LEU vs. URNM
Compare and contrast key facts about Centrus Energy Corp. (LEU) and NorthShore Global Uranium Mining ETF (URNM).
URNM is a passively managed fund by Exchange Traded Concepts that tracks the performance of the North Shore Global Uranium Mining Index. It was launched on Dec 3, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LEU or URNM.
Key characteristics
| LEU | URNM | |
|---|---|---|
| YTD Return | 68.33% | -4.89% |
| 1Y Return | 81.26% | 4.36% |
| 3Y Return (Ann) | 2.30% | 0.55% |
| Sharpe Ratio | 1.07 | 0.14 |
| Sortino Ratio | 1.89 | 0.50 |
| Omega Ratio | 1.25 | 1.06 |
| Calmar Ratio | 0.81 | 0.15 |
| Martin Ratio | 3.96 | 0.33 |
| Ulcer Index | 20.46% | 16.67% |
| Daily Std Dev | 75.79% | 40.26% |
| Max Drawdown | -99.98% | -42.55% |
| Current Drawdown | -98.65% | -21.94% |
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.
Performance
LEU vs. URNM - Performance Comparison
In the year-to-date period, LEU achieves a 68.33% return, which is significantly higher than URNM's -4.89% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
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 3.81%.
| TTM | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|
LEU Centrus Energy Corp. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
URNM NorthShore Global Uranium Mining ETF | 3.81% | 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.
Volatility
LEU vs. URNM - Volatility Comparison
Centrus Energy Corp. (LEU) has a higher volatility of 51.86% compared to NorthShore Global Uranium Mining ETF (URNM) at 10.12%. 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.