HURA.TO vs. BTC-USD

Last updated Apr 2, 2026

Compare and contrast key facts about Global X Uranium Index ETF (HURA.TO) and Bitcoin (BTC-USD).

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. BTC-USD - Performance Comparison

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

HURA.TO vs. BTC-USD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
HURA.TO Global X Uranium Index ETF	15.05%	43.18%	3.05%	61.03%	-4.56%	71.05%	65.97%	-16.96%
BTC-USD Bitcoin	-20.64%	-10.57%	139.80%	149.06%	-61.52%	57.96%	297.73%	-12.33%

Different Trading Currencies

HURA.TO is traded in CAD, while BTC-USD is traded in USD. To make them comparable, the BTC-USD values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, HURA.TO achieves a 15.05% return, which is significantly higher than BTC-USD's -20.98% return.

HURA.TO

• 1D: 2.98%
• 1M: -9.81%
• YTD: 15.05%
• 6M: 2.29%
• 1Y: 112.57%
• 3Y*: 39.31%
• 5Y*: 28.67%
• 10Y*: —

BTC-USD

• 1D: 0.00%
• 1M: 0.81%
• YTD: -20.98%
• 6M: -42.62%
• 1Y: -22.11%
• 3Y*: 35.59%
• 5Y*: 5.05%
• 10Y*: 67.44%

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

Return for Risk

HURA.TO vs. BTC-USD — 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: 94
HURA.TO Omega Ratio Rank: 84
HURA.TO Calmar Ratio Rank: 93
HURA.TO Martin Ratio Rank: 76

BTC-USD

BTC-USD Risk / Return Rank: 43
BTC-USD Sharpe Ratio Rank: 61
BTC-USD Sortino Ratio Rank: 55
BTC-USD Omega Ratio Rank: 51
BTC-USD Calmar Ratio Rank: 43
BTC-USD Martin Ratio Rank: 4

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. BTC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Uranium Index ETF (HURA.TO) and Bitcoin (BTC-USD). 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	BTC-USD	Difference
Sharpe ratio Return per unit of total volatility	2.36	-0.51	+2.87
Sortino ratio Return per unit of downside risk	2.95	-0.48	+3.43
Omega ratio Gain probability vs. loss probability	1.35	0.95	+0.40
Calmar ratio Return relative to maximum drawdown	3.70	-1.06	+4.76
Martin ratio Return relative to average drawdown	8.66	-1.91	+10.57
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. BTC-USD - Sharpe Ratio Comparison

The current HURA.TO Sharpe Ratio is 2.36, which is higher than the BTC-USD Sharpe Ratio of -0.51. The chart below compares the historical Sharpe Ratios of HURA.TO and BTC-USD, 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	BTC-USD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.36	-0.51	+2.87
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.72	0.09	+0.63
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	1.01	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.79	1.24	-0.46

Correlation

The correlation between HURA.TO and BTC-USD is 0.14, 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.

Drawdowns

HURA.TO vs. BTC-USD - Drawdown Comparison

The maximum HURA.TO drawdown since its inception was -43.51%, smaller than the maximum BTC-USD drawdown of -83.55%. Use the drawdown chart below to compare losses from any high point for HURA.TO and BTC-USD.

Drawdown Indicators

	HURA.TO	BTC-USD	Difference
Max Drawdown Largest peak-to-trough decline	-43.51%	-85.30%	+41.79%
Max Drawdown (1Y) Largest decline over 1 year	-30.61%	-49.65%	+19.04%
Max Drawdown (5Y) Largest decline over 5 years	-42.97%	-76.67%	+33.70%
Max Drawdown (10Y) Largest decline over 10 years	—	-83.80%	—
Current Drawdown Current decline from peak	-20.08%	-45.02%	+24.94%
Average Drawdown Average peak-to-trough decline	-14.36%	-41.99%	+27.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.09%	27.60%	-14.51%

Volatility

HURA.TO vs. BTC-USD - Volatility Comparison

The current volatility for Global X Uranium Index ETF (HURA.TO) is 12.54%, while Bitcoin (BTC-USD) has a volatility of 14.06%. This indicates that HURA.TO experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	HURA.TO	BTC-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.54%	14.06%	-1.52%
Volatility (6M) Calculated over the trailing 6-month period	37.61%	35.89%	+1.72%
Volatility (1Y) Calculated over the trailing 1-year period	47.88%	36.39%	+11.49%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	39.85%	45.57%	-5.72%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	38.68%	55.26%	-16.58%