 0.70% expense ratio.

BRCAX

Invesco Balanced-Risk Commodity Strategy Fund Class A

SRUUF

Sprott Physical Uranium Trust Fund

Return for Risk

BRCAX vs. SRUUF — Risk / Return Rank

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

BRCAX

BRCAX Risk / Return Rank: 96
BRCAX Sharpe Ratio Rank: 97
BRCAX Sortino Ratio Rank: 95
BRCAX Omega Ratio Rank: 94
BRCAX Calmar Ratio Rank: 98
BRCAX Martin Ratio Rank: 97

SRUUF

SRUUF Risk / Return Rank: 59
SRUUF Sharpe Ratio Rank: 59
SRUUF Sortino Ratio Rank: 64
SRUUF Omega Ratio Rank: 48
SRUUF Calmar Ratio Rank: 79
SRUUF Martin Ratio Rank: 47

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.

BRCAX vs. SRUUF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Balanced-Risk Commodity Strategy Fund Class A (BRCAX) and Sprott Physical Uranium Trust Fund (SRUUF). 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.

	BRCAX	SRUUF	Difference
Sharpe ratio Return per unit of total volatility	2.58	1.11	+1.47
Sortino ratio Return per unit of downside risk	3.11	1.66	+1.45
Omega ratio Gain probability vs. loss probability	1.48	1.21	+0.27
Calmar ratio Return relative to maximum drawdown	4.74	1.92	+2.83
Martin ratio Return relative to average drawdown	15.98	4.77	+11.21
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BRCAX vs. SRUUF - Sharpe Ratio Comparison

The current BRCAX Sharpe Ratio is 2.58, which is higher than the SRUUF Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of BRCAX and SRUUF, 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

	BRCAX	SRUUF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.58	1.11	+1.47
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.85	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.60	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.16	0.43	-0.27

Correlation

The correlation between BRCAX and SRUUF 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

BRCAX vs. SRUUF - Dividend Comparison

BRCAX's dividend yield for the trailing twelve months is around 10.95%, while SRUUF has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
BRCAX Invesco Balanced-Risk Commodity Strategy Fund Class A	10.95%	14.02%	4.85%	3.80%	9.98%	16.92%	0.00%	0.89%	0.17%	0.00%	2.58%
SRUUF Sprott Physical Uranium Trust Fund	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

BRCAX vs. SRUUF - Drawdown Comparison

The maximum BRCAX drawdown since its inception was -60.98%, which is greater than SRUUF's maximum drawdown of -48.68%. Use the drawdown chart below to compare losses from any high point for BRCAX and SRUUF.

Drawdown Indicators

	BRCAX	SRUUF	Difference
Max Drawdown Largest peak-to-trough decline	-60.98%	-48.68%	-12.30%
Max Drawdown (1Y) Largest decline over 1 year	-9.22%	-22.98%	+13.76%
Max Drawdown (5Y) Largest decline over 5 years	-20.66%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-38.44%	—	—
Current Drawdown Current decline from peak	-0.12%	-19.39%	+19.27%
Average Drawdown Average peak-to-trough decline	-28.81%	-21.88%	-6.93%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.74%	9.25%	-6.51%

Volatility

BRCAX vs. SRUUF - Volatility Comparison

The current volatility for Invesco Balanced-Risk Commodity Strategy Fund Class A (BRCAX) is 7.20%, while Sprott Physical Uranium Trust Fund (SRUUF) has a volatility of 11.92%. This indicates that BRCAX experiences smaller price fluctuations and is considered to be less risky than SRUUF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BRCAX	SRUUF	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.20%	11.92%	-4.72%
Volatility (6M) Calculated over the trailing 6-month period	14.88%	27.44%	-12.56%
Volatility (1Y) Calculated over the trailing 1-year period	17.16%	37.98%	-20.82%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.64%	42.29%	-26.65%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.27%	42.29%	-28.02%