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LEU vs. URNM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LEU vs. URNM - Performance Comparison

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

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Returns By Period

In the year-to-date period, LEU achieves a -27.12% return, which is significantly lower than URNM's -11.51% return.


LEU

1D
0.10%
1M
9.13%
6M
-36.42%
YTD
-27.12%
1Y
-15.07%
3Y*
68.38%
5Y*
50.14%
10Y*
49.65%
ALL TIME*
-8.54%

URNM

1D
-1.78%
1M
-8.06%
6M
-34.68%
YTD
-11.51%
1Y
12.09%
3Y*
15.53%
5Y*
13.97%
10Y*
ALL TIME*
25.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$119.87M$138.14M$155.66M
$16.15M$21.14M$35.55M

LEU vs. URNM - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
LEU
Centrus Energy Corp.
-27.12%264.45%22.42%67.52%-34.92%115.78%236.19%26.47%
URNM
Sprott Uranium Miners ETF
-11.51%40.78%-14.13%57.80%-11.86%78.32%68.36%4.05%

Correlation

The correlation between LEU and URNM is 0.69, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.69

Correlation (3Y)
Balances recent behavior with more history.

0.62

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.65

Correlation (All Time)
Calculated using the full available price history since Dec 4, 2019

0.58

The correlation between LEU and URNM shifts across timeframes, from 0.58 (all time) to 0.69 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

LEU vs. URNM — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

LEU
LEU Risk / Return Rank: 3838
Overall Rank
LEU Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
LEU Sortino Ratio Rank: 4242
Sortino Ratio Rank
LEU Omega Ratio Rank: 4141
Omega Ratio Rank
LEU Calmar Ratio Rank: 3535
Calmar Ratio Rank
LEU Martin Ratio Rank: 3737
Martin Ratio Rank

URNM
URNM Risk / Return Rank: 1717
Overall Rank
URNM Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
URNM Sortino Ratio Rank: 2020
Sortino Ratio Rank
URNM Omega Ratio Rank: 1919
Omega Ratio Rank
URNM Calmar Ratio Rank: 1515
Calmar Ratio Rank
URNM Martin Ratio Rank: 1515
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

LEU vs. URNM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Centrus Energy Corp. (LEU) and Sprott Uranium Miners 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


LEUURNMDifference
Sharpe ratioReturn per unit of total volatility

-0.41

Sortino ratioReturn per unit of downside risk

-0.33

Omega ratioGain probability vs. loss probability

1.04

1.08

-0.04

Calmar ratioReturn relative to maximum drawdown

-0.27

0.26

-0.53

Martin ratioReturn relative to average drawdown

-0.40

0.54

-0.94

LEU vs. URNM - Sharpe Ratio Comparison

The current LEU Sharpe Ratio is -0.19, which is lower than the URNM Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of LEU and URNM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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 -50.78%. Use the drawdown chart below to compare losses from any high point for LEU and URNM.


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Drawdown Indicators


LEUURNMDifference

Max Drawdown

Largest peak-to-trough decline

-99.98%

-50.78%

-49.20%

Max Drawdown (1Y)

Largest decline over 1 year

-66.37%

-43.89%

-22.48%

Max Drawdown (3Y)

Largest decline over 3 years

-66.37%

-50.78%

-15.59%

Max Drawdown (5Y)

Largest decline over 5 years

-78.23%

-50.78%

-27.45%

Max Drawdown (10Y)

Largest decline over 10 years

-83.84%

Current Drawdown

Current decline from peak

-97.39%

-42.17%

-55.22%

Average Drawdown

Average peak-to-trough decline

-74.09%

-18.48%

-55.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

44.26%

20.85%

+23.41%

Volatility

LEU vs. URNM - Volatility Comparison

Centrus Energy Corp. (LEU) has a higher volatility of 24.64% compared to Sprott Uranium Miners ETF (URNM) at 13.67%. 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.


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Volatility by Period


LEUURNMDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.64%

13.67%

+10.97%

Volatility (6M)

Calculated over the trailing 6-month period

63.47%

39.86%

+23.61%

Volatility (1Y)

Calculated over the trailing 1-year period

92.07%

53.26%

+38.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

86.95%

48.65%

+38.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

82.61%

46.95%

+35.66%

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 3.59%.


PositionTTM202520242023202220212020
LEU
Centrus Energy Corp.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
URNM
Sprott Uranium Miners ETF
3.59%3.18%3.18%3.63%0.00%6.70%2.57%

Frequently Asked Questions


LEU and URNM have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LEU has higher volatility (24.64%) compared to URNM (13.67%). In terms of maximum drawdown, LEU dropped -99.98% vs URNM's -50.78%.

URNM currently has the higher Sharpe Ratio (0.21 vs -0.19), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for LEU and URNM

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