GFI vs. URA
GFI (Gold Fields Limited) is a stock, while URA (Global X Uranium ETF) is Commodity Producers Equities fund tracking the Solactive Global Uranium & Nuclear Components Total Return Index. Over the past 10 years, GFI returned 27.45%/yr vs 15.90%/yr for URA. At a 0.25 correlation, their price movements are largely independent.
Performance
GFI vs. URA - Performance Comparison
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Returns By Period
In the year-to-date period, GFI achieves a -13.96% return, which is significantly lower than URA's 6.53% return. Over the past 10 years, GFI has outperformed URA with an annualized return of 27.45%, while URA has yielded a comparatively lower 15.90% annualized return.
GFI
- 1D
- 1.67%
- 1M
- -18.49%
- YTD
- -13.96%
- 6M
- -13.63%
- 1Y
- 50.40%
- 3Y*
- 39.19%
- 5Y*
- 32.03%
- 10Y*
- 27.45%
URA
- 1D
- 1.54%
- 1M
- -14.61%
- YTD
- 6.53%
- 6M
- 3.57%
- 1Y
- 32.44%
- 3Y*
- 32.17%
- 5Y*
- 18.77%
- 10Y*
- 15.90%
GFI vs. URA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GFI Gold Fields Limited | -13.96% | 240.42% | -6.27% | 44.90% | -2.61% | 23.33% | 43.02% | 89.47% | -16.75% | 45.29% |
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 GFI and URA is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Nov 5, 2010 | 0.25 |
Over the past year, GFI and URA have become more correlated (0.46) than their long-term average of 0.25, meaning their price movements have been converging.
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Return for Risk
GFI vs. URA — Risk / Return Rank
GFI
URA
GFI vs. URA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Gold Fields Limited (GFI) 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.
| GFI | URA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.21 | ||
| Sortino ratioReturn per unit of downside risk | +0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.14 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.15 | 1.04 | +0.12 |
| Martin ratioReturn relative to average drawdown | 3.06 | 2.30 | +0.76 |
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Drawdowns
GFI vs. URA - Drawdown Comparison
The maximum GFI drawdown since its inception was -88.05%, smaller than the maximum URA drawdown of -93.54%. Use the drawdown chart below to compare losses from any high point for GFI and URA.
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Drawdown Indicators
| GFI | URA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.05% | -93.54% | +5.49% |
Max Drawdown (1Y)Largest decline over 1 year | -43.90% | -31.48% | -12.42% |
Max Drawdown (3Y)Largest decline over 3 years | -43.90% | -37.81% | -6.09% |
Max Drawdown (5Y)Largest decline over 5 years | -56.22% | -37.90% | -18.32% |
Max Drawdown (10Y)Largest decline over 10 years | -63.09% | -61.45% | -1.64% |
Current DrawdownCurrent decline from peak | -38.93% | -48.34% | +9.41% |
Average DrawdownAverage peak-to-trough decline | -44.25% | -74.94% | +30.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.51% | 14.12% | +2.39% |
Volatility
GFI vs. URA - Volatility Comparison
Gold Fields Limited (GFI) and Global X Uranium ETF (URA) have volatilities of 17.70% and 17.69%, 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.
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Volatility by Period
| GFI | URA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.70% | 17.69% | +0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 46.40% | 39.95% | +6.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 59.94% | 51.24% | +8.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 52.37% | 43.96% | +8.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 54.90% | 37.91% | +16.99% |
Dividends
GFI vs. URA - Dividend Comparison
GFI's dividend yield for the trailing twelve months is around 5.04%, more than URA's 4.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GFI Gold Fields Limited | 5.04% | 1.77% | 2.94% | 2.87% | 3.40% | 3.24% | 1.72% | 0.81% | 1.61% | 1.41% | 1.35% | 0.60% |
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
GFI and URA have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GFI has higher volatility (17.70%) compared to URA (17.69%). In terms of maximum drawdown, GFI dropped -88.05% vs URA's -93.54%.
GFI currently has the higher Sharpe Ratio (0.85 vs 0.64), 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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