FSPCX vs. URA
FSPCX (Fidelity Select Insurance Portfolio) and URA (Global X Uranium ETF) are both funds - FSPCX is a Financials Equities fund managed by Fidelity, while URA is a Uranium fund tracking the Solactive Global Uranium & Nuclear Components Total Return Index. Over the past 10 years, FSPCX returned 12.26%/yr vs 15.90%/yr for URA. At a 0.37 correlation, their price movements are largely independent. FSPCX charges 0.78%/yr vs 0.69%/yr for URA.
Performance
FSPCX vs. URA - Performance Comparison
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Returns By Period
In the year-to-date period, FSPCX achieves a -0.79% return, which is significantly lower than URA's 6.53% return. Over the past 10 years, FSPCX has underperformed URA with an annualized return of 12.26%, while URA has yielded a comparatively higher 15.90% annualized return.
FSPCX
- 1D
- 0.03%
- 1M
- 2.47%
- YTD
- -0.79%
- 6M
- -0.60%
- 1Y
- -0.58%
- 3Y*
- 14.50%
- 5Y*
- 11.71%
- 10Y*
- 12.26%
URA
- 1D
- 1.54%
- 1M
- -13.30%
- YTD
- 6.53%
- 6M
- 3.57%
- 1Y
- 32.00%
- 3Y*
- 32.17%
- 5Y*
- 18.77%
- 10Y*
- 15.90%
FSPCX vs. URA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FSPCX Fidelity Select Insurance Portfolio | -0.79% | 3.45% | 28.44% | 12.98% | 7.75% | 29.26% | 0.00% | 30.06% | -11.99% | 15.50% |
URA Global X Uranium ETF | 6.53% | 67.18% | -0.58% | 46.25% | -11.32% | 57.57% | 41.33% | -3.54% | -22.11% | 19.36% |
Correlation
The correlation between FSPCX and URA is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Nov 5, 2010 | 0.37 |
The correlation between FSPCX and URA shifts across timeframes, from -0.07 (1 year) to 0.37 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FSPCX vs. URA — Risk / Return Rank
FSPCX
URA
FSPCX vs. URA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Insurance Portfolio (FSPCX) 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.
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.
| FSPCX | URA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.64 | ||
| Sortino ratioReturn per unit of downside risk | -1.11 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.14 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | -0.01 | 1.04 | -1.05 |
| Martin ratioReturn relative to average drawdown | -0.03 | 2.30 | -2.33 |
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Drawdowns
FSPCX vs. URA - Drawdown Comparison
The maximum FSPCX drawdown since its inception was -69.48%, smaller than the maximum URA drawdown of -93.54%. Use the drawdown chart below to compare losses from any high point for FSPCX and URA.
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Drawdown Indicators
| FSPCX | URA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.48% | -93.54% | +24.06% |
Max Drawdown (1Y)Largest decline over 1 year | -9.98% | -31.48% | +21.50% |
Max Drawdown (3Y)Largest decline over 3 years | -11.69% | -37.81% | +26.12% |
Max Drawdown (5Y)Largest decline over 5 years | -16.65% | -37.90% | +21.25% |
Max Drawdown (10Y)Largest decline over 10 years | -43.68% | -61.45% | +17.77% |
Current DrawdownCurrent decline from peak | -5.50% | -48.34% | +42.84% |
Average DrawdownAverage peak-to-trough decline | -9.70% | -74.94% | +65.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.98% | 14.12% | -9.14% |
Volatility
FSPCX vs. URA - Volatility Comparison
The current volatility for Fidelity Select Insurance Portfolio (FSPCX) is 5.74%, while Global X Uranium ETF (URA) has a volatility of 17.69%. This indicates that FSPCX experiences smaller price fluctuations and is considered to be less risky than URA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FSPCX | URA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.74% | 17.69% | -11.95% |
Volatility (6M)Calculated over the trailing 6-month period | 11.31% | 39.95% | -28.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.53% | 51.24% | -35.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.59% | 43.96% | -26.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.12% | 37.91% | -17.79% |
FSPCX vs. URA - Expense Ratio Comparison
FSPCX has a 0.78% expense ratio, which is higher than URA's 0.69% expense ratio.
Dividends
FSPCX vs. URA - Dividend Comparison
FSPCX's dividend yield for the trailing twelve months is around 4.74%, more than URA's 4.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSPCX Fidelity Select Insurance Portfolio | 4.74% | 3.35% | 8.72% | 8.48% | 0.74% | 8.40% | 8.80% | 6.90% | 32.69% | 12.52% | 2.81% | 3.11% |
URA Global X Uranium ETF | 4.58% | 4.88% | 2.86% | 6.07% | 0.76% | 5.84% | 1.69% | 1.66% | 0.44% | 2.03% | 7.28% | 1.96% |
Frequently Asked Questions
FSPCX and URA have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
URA has higher volatility (17.69%) compared to FSPCX (5.74%). In terms of maximum drawdown, FSPCX dropped -69.48% vs URA's -93.54%.
URA currently has the higher Sharpe Ratio (0.64 vs -0.01), 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.
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