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NXE vs. URA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NXE and URA is 0.52, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

NXE vs. URA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NexGen Energy Ltd. (NXE) and Global X Uranium ETF (URA). The values are adjusted to include any dividend payments, if applicable.

0.00%500.00%1,000.00%1,500.00%NovemberDecember2025FebruaryMarchApril
885.75%
135.02%
NXE
URA

Key characteristics

Sharpe Ratio

NXE:

-0.57

URA:

-0.32

Sortino Ratio

NXE:

-0.54

URA:

-0.20

Omega Ratio

NXE:

0.93

URA:

0.98

Calmar Ratio

NXE:

-0.62

URA:

-0.16

Martin Ratio

NXE:

-1.20

URA:

-0.75

Ulcer Index

NXE:

28.00%

URA:

17.07%

Daily Std Dev

NXE:

58.78%

URA:

39.86%

Max Drawdown

NXE:

-82.98%

URA:

-93.54%

Current Drawdown

NXE:

-42.34%

URA:

-73.36%

Returns By Period

In the year-to-date period, NXE achieves a -22.42% return, which is significantly lower than URA's -8.18% return.


NXE

YTD

-22.42%

1M

3.02%

6M

-32.36%

1Y

-34.44%

5Y*

29.90%

10Y*

N/A

URA

YTD

-8.18%

1M

-1.13%

6M

-20.50%

1Y

-12.99%

5Y*

22.33%

10Y*

3.48%

*Annualized

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Risk-Adjusted Performance

NXE vs. URA — Risk-Adjusted Performance Rank

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

NXE
The Risk-Adjusted Performance Rank of NXE is 2020
Overall Rank
The Sharpe Ratio Rank of NXE is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of NXE is 2323
Sortino Ratio Rank
The Omega Ratio Rank of NXE is 2424
Omega Ratio Rank
The Calmar Ratio Rank of NXE is 1313
Calmar Ratio Rank
The Martin Ratio Rank of NXE is 2121
Martin Ratio Rank

URA
The Risk-Adjusted Performance Rank of URA is 1111
Overall Rank
The Sharpe Ratio Rank of URA is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of URA is 1111
Sortino Ratio Rank
The Omega Ratio Rank of URA is 1111
Omega Ratio Rank
The Calmar Ratio Rank of URA is 1212
Calmar Ratio Rank
The Martin Ratio Rank of URA is 1010
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NXE vs. URA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NexGen Energy Ltd. (NXE) and Global X Uranium ETF (URA). 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.


The chart of Sharpe ratio for NXE, currently valued at -0.57, compared to the broader market-2.00-1.000.001.002.003.00
NXE: -0.57
URA: -0.32
The chart of Sortino ratio for NXE, currently valued at -0.54, compared to the broader market-6.00-4.00-2.000.002.004.00
NXE: -0.54
URA: -0.20
The chart of Omega ratio for NXE, currently valued at 0.93, compared to the broader market0.501.001.502.00
NXE: 0.93
URA: 0.98
The chart of Calmar ratio for NXE, currently valued at -0.62, compared to the broader market0.001.002.003.004.005.00
NXE: -0.62
URA: -0.34
The chart of Martin ratio for NXE, currently valued at -1.20, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
NXE: -1.20
URA: -0.75

The current NXE Sharpe Ratio is -0.57, which is lower than the URA Sharpe Ratio of -0.32. The chart below compares the historical Sharpe Ratios of NXE and URA, 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-1.00-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.57
-0.32
NXE
URA

Dividends

NXE vs. URA - Dividend Comparison

NXE has not paid dividends to shareholders, while URA's dividend yield for the trailing twelve months is around 3.12%.


TTM20242023202220212020201920182017201620152014
NXE
NexGen Energy Ltd.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
URA
Global X Uranium ETF
3.12%2.86%6.07%0.76%5.85%1.69%1.66%0.45%2.03%7.28%1.96%4.28%

Drawdowns

NXE vs. URA - Drawdown Comparison

The maximum NXE drawdown since its inception was -82.98%, smaller than the maximum URA drawdown of -93.54%. Use the drawdown chart below to compare losses from any high point for NXE and URA. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-42.34%
-24.52%
NXE
URA

Volatility

NXE vs. URA - Volatility Comparison

NexGen Energy Ltd. (NXE) has a higher volatility of 21.35% compared to Global X Uranium ETF (URA) at 15.73%. This indicates that NXE's price experiences larger fluctuations and is considered to be riskier than URA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
21.35%
15.73%
NXE
URA