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LEU vs. URNM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LEU and URNM is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

LEU vs. URNM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Centrus Energy Corp. (LEU) and NorthShore Global Uranium Mining ETF (URNM). The values are adjusted to include any dividend payments, if applicable.

500.00%1,000.00%1,500.00%2,000.00%JulyAugustSeptemberOctoberNovemberDecember
1,092.86%
273.80%
LEU
URNM

Key characteristics

Sharpe Ratio

LEU:

0.34

URNM:

-0.25

Sortino Ratio

LEU:

1.11

URNM:

-0.09

Omega Ratio

LEU:

1.14

URNM:

0.99

Calmar Ratio

LEU:

0.28

URNM:

-0.27

Martin Ratio

LEU:

1.23

URNM:

-0.55

Ulcer Index

LEU:

22.74%

URNM:

18.14%

Daily Std Dev

LEU:

81.45%

URNM:

39.89%

Max Drawdown

LEU:

-99.98%

URNM:

-42.55%

Current Drawdown

LEU:

-99.01%

URNM:

-29.15%

Returns By Period

In the year-to-date period, LEU achieves a 22.77% return, which is significantly higher than URNM's -13.68% return.


LEU

YTD

22.77%

1M

-11.10%

6M

52.69%

1Y

23.34%

5Y*

55.81%

10Y*

31.80%

URNM

YTD

-13.68%

1M

-16.23%

6M

-18.43%

1Y

-15.11%

5Y*

29.71%

10Y*

N/A

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Risk-Adjusted Performance

LEU vs. URNM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Centrus Energy Corp. (LEU) and NorthShore Global Uranium Mining ETF (URNM). 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 LEU, currently valued at 0.34, compared to the broader market-4.00-2.000.002.000.34-0.25
The chart of Sortino ratio for LEU, currently valued at 1.11, compared to the broader market-4.00-2.000.002.004.001.11-0.09
The chart of Omega ratio for LEU, currently valued at 1.14, compared to the broader market0.501.001.502.001.140.99
The chart of Calmar ratio for LEU, currently valued at 0.48, compared to the broader market0.002.004.006.000.48-0.27
The chart of Martin ratio for LEU, currently valued at 1.23, compared to the broader market-5.000.005.0010.0015.0020.0025.001.23-0.55
LEU
URNM

The current LEU Sharpe Ratio is 0.34, which is higher than the URNM Sharpe Ratio of -0.25. The chart below compares the historical Sharpe Ratios of LEU and URNM, 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 Ratio-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.34
-0.25
LEU
URNM

Dividends

LEU vs. URNM - Dividend Comparison

LEU has not paid dividends to shareholders, while URNM's dividend yield for the trailing twelve months is around 3.15%.


TTM2023202220212020
LEU
Centrus Energy Corp.
0.00%0.00%0.00%0.00%0.00%
URNM
NorthShore Global Uranium Mining ETF
3.15%3.63%0.00%6.70%2.57%

Drawdowns

LEU vs. URNM - Drawdown Comparison

The maximum LEU drawdown since its inception was -99.98%, which is greater than URNM's maximum drawdown of -42.55%. Use the drawdown chart below to compare losses from any high point for LEU and URNM. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-39.01%
-29.15%
LEU
URNM

Volatility

LEU vs. URNM - Volatility Comparison

Centrus Energy Corp. (LEU) has a higher volatility of 24.33% compared to NorthShore Global Uranium Mining ETF (URNM) at 8.77%. This indicates that LEU's price experiences larger fluctuations and is considered to be riskier than URNM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
24.33%
8.77%
LEU
URNM
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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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