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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.

-20.00%-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
-8.89%
-5.03%
HMY
URA

Key characteristics

Sharpe Ratio

HMY:

0.62

URA:

-0.01

Sortino Ratio

HMY:

1.27

URA:

0.25

Omega Ratio

HMY:

1.15

URA:

1.03

Calmar Ratio

HMY:

0.50

URA:

-0.00

Martin Ratio

HMY:

2.45

URA:

-0.03

Ulcer Index

HMY:

13.72%

URA:

12.62%

Daily Std Dev

HMY:

54.36%

URA:

35.91%

Max Drawdown

HMY:

-97.06%

URA:

-93.54%

Current Drawdown

HMY:

-49.09%

URA:

-70.38%

Returns By Period

In the year-to-date period, HMY achieves a 37.05% return, which is significantly higher than URA's 1.53% return. Over the past 10 years, HMY has outperformed URA with an annualized return of 17.33%, while URA has yielded a comparatively lower 5.03% annualized return.


HMY

YTD

37.05%

1M

-10.26%

6M

-8.89%

1Y

32.52%

5Y*

19.79%

10Y*

17.33%

URA

YTD

1.53%

1M

-11.56%

6M

-5.04%

1Y

1.21%

5Y*

24.07%

10Y*

5.03%

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Risk-Adjusted Performance

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 0.62, compared to the broader market-4.00-2.000.002.000.62-0.01
The chart of Sortino ratio for HMY, currently valued at 1.27, compared to the broader market-4.00-2.000.002.004.001.270.25
The chart of Omega ratio for HMY, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.03
The chart of Calmar ratio for HMY, currently valued at 0.55, compared to the broader market0.002.004.006.000.55-0.00
The chart of Martin ratio for HMY, currently valued at 2.45, compared to the broader market0.0010.0020.002.45-0.03
HMY
URA

The current HMY Sharpe Ratio is 0.62, which is higher than the URA Sharpe Ratio of -0.01. 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.62
-0.01
HMY
URA

Dividends

HMY vs. URA - Dividend Comparison

HMY's dividend yield for the trailing twelve months is around 1.56%, less than URA's 6.08% yield.


TTM20232022202120202019201820172016201520142013
HMY
Harmony Gold Mining Company Limited
1.56%0.65%1.15%2.24%0.00%0.00%0.00%3.48%1.67%0.00%0.00%2.21%
URA
Global X Uranium ETF
6.08%6.07%0.76%5.85%1.69%1.66%0.45%2.03%7.28%1.96%4.28%0.54%

Drawdowns

HMY vs. URA - Drawdown Comparison

The maximum HMY drawdown since its inception was -97.06%, 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%JulyAugustSeptemberOctoberNovemberDecember
-39.55%
-70.38%
HMY
URA

Volatility

HMY vs. URA - Volatility Comparison

Harmony Gold Mining Company Limited (HMY) has a higher volatility of 11.69% compared to Global X Uranium ETF (URA) at 7.27%. This indicates that HMY'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.


10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
11.69%
7.27%
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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