HURA.TO vs. AGF-B.TO

Last updated Apr 1, 2026

Compare and contrast key facts about Global X Uranium Index ETF (HURA.TO) and AGF Management Ltd (AGF-B.TO).

HURA.TO is a passively managed fund by Global X that tracks the performance of the Solactive Global Uranium & Nuclear Components Total Return Index. It was launched on May 15, 2019.

Performance

HURA.TO vs. AGF-B.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Uranium Index ETF (HURA.TO) and AGF Management Ltd (AGF-B.TO). The values are adjusted to include any dividend payments, if applicable.

HURA.TO vs. AGF-B.TO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
HURA.TO Global X Uranium Index ETF	11.72%	43.18%	3.05%	61.03%	-4.56%	71.05%	65.97%	-16.96%
AGF-B.TO AGF Management Ltd	25.33%	59.26%	45.89%	15.54%	-10.40%	43.95%	1.07%	25.26%

Returns By Period

In the year-to-date period, HURA.TO achieves a 11.72% return, which is significantly lower than AGF-B.TO's 25.33% return.

HURA.TO

• 1D: 4.70%
• 1M: -8.56%
• YTD: 11.72%
• 6M: -0.03%
• 1Y: 107.11%
• 3Y*: 37.96%
• 5Y*: 27.92%
• 10Y*: —

AGF-B.TO

• 1D: 3.00%
• 1M: -1.32%
• YTD: 25.33%
• 6M: 41.66%
• 1Y: 107.93%
• 3Y*: 43.43%
• 5Y*: 28.58%
• 10Y*: 21.07%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

HURA.TO vs. AGF-B.TO — Risk / Return Rank

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

HURA.TO

HURA.TO Risk / Return Rank: 88
HURA.TO Sharpe Ratio Rank: 94
HURA.TO Sortino Ratio Rank: 93
HURA.TO Omega Ratio Rank: 85
HURA.TO Calmar Ratio Rank: 93
HURA.TO Martin Ratio Rank: 76

AGF-B.TO

AGF-B.TO Risk / Return Rank: 98
AGF-B.TO Sharpe Ratio Rank: 98
AGF-B.TO Sortino Ratio Rank: 98
AGF-B.TO Omega Ratio Rank: 97
AGF-B.TO Calmar Ratio Rank: 98
AGF-B.TO Martin Ratio Rank: 98

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

HURA.TO vs. AGF-B.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Uranium Index ETF (HURA.TO) and AGF Management Ltd (AGF-B.TO). 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.

	HURA.TO	AGF-B.TO	Difference
Sharpe ratio Return per unit of total volatility	2.25	3.74	-1.49
Sortino ratio Return per unit of downside risk	2.86	4.45	-1.59
Omega ratio Gain probability vs. loss probability	1.34	1.58	-0.25
Calmar ratio Return relative to maximum drawdown	3.41	9.47	-6.06
Martin ratio Return relative to average drawdown	8.02	23.16	-15.13
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HURA.TO vs. AGF-B.TO - Sharpe Ratio Comparison

The current HURA.TO Sharpe Ratio is 2.25, which is lower than the AGF-B.TO Sharpe Ratio of 3.74. The chart below compares the historical Sharpe Ratios of HURA.TO and AGF-B.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	HURA.TO	AGF-B.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.25	3.74	-1.49
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.71	1.03	-0.33
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.66	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.77	0.29	+0.48

Correlation

The correlation between HURA.TO and AGF-B.TO is 0.24, 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.

Dividends

HURA.TO vs. AGF-B.TO - Dividend Comparison

HURA.TO's dividend yield for the trailing twelve months is around 0.08%, less than AGF-B.TO's 2.47% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
HURA.TO Global X Uranium Index ETF	0.08%	0.09%	0.75%	1.03%	1.46%	1.26%	0.63%	0.82%	0.00%	0.00%	0.00%	0.00%
AGF-B.TO AGF Management Ltd	2.47%	3.01%	4.26%	5.58%	5.52%	4.07%	5.26%	4.97%	6.64%	3.91%	3.83%	11.35%

Drawdowns

HURA.TO vs. AGF-B.TO - Drawdown Comparison

The maximum HURA.TO drawdown since its inception was -43.51%, smaller than the maximum AGF-B.TO drawdown of -90.57%. Use the drawdown chart below to compare losses from any high point for HURA.TO and AGF-B.TO.

Drawdown Indicators

	HURA.TO	AGF-B.TO	Difference
Max Drawdown Largest peak-to-trough decline	-43.51%	-90.57%	+47.06%
Max Drawdown (1Y) Largest decline over 1 year	-30.61%	-11.75%	-18.86%
Max Drawdown (5Y) Largest decline over 5 years	-42.97%	-29.90%	-13.07%
Max Drawdown (10Y) Largest decline over 10 years	—	-65.63%	—
Current Drawdown Current decline from peak	-22.39%	-1.51%	-20.88%
Average Drawdown Average peak-to-trough decline	-14.35%	-45.96%	+31.61%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.03%	4.81%	+8.22%

Volatility

HURA.TO vs. AGF-B.TO - Volatility Comparison

Global X Uranium Index ETF (HURA.TO) has a higher volatility of 13.09% compared to AGF Management Ltd (AGF-B.TO) at 9.55%. This indicates that HURA.TO's price experiences larger fluctuations and is considered to be riskier than AGF-B.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	HURA.TO	AGF-B.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.09%	9.55%	+3.54%
Volatility (6M) Calculated over the trailing 6-month period	37.50%	19.17%	+18.33%
Volatility (1Y) Calculated over the trailing 1-year period	47.83%	29.05%	+18.78%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	39.88%	27.85%	+12.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	38.67%	32.31%	+6.36%