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

Correlation

The correlation between HMY and URA is 0.23, 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.


-0.50.00.51.00.2

Performance

HMY vs. URA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Harmony Gold Mining Company Limited (HMY) and Global X Uranium ETF (URA). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
28.91%
23.15%
HMY
URA

Key characteristics

Sharpe Ratio

HMY:

1.47

URA:

-0.21

Sortino Ratio

HMY:

2.16

URA:

-0.04

Omega Ratio

HMY:

1.27

URA:

1.00

Calmar Ratio

HMY:

1.19

URA:

-0.10

Martin Ratio

HMY:

5.29

URA:

-0.60

Ulcer Index

HMY:

15.00%

URA:

12.97%

Daily Std Dev

HMY:

53.78%

URA:

37.39%

Max Drawdown

HMY:

-97.05%

URA:

-93.54%

Current Drawdown

HMY:

-27.43%

URA:

-68.68%

Returns By Period

In the year-to-date period, HMY achieves a 44.34% return, which is significantly higher than URA's 7.95% return. Over the past 10 years, HMY has outperformed URA with an annualized return of 16.37%, while URA has yielded a comparatively lower 6.03% annualized return.


HMY

YTD

44.34%

1M

42.09%

6M

28.92%

1Y

94.78%

5Y*

32.27%

10Y*

16.37%

URA

YTD

7.95%

1M

0.24%

6M

23.16%

1Y

-4.16%

5Y*

26.32%

10Y*

6.03%

*Annualized

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Risk-Adjusted Performance

HMY vs. URA — Risk-Adjusted Performance Rank

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

HMY
The Risk-Adjusted Performance Rank of HMY is 8383
Overall Rank
The Sharpe Ratio Rank of HMY is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of HMY is 8383
Sortino Ratio Rank
The Omega Ratio Rank of HMY is 8080
Omega Ratio Rank
The Calmar Ratio Rank of HMY is 8282
Calmar Ratio Rank
The Martin Ratio Rank of HMY is 8282
Martin Ratio Rank

URA
The Risk-Adjusted Performance Rank of URA is 55
Overall Rank
The Sharpe Ratio Rank of URA is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of URA is 66
Sortino Ratio Rank
The Omega Ratio Rank of URA is 66
Omega Ratio Rank
The Calmar Ratio Rank of URA is 55
Calmar Ratio Rank
The Martin Ratio Rank of URA is 55
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.

HMY vs. URA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Harmony Gold Mining Company Limited (HMY) 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.


Sharpe ratio
The chart of Sharpe ratio for HMY, currently valued at 1.47, compared to the broader market-2.000.002.004.001.47-0.21
The chart of Sortino ratio for HMY, currently valued at 2.16, compared to the broader market-4.00-2.000.002.004.002.16-0.04
The chart of Omega ratio for HMY, currently valued at 1.27, compared to the broader market0.501.001.502.001.271.00
The chart of Calmar ratio for HMY, currently valued at 1.31, compared to the broader market0.002.004.006.001.31-0.10
The chart of Martin ratio for HMY, currently valued at 5.29, compared to the broader market-10.000.0010.0020.005.29-0.60
HMY
URA

The current HMY Sharpe Ratio is 1.47, which is higher than the URA Sharpe Ratio of -0.21. The chart below compares the historical Sharpe Ratios of HMY 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
1.47
-0.21
HMY
URA

Dividends

HMY vs. URA - Dividend Comparison

HMY's dividend yield for the trailing twelve months is around 1.10%, less than URA's 2.65% yield.


TTM20242023202220212020201920182017201620152014
HMY
Harmony Gold Mining Company Limited
1.10%1.58%0.65%1.15%2.24%0.00%0.00%0.00%3.48%1.67%0.00%0.00%
URA
Global X Uranium ETF
2.65%2.86%6.07%0.76%5.85%1.69%1.66%0.45%2.03%7.28%1.96%4.28%

Drawdowns

HMY vs. URA - Drawdown Comparison

The maximum HMY drawdown since its inception was -97.05%, roughly equal to the maximum URA drawdown of -93.54%. Use the drawdown chart below to compare losses from any high point for HMY and URA. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%SeptemberOctoberNovemberDecember2025February
-13.80%
-68.68%
HMY
URA

Volatility

HMY vs. URA - Volatility Comparison

The current volatility for Harmony Gold Mining Company Limited (HMY) is 11.44%, while Global X Uranium ETF (URA) has a volatility of 16.23%. This indicates that HMY 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.


10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
11.44%
16.23%
HMY
URA
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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