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NUKZ vs. HURA.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NUKZ vs. HURA.TO - Performance Comparison

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

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NUKZ vs. HURA.TO - Yearly Performance Comparison


2026 (YTD)20252024
NUKZ
Range Nuclear Renaissance ETF
5.84%56.57%62.98%
HURA.TO
Global X Uranium Index ETF
13.71%50.04%-13.90%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, NUKZ achieves a 5.84% return, which is significantly lower than HURA.TO's 13.71% return.


NUKZ

1D
2.19%
1M
-9.62%
YTD
5.84%
6M
3.06%
1Y
75.22%
3Y*
5Y*
10Y*

HURA.TO

1D
3.09%
1M
-11.15%
YTD
13.71%
6M
2.66%
1Y
118.88%
3Y*
38.06%
5Y*
26.08%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NUKZ vs. HURA.TO - Expense Ratio Comparison

NUKZ has a 0.85% expense ratio, which is lower than HURA.TO's 0.98% expense ratio.


Return for Risk

NUKZ vs. HURA.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NUKZ
NUKZ Risk / Return Rank: 9393
Overall Rank
NUKZ Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
NUKZ Sortino Ratio Rank: 9595
Sortino Ratio Rank
NUKZ Omega Ratio Rank: 8989
Omega Ratio Rank
NUKZ Calmar Ratio Rank: 9696
Calmar Ratio Rank
NUKZ Martin Ratio Rank: 9090
Martin Ratio Rank

HURA.TO
HURA.TO Risk / Return Rank: 8888
Overall Rank
HURA.TO Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
HURA.TO Sortino Ratio Rank: 9494
Sortino Ratio Rank
HURA.TO Omega Ratio Rank: 8484
Omega Ratio Rank
HURA.TO Calmar Ratio Rank: 9393
Calmar Ratio Rank
HURA.TO Martin Ratio Rank: 7676
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.

NUKZ vs. HURA.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Range Nuclear Renaissance ETF (NUKZ) and Global X Uranium Index ETF (HURA.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.


NUKZHURA.TODifference

Sharpe ratio

Return per unit of total volatility

2.38

2.44

-0.06

Sortino ratio

Return per unit of downside risk

3.06

3.01

+0.05

Omega ratio

Gain probability vs. loss probability

1.38

1.36

+0.03

Calmar ratio

Return relative to maximum drawdown

4.72

4.01

+0.71

Martin ratio

Return relative to average drawdown

12.40

9.17

+3.24

NUKZ vs. HURA.TO - Sharpe Ratio Comparison

The current NUKZ Sharpe Ratio is 2.38, which is comparable to the HURA.TO Sharpe Ratio of 2.44. The chart below compares the historical Sharpe Ratios of NUKZ and HURA.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.


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Sharpe Ratios by Period


NUKZHURA.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.38

2.44

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

1.78

0.73

+1.05

Correlation

The correlation between NUKZ and HURA.TO is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

NUKZ vs. HURA.TO - Dividend Comparison

NUKZ's dividend yield for the trailing twelve months is around 0.86%, more than HURA.TO's 0.08% yield.


TTM2025202420232022202120202019
NUKZ
Range Nuclear Renaissance ETF
0.86%0.91%0.09%0.00%0.00%0.00%0.00%0.00%
HURA.TO
Global X Uranium Index ETF
0.08%0.09%0.75%1.03%1.46%1.26%0.63%0.82%

Drawdowns

NUKZ vs. HURA.TO - Drawdown Comparison

The maximum NUKZ drawdown since its inception was -33.03%, smaller than the maximum HURA.TO drawdown of -49.11%. Use the drawdown chart below to compare losses from any high point for NUKZ and HURA.TO.


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Drawdown Indicators


NUKZHURA.TODifference

Max Drawdown

Largest peak-to-trough decline

-33.03%

-43.51%

+10.48%

Max Drawdown (1Y)

Largest decline over 1 year

-16.51%

-30.61%

+14.10%

Max Drawdown (5Y)

Largest decline over 5 years

-42.97%

Current Drawdown

Current decline from peak

-9.62%

-20.08%

+10.46%

Average Drawdown

Average peak-to-trough decline

-6.10%

-14.36%

+8.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.28%

13.09%

-6.81%

Volatility

NUKZ vs. HURA.TO - Volatility Comparison

The current volatility for Range Nuclear Renaissance ETF (NUKZ) is 9.47%, while Global X Uranium Index ETF (HURA.TO) has a volatility of 12.67%. This indicates that NUKZ experiences smaller price fluctuations and is considered to be less risky than HURA.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NUKZHURA.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.47%

12.67%

-3.20%

Volatility (6M)

Calculated over the trailing 6-month period

21.64%

38.29%

-16.65%

Volatility (1Y)

Calculated over the trailing 1-year period

31.77%

48.97%

-17.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.60%

42.08%

-9.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.60%

40.80%

-8.20%