PortfoliosLab logoPortfoliosLab logo
HURA.TO vs. ZCLN.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HURA.TO vs. ZCLN.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 BMO Clean Energy Index ETF (ZCLN.TO). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

HURA.TO vs. ZCLN.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
HURA.TO
Global X Uranium Index ETF
11.72%43.18%3.05%61.03%-4.56%74.48%
ZCLN.TO
BMO Clean Energy Index ETF
12.59%37.90%-20.23%-20.37%1.41%-34.06%

Returns By Period

In the year-to-date period, HURA.TO achieves a 11.72% return, which is significantly lower than ZCLN.TO's 12.59% 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*

ZCLN.TO

1D
3.39%
1M
2.58%
YTD
12.59%
6M
16.82%
1Y
55.63%
3Y*
-0.61%
5Y*
-2.35%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


HURA.TO vs. ZCLN.TO - Expense Ratio Comparison

HURA.TO has a 0.98% expense ratio, which is higher than ZCLN.TO's 0.39% expense ratio.


Return for Risk

HURA.TO vs. ZCLN.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: 8888
Overall Rank
HURA.TO Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
HURA.TO Sortino Ratio Rank: 9393
Sortino Ratio Rank
HURA.TO Omega Ratio Rank: 8585
Omega Ratio Rank
HURA.TO Calmar Ratio Rank: 9393
Calmar Ratio Rank
HURA.TO Martin Ratio Rank: 7676
Martin Ratio Rank

ZCLN.TO
ZCLN.TO Risk / Return Rank: 9191
Overall Rank
ZCLN.TO Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
ZCLN.TO Sortino Ratio Rank: 9292
Sortino Ratio Rank
ZCLN.TO Omega Ratio Rank: 8484
Omega Ratio Rank
ZCLN.TO Calmar Ratio Rank: 9595
Calmar Ratio Rank
ZCLN.TO Martin Ratio Rank: 9090
Martin Ratio Rank
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. ZCLN.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Uranium Index ETF (HURA.TO) and BMO Clean Energy Index ETF (ZCLN.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.TOZCLN.TODifference

Sharpe ratio

Return per unit of total volatility

2.25

2.10

+0.16

Sortino ratio

Return per unit of downside risk

2.86

2.77

+0.09

Omega ratio

Gain probability vs. loss probability

1.34

1.34

0.00

Calmar ratio

Return relative to maximum drawdown

3.41

4.23

-0.82

Martin ratio

Return relative to average drawdown

8.02

11.99

-3.97

HURA.TO vs. ZCLN.TO - Sharpe Ratio Comparison

The current HURA.TO Sharpe Ratio is 2.25, which is comparable to the ZCLN.TO Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of HURA.TO and ZCLN.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.


Loading graphics...

Sharpe Ratios by Period


HURA.TOZCLN.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.25

2.10

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

-0.09

+0.80

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

-0.29

+1.06

Correlation

The correlation between HURA.TO and ZCLN.TO is 0.31, 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. ZCLN.TO - Dividend Comparison

HURA.TO's dividend yield for the trailing twelve months is around 0.08%, less than ZCLN.TO's 1.52% yield.


TTM2025202420232022202120202019
HURA.TO
Global X Uranium Index ETF
0.08%0.09%0.75%1.03%1.46%1.26%0.63%0.82%
ZCLN.TO
BMO Clean Energy Index ETF
1.52%1.71%2.13%1.37%0.93%0.83%0.00%0.00%

Drawdowns

HURA.TO vs. ZCLN.TO - Drawdown Comparison

The maximum HURA.TO drawdown since its inception was -43.51%, smaller than the maximum ZCLN.TO drawdown of -61.07%. Use the drawdown chart below to compare losses from any high point for HURA.TO and ZCLN.TO.


Loading graphics...

Drawdown Indicators


HURA.TOZCLN.TODifference

Max Drawdown

Largest peak-to-trough decline

-43.51%

-61.07%

+17.56%

Max Drawdown (1Y)

Largest decline over 1 year

-30.61%

-12.95%

-17.66%

Max Drawdown (5Y)

Largest decline over 5 years

-42.97%

-50.26%

+7.29%

Current Drawdown

Current decline from peak

-22.39%

-34.06%

+11.67%

Average Drawdown

Average peak-to-trough decline

-14.35%

-40.99%

+26.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.03%

4.57%

+8.46%

Volatility

HURA.TO vs. ZCLN.TO - Volatility Comparison

Global X Uranium Index ETF (HURA.TO) has a higher volatility of 13.09% compared to BMO Clean Energy Index ETF (ZCLN.TO) at 10.35%. This indicates that HURA.TO's price experiences larger fluctuations and is considered to be riskier than ZCLN.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


HURA.TOZCLN.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

13.09%

10.35%

+2.74%

Volatility (6M)

Calculated over the trailing 6-month period

37.50%

21.15%

+16.35%

Volatility (1Y)

Calculated over the trailing 1-year period

47.83%

26.67%

+21.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.88%

25.78%

+14.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.67%

26.94%

+11.73%