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FG vs. URA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FG and URA is 0.37, 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.


Performance

FG vs. URA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in F&G Annuities & Life Inc. (FG) and Global X Uranium ETF (URA). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FG:

-0.48

URA:

0.10

Sortino Ratio

FG:

-0.44

URA:

0.25

Omega Ratio

FG:

0.94

URA:

1.03

Calmar Ratio

FG:

-0.63

URA:

-0.02

Martin Ratio

FG:

-1.57

URA:

-0.07

Ulcer Index

FG:

15.05%

URA:

17.23%

Daily Std Dev

FG:

46.93%

URA:

40.57%

Max Drawdown

FG:

-37.50%

URA:

-93.54%

Current Drawdown

FG:

-34.29%

URA:

-65.52%

Returns By Period

In the year-to-date period, FG achieves a -23.06% return, which is significantly lower than URA's 18.86% return.


FG

YTD

-23.06%

1M

-6.90%

6M

-31.97%

1Y

-22.45%

3Y*

N/A

5Y*

N/A

10Y*

N/A

URA

YTD

18.86%

1M

29.44%

6M

-1.29%

1Y

2.25%

3Y*

18.44%

5Y*

28.94%

10Y*

7.21%

*Annualized

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F&G Annuities & Life Inc.

Global X Uranium ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

FG vs. URA — Risk-Adjusted Performance Rank

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

FG
The Risk-Adjusted Performance Rank of FG is 1818
Overall Rank
The Sharpe Ratio Rank of FG is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of FG is 2424
Sortino Ratio Rank
The Omega Ratio Rank of FG is 2424
Omega Ratio Rank
The Calmar Ratio Rank of FG is 1212
Calmar Ratio Rank
The Martin Ratio Rank of FG is 55
Martin Ratio Rank

URA
The Risk-Adjusted Performance Rank of URA is 2121
Overall Rank
The Sharpe Ratio Rank of URA is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of URA is 2323
Sortino Ratio Rank
The Omega Ratio Rank of URA is 2222
Omega Ratio Rank
The Calmar Ratio Rank of URA is 1818
Calmar Ratio Rank
The Martin Ratio Rank of URA is 1717
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FG vs. URA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for F&G Annuities & Life Inc. (FG) and Global X Uranium ETF (URA). 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.


The current FG Sharpe Ratio is -0.48, which is lower than the URA Sharpe Ratio of 0.10. The chart below compares the historical Sharpe Ratios of FG and URA, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

FG vs. URA - Dividend Comparison

FG's dividend yield for the trailing twelve months is around 2.71%, more than URA's 2.41% yield.


TTM20242023202220212020201920182017201620152014
FG
F&G Annuities & Life Inc.
2.71%2.05%1.76%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
URA
Global X Uranium ETF
2.41%2.86%6.07%0.76%5.85%1.69%1.66%0.45%2.03%7.28%1.96%4.28%

Drawdowns

FG vs. URA - Drawdown Comparison

The maximum FG drawdown since its inception was -37.50%, smaller than the maximum URA drawdown of -93.54%. Use the drawdown chart below to compare losses from any high point for FG and URA.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

FG vs. URA - Volatility Comparison

F&G Annuities & Life Inc. (FG) has a higher volatility of 17.74% compared to Global X Uranium ETF (URA) at 11.43%. This indicates that FG's price experiences larger fluctuations and is considered to be riskier than URA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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