DYL.AX vs. URG

Last updated Apr 1, 2026

Compare and contrast key facts about Deep Yellow Limited (DYL.AX) and Ur-Energy Inc. (URG).

Performance

DYL.AX vs. URG - Performance Comparison

The chart below illustrates the hypothetical performance of a A$10,000 investment in Deep Yellow Limited (DYL.AX) and Ur-Energy Inc. (URG). The values are adjusted to include any dividend payments, if applicable.

DYL.AX vs. URG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DYL.AX Deep Yellow Limited	-5.16%	63.56%	3.21%	55.71%	-18.60%	84.95%	60.34%	-23.68%	20.63%	-12.50%
URG Ur-Energy Inc.	3.51%	12.09%	-17.81%	34.01%	0.49%	61.20%	24.19%	-9.04%	5.28%	18.91%

Different Trading Currencies

DYL.AX is traded in AUD, while URG is traded in USD. To make them comparable, the URG values have been converted to AUD using the latest available exchange rates.

Returns By Period

In the year-to-date period, DYL.AX achieves a -5.16% return, which is significantly lower than URG's 3.51% return. Over the past 10 years, DYL.AX has outperformed URG with an annualized return of 28.70%, while URG has yielded a comparatively lower 12.52% annualized return.

DYL.AX

• 1D: 2.35%
• 1M: -33.65%
• YTD: -5.16%
• 6M: -10.97%
• 1Y: 64.62%
• 3Y*: 45.20%
• 5Y*: 21.84%
• 10Y*: 28.70%

URG

• 1D: 0.00%
• 1M: -12.09%
• YTD: 3.51%
• 6M: -18.98%
• 1Y: 104.41%
• 3Y*: 10.79%
• 5Y*: 6.65%
• 10Y*: 12.52%

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

Return for Risk

DYL.AX vs. URG — Risk / Return Rank

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

DYL.AX

DYL.AX Risk / Return Rank: 71
DYL.AX Sharpe Ratio Rank: 70
DYL.AX Sortino Ratio Rank: 70
DYL.AX Omega Ratio Rank: 68
DYL.AX Calmar Ratio Rank: 74
DYL.AX Martin Ratio Rank: 73

URG

URG Risk / Return Rank: 81
URG Sharpe Ratio Rank: 84
URG Sortino Ratio Rank: 82
URG Omega Ratio Rank: 78
URG Calmar Ratio Rank: 81
URG Martin Ratio Rank: 78

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.

DYL.AX vs. URG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Deep Yellow Limited (DYL.AX) and Ur-Energy Inc. (URG). 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.

	DYL.AX	URG	Difference
Sharpe ratio Return per unit of total volatility	0.84	1.43	-0.58
Sortino ratio Return per unit of downside risk	1.61	2.12	-0.51
Omega ratio Gain probability vs. loss probability	1.20	1.26	-0.05
Calmar ratio Return relative to maximum drawdown	1.75	2.18	-0.43
Martin ratio Return relative to average drawdown	4.08	4.51	-0.43
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DYL.AX vs. URG - Sharpe Ratio Comparison

The current DYL.AX Sharpe Ratio is 0.84, which is lower than the URG Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of DYL.AX and URG, 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

	DYL.AX	URG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.84	1.43	-0.58
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.30	0.10	+0.20
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.29	0.20	+0.10
Sharpe Ratio (All Time) Calculated using the full available price history	-0.16	0.01	-0.17

Correlation

The correlation between DYL.AX and URG is 0.08, 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

DYL.AX vs. URG - Dividend Comparison

Neither DYL.AX nor URG has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

DYL.AX vs. URG - Drawdown Comparison

The maximum DYL.AX drawdown since its inception was -99.99%, which is greater than URG's maximum drawdown of -84.72%. Use the drawdown chart below to compare losses from any high point for DYL.AX and URG.

Drawdown Indicators

	DYL.AX	URG	Difference
Max Drawdown Largest peak-to-trough decline	-99.99%	-91.13%	-8.86%
Max Drawdown (1Y) Largest decline over 1 year	-44.50%	-45.71%	+1.21%
Max Drawdown (5Y) Largest decline over 5 years	-64.60%	-73.30%	+8.70%
Max Drawdown (10Y) Largest decline over 10 years	-80.83%	-73.30%	-7.53%
Current Drawdown Current decline from peak	-99.85%	-55.96%	-43.89%
Average Drawdown Average peak-to-trough decline	-97.72%	-66.73%	-30.99%
Ulcer Index Depth and duration of drawdowns from previous peaks	19.13%	20.41%	-1.28%

Volatility

DYL.AX vs. URG - Volatility Comparison

Deep Yellow Limited (DYL.AX) and Ur-Energy Inc. (URG) have volatilities of 23.47% and 22.90%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DYL.AX	URG	Difference
Volatility (1M) Calculated over the trailing 1-month period	23.47%	22.90%	+0.57%
Volatility (6M) Calculated over the trailing 6-month period	55.74%	48.41%	+7.33%
Volatility (1Y) Calculated over the trailing 1-year period	76.27%	73.71%	+2.56%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	73.00%	64.76%	+8.24%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	96.92%	64.29%	+32.63%

Financials