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EPGIX vs. U-UN.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EPGIX vs. U-UN.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in EuroPac Gold Fund Class I (EPGIX) and Sprott Physical Uranium Trust Fund (U-UN.TO). The values are adjusted to include any dividend payments, if applicable.

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EPGIX vs. U-UN.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
EPGIX
EuroPac Gold Fund Class I
5.76%129.72%8.80%2.51%-13.84%-17.82%37.43%37.47%5.95%
U-UN.TO
Sprott Physical Uranium Trust Fund
3.59%13.10%-18.98%82.59%7.23%182.62%22.75%-4.38%-10.99%
Different Trading Currencies

EPGIX is traded in USD, while U-UN.TO is traded in CAD. To make them comparable, the U-UN.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, EPGIX achieves a 5.76% return, which is significantly higher than U-UN.TO's 3.59% return.


EPGIX

1D
6.99%
1M
-19.17%
YTD
5.76%
6M
17.74%
1Y
94.48%
3Y*
33.33%
5Y*
16.56%
10Y*

U-UN.TO

1D
0.18%
1M
-3.25%
YTD
3.59%
6M
1.56%
1Y
39.61%
3Y*
20.10%
5Y*
36.15%
10Y*
19.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EPGIX vs. U-UN.TO - Expense Ratio Comparison

EPGIX has a 1.12% expense ratio, which is higher than U-UN.TO's 0.60% expense ratio.


Return for Risk

EPGIX vs. U-UN.TO — Risk / Return Rank

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

EPGIX
EPGIX Risk / Return Rank: 9292
Overall Rank
EPGIX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
EPGIX Sortino Ratio Rank: 9090
Sortino Ratio Rank
EPGIX Omega Ratio Rank: 8888
Omega Ratio Rank
EPGIX Calmar Ratio Rank: 9494
Calmar Ratio Rank
EPGIX Martin Ratio Rank: 9494
Martin Ratio Rank

U-UN.TO
U-UN.TO Risk / Return Rank: 4444
Overall Rank
U-UN.TO Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
U-UN.TO Sortino Ratio Rank: 4848
Sortino Ratio Rank
U-UN.TO Omega Ratio Rank: 3333
Omega Ratio Rank
U-UN.TO Calmar Ratio Rank: 6565
Calmar Ratio Rank
U-UN.TO Martin Ratio Rank: 3434
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.

EPGIX vs. U-UN.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for EuroPac Gold Fund Class I (EPGIX) and Sprott Physical Uranium Trust Fund (U-UN.TO). 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.


EPGIXU-UN.TODifference

Sharpe ratio

Return per unit of total volatility

2.42

1.03

+1.39

Sortino ratio

Return per unit of downside risk

2.63

1.58

+1.05

Omega ratio

Gain probability vs. loss probability

1.40

1.19

+0.20

Calmar ratio

Return relative to maximum drawdown

3.24

1.84

+1.40

Martin ratio

Return relative to average drawdown

12.76

4.54

+8.22

EPGIX vs. U-UN.TO - Sharpe Ratio Comparison

The current EPGIX Sharpe Ratio is 2.42, which is higher than the U-UN.TO Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of EPGIX and U-UN.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EPGIXU-UN.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.42

1.03

+1.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.54

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.20

+0.40

Correlation

The correlation between EPGIX and U-UN.TO is 0.28, 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

EPGIX vs. U-UN.TO - Dividend Comparison

EPGIX's dividend yield for the trailing twelve months is around 6.59%, while U-UN.TO has not paid dividends to shareholders.


TTM202520242023202220212020
EPGIX
EuroPac Gold Fund Class I
6.59%6.96%10.56%0.00%0.00%2.76%8.83%
U-UN.TO
Sprott Physical Uranium Trust Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EPGIX vs. U-UN.TO - Drawdown Comparison

The maximum EPGIX drawdown since its inception was -50.71%, smaller than the maximum U-UN.TO drawdown of -77.11%. Use the drawdown chart below to compare losses from any high point for EPGIX and U-UN.TO.


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Drawdown Indicators


EPGIXU-UN.TODifference

Max Drawdown

Largest peak-to-trough decline

-50.71%

-83.06%

+32.35%

Max Drawdown (1Y)

Largest decline over 1 year

-28.88%

-21.81%

-7.07%

Max Drawdown (5Y)

Largest decline over 5 years

-47.38%

-45.84%

-1.54%

Max Drawdown (10Y)

Largest decline over 10 years

-45.84%

Current Drawdown

Current decline from peak

-19.38%

-16.78%

-2.60%

Average Drawdown

Average peak-to-trough decline

-18.62%

-52.15%

+33.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.34%

8.93%

-1.59%

Volatility

EPGIX vs. U-UN.TO - Volatility Comparison

EuroPac Gold Fund Class I (EPGIX) has a higher volatility of 16.75% compared to Sprott Physical Uranium Trust Fund (U-UN.TO) at 11.04%. This indicates that EPGIX's price experiences larger fluctuations and is considered to be riskier than U-UN.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EPGIXU-UN.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

16.75%

11.04%

+5.71%

Volatility (6M)

Calculated over the trailing 6-month period

32.42%

27.81%

+4.61%

Volatility (1Y)

Calculated over the trailing 1-year period

39.05%

38.85%

+0.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.11%

68.04%

-35.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.69%

52.33%

-18.64%